NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 20-Nov-2007
Day Change Summary
Previous Current
19-Nov-2007 20-Nov-2007 Change Change % Previous Week
Open 8.045 7.753 -0.292 -3.6% 7.855
High 8.130 7.753 -0.377 -4.6% 8.123
Low 7.744 7.459 -0.285 -3.7% 7.650
Close 7.787 7.477 -0.310 -4.0% 8.001
Range 0.386 0.294 -0.092 -23.8% 0.473
ATR 0.312 0.313 0.001 0.4% 0.000
Volume 52,151 43,000 -9,151 -17.5% 279,790
Daily Pivots for day following 20-Nov-2007
Classic Woodie Camarilla DeMark
R4 8.445 8.255 7.639
R3 8.151 7.961 7.558
R2 7.857 7.857 7.531
R1 7.667 7.667 7.504 7.615
PP 7.563 7.563 7.563 7.537
S1 7.373 7.373 7.450 7.321
S2 7.269 7.269 7.423
S3 6.975 7.079 7.396
S4 6.681 6.785 7.315
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 7.459 0.671 9.0% 0.323 4.3% 3% False True 54,208
10 8.130 7.459 0.671 9.0% 0.316 4.2% 3% False True 58,343
20 8.712 7.422 1.290 17.3% 0.321 4.3% 4% False False 53,339
40 8.712 7.365 1.347 18.0% 0.276 3.7% 8% False False 40,191
60 8.712 7.165 1.547 20.7% 0.268 3.6% 20% False False 30,008
80 8.800 7.165 1.635 21.9% 0.258 3.5% 19% False False 23,967
100 8.800 7.165 1.635 21.9% 0.248 3.3% 19% False False 19,727
120 9.830 7.165 2.665 35.6% 0.237 3.2% 12% False False 16,925
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 0.078
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.003
2.618 8.523
1.618 8.229
1.000 8.047
0.618 7.935
HIGH 7.753
0.618 7.641
0.500 7.606
0.382 7.571
LOW 7.459
0.618 7.277
1.000 7.165
1.618 6.983
2.618 6.689
4.250 6.210
Fisher Pivots for day following 20-Nov-2007
Pivot 1 day 3 day
R1 7.606 7.795
PP 7.563 7.689
S1 7.520 7.583

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

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