NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 16-Nov-2007
Day Change Summary
Previous Current
15-Nov-2007 16-Nov-2007 Change Change % Previous Week
Open 7.771 7.710 -0.061 -0.8% 7.855
High 7.885 8.049 0.164 2.1% 8.123
Low 7.650 7.650 0.000 0.0% 7.650
Close 7.700 8.001 0.301 3.9% 8.001
Range 0.235 0.399 0.164 69.8% 0.473
ATR 0.300 0.307 0.007 2.4% 0.000
Volume 61,150 52,084 -9,066 -14.8% 279,790
Daily Pivots for day following 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 9.097 8.948 8.220
R3 8.698 8.549 8.111
R2 8.299 8.299 8.074
R1 8.150 8.150 8.038 8.225
PP 7.900 7.900 7.900 7.937
S1 7.751 7.751 7.964 7.826
S2 7.501 7.501 7.928
S3 7.102 7.352 7.891
S4 6.703 6.953 7.782
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 9.344 9.145 8.261
R3 8.871 8.672 8.131
R2 8.398 8.398 8.088
R1 8.199 8.199 8.044 8.299
PP 7.925 7.925 7.925 7.974
S1 7.726 7.726 7.958 7.826
S2 7.452 7.452 7.914
S3 6.979 7.253 7.871
S4 6.506 6.780 7.741
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 5.9% 0.305 3.8% 74% False True 55,958
10 8.340 7.504 0.836 10.4% 0.328 4.1% 59% False False 58,226
20 8.712 7.365 1.347 16.8% 0.314 3.9% 47% False False 51,119
40 8.712 7.365 1.347 16.8% 0.270 3.4% 47% False False 38,326
60 8.712 7.165 1.547 19.3% 0.262 3.3% 54% False False 28,557
80 8.800 7.165 1.635 20.4% 0.257 3.2% 51% False False 22,852
100 8.800 7.165 1.635 20.4% 0.245 3.1% 51% False False 18,804
120 9.838 7.165 2.673 33.4% 0.234 2.9% 31% False False 16,147
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.087
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 9.745
2.618 9.094
1.618 8.695
1.000 8.448
0.618 8.296
HIGH 8.049
0.618 7.897
0.500 7.850
0.382 7.802
LOW 7.650
0.618 7.403
1.000 7.251
1.618 7.004
2.618 6.605
4.250 5.954
Fisher Pivots for day following 16-Nov-2007
Pivot 1 day 3 day
R1 7.951 7.954
PP 7.900 7.907
S1 7.850 7.860

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

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