NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 14-Nov-2007
Day Change Summary
Previous Current
13-Nov-2007 14-Nov-2007 Change Change % Previous Week
Open 7.914 7.924 0.010 0.1% 8.340
High 8.123 8.070 -0.053 -0.7% 8.340
Low 7.882 7.770 -0.112 -1.4% 7.504
Close 7.949 7.835 -0.114 -1.4% 7.897
Range 0.241 0.300 0.059 24.5% 0.836
ATR 0.305 0.305 0.000 -0.1% 0.000
Volume 56,517 62,659 6,142 10.9% 302,474
Daily Pivots for day following 14-Nov-2007
Classic Woodie Camarilla DeMark
R4 8.792 8.613 8.000
R3 8.492 8.313 7.918
R2 8.192 8.192 7.890
R1 8.013 8.013 7.863 7.953
PP 7.892 7.892 7.892 7.861
S1 7.713 7.713 7.808 7.653
S2 7.592 7.592 7.780
S3 7.292 7.413 7.753
S4 6.992 7.113 7.670
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 10.422 9.995 8.357
R3 9.586 9.159 8.127
R2 8.750 8.750 8.050
R1 8.323 8.323 7.974 8.119
PP 7.914 7.914 7.914 7.811
S1 7.487 7.487 7.820 7.283
S2 7.078 7.078 7.744
S3 6.242 6.651 7.667
S4 5.406 5.815 7.437
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.123 7.504 0.619 7.9% 0.285 3.6% 53% False False 61,704
10 8.712 7.504 1.208 15.4% 0.346 4.4% 27% False False 61,707
20 8.712 7.365 1.347 17.2% 0.316 4.0% 35% False False 48,268
40 8.712 7.365 1.347 17.2% 0.272 3.5% 35% False False 36,175
60 8.712 7.165 1.547 19.7% 0.256 3.3% 43% False False 26,827
80 8.800 7.165 1.635 20.9% 0.252 3.2% 41% False False 21,524
100 8.800 7.165 1.635 20.9% 0.244 3.1% 41% False False 17,778
120 9.838 7.165 2.673 34.1% 0.230 2.9% 25% False False 15,229
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.091
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.345
2.618 8.855
1.618 8.555
1.000 8.370
0.618 8.255
HIGH 8.070
0.618 7.955
0.500 7.920
0.382 7.885
LOW 7.770
0.618 7.585
1.000 7.470
1.618 7.285
2.618 6.985
4.250 6.495
Fisher Pivots for day following 14-Nov-2007
Pivot 1 day 3 day
R1 7.920 7.922
PP 7.892 7.893
S1 7.863 7.864

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols