NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 15-Nov-2007
Day Change Summary
Previous Current
14-Nov-2007 15-Nov-2007 Change Change % Previous Week
Open 7.924 7.771 -0.153 -1.9% 8.340
High 8.070 7.885 -0.185 -2.3% 8.340
Low 7.770 7.650 -0.120 -1.5% 7.504
Close 7.835 7.700 -0.135 -1.7% 7.897
Range 0.300 0.235 -0.065 -21.7% 0.836
ATR 0.305 0.300 -0.005 -1.6% 0.000
Volume 62,659 61,150 -1,509 -2.4% 302,474
Daily Pivots for day following 15-Nov-2007
Classic Woodie Camarilla DeMark
R4 8.450 8.310 7.829
R3 8.215 8.075 7.765
R2 7.980 7.980 7.743
R1 7.840 7.840 7.722 7.793
PP 7.745 7.745 7.745 7.721
S1 7.605 7.605 7.678 7.558
S2 7.510 7.510 7.657
S3 7.275 7.370 7.635
S4 7.040 7.135 7.571
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 7.650 0.473 6.1% 0.282 3.7% 11% False True 58,669
10 8.712 7.504 1.208 15.7% 0.325 4.2% 16% False False 61,010
20 8.712 7.365 1.347 17.5% 0.313 4.1% 25% False False 50,120
40 8.712 7.365 1.347 17.5% 0.269 3.5% 25% False False 37,418
60 8.712 7.165 1.547 20.1% 0.258 3.4% 35% False False 27,762
80 8.800 7.165 1.635 21.2% 0.254 3.3% 33% False False 22,252
100 8.800 7.165 1.635 21.2% 0.242 3.1% 33% False False 18,370
120 9.838 7.165 2.673 34.7% 0.231 3.0% 20% False False 15,726
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.088
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 8.884
2.618 8.500
1.618 8.265
1.000 8.120
0.618 8.030
HIGH 7.885
0.618 7.795
0.500 7.768
0.382 7.740
LOW 7.650
0.618 7.505
1.000 7.415
1.618 7.270
2.618 7.035
4.250 6.651
Fisher Pivots for day following 15-Nov-2007
Pivot 1 day 3 day
R1 7.768 7.887
PP 7.745 7.824
S1 7.723 7.762

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

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