NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 19-Nov-2007
Day Change Summary
Previous Current
16-Nov-2007 19-Nov-2007 Change Change % Previous Week
Open 7.710 8.045 0.335 4.3% 7.855
High 8.049 8.130 0.081 1.0% 8.123
Low 7.650 7.744 0.094 1.2% 7.650
Close 8.001 7.787 -0.214 -2.7% 8.001
Range 0.399 0.386 -0.013 -3.3% 0.473
ATR 0.307 0.312 0.006 1.8% 0.000
Volume 52,084 52,151 67 0.1% 279,790
Daily Pivots for day following 19-Nov-2007
Classic Woodie Camarilla DeMark
R4 9.045 8.802 7.999
R3 8.659 8.416 7.893
R2 8.273 8.273 7.858
R1 8.030 8.030 7.822 7.959
PP 7.887 7.887 7.887 7.851
S1 7.644 7.644 7.752 7.573
S2 7.501 7.501 7.716
S3 7.115 7.258 7.681
S4 6.729 6.872 7.575
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 8.130 7.650 0.480 6.2% 0.312 4.0% 29% True False 56,912
10 8.140 7.504 0.636 8.2% 0.325 4.2% 44% False False 58,348
20 8.712 7.365 1.347 17.3% 0.321 4.1% 31% False False 52,704
40 8.712 7.365 1.347 17.3% 0.274 3.5% 31% False False 39,358
60 8.712 7.165 1.547 19.9% 0.266 3.4% 40% False False 29,378
80 8.800 7.165 1.635 21.0% 0.259 3.3% 38% False False 23,480
100 8.800 7.165 1.635 21.0% 0.247 3.2% 38% False False 19,312
120 9.830 7.165 2.665 34.2% 0.235 3.0% 23% False False 16,576
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.095
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.771
2.618 9.141
1.618 8.755
1.000 8.516
0.618 8.369
HIGH 8.130
0.618 7.983
0.500 7.937
0.382 7.891
LOW 7.744
0.618 7.505
1.000 7.358
1.618 7.119
2.618 6.733
4.250 6.104
Fisher Pivots for day following 19-Nov-2007
Pivot 1 day 3 day
R1 7.937 7.890
PP 7.887 7.856
S1 7.837 7.821

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

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