NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 26-Nov-2007
Day Change Summary
Previous Current
23-Nov-2007 26-Nov-2007 Change Change % Previous Week
Open 7.550 7.848 0.298 3.9% 8.045
High 7.740 7.969 0.229 3.0% 8.130
Low 7.465 7.654 0.189 2.5% 7.420
Close 7.700 7.723 0.023 0.3% 7.700
Range 0.275 0.315 0.040 14.5% 0.710
ATR 0.307 0.308 0.001 0.2% 0.000
Volume 38,491 11,372 -27,119 -70.5% 183,355
Daily Pivots for day following 26-Nov-2007
Classic Woodie Camarilla DeMark
R4 8.727 8.540 7.896
R3 8.412 8.225 7.810
R2 8.097 8.097 7.781
R1 7.910 7.910 7.752 7.846
PP 7.782 7.782 7.782 7.750
S1 7.595 7.595 7.694 7.531
S2 7.467 7.467 7.665
S3 7.152 7.280 7.636
S4 6.837 6.965 7.550
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 9.880 9.500 8.091
R3 9.170 8.790 7.895
R2 8.460 8.460 7.830
R1 8.080 8.080 7.765 7.915
PP 7.750 7.750 7.750 7.668
S1 7.370 7.370 7.635 7.205
S2 7.040 7.040 7.570
S3 6.330 6.660 7.505
S4 5.620 5.950 7.310
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.130 7.420 0.710 9.2% 0.307 4.0% 43% False False 38,945
10 8.130 7.420 0.710 9.2% 0.306 4.0% 43% False False 47,451
20 8.712 7.420 1.292 16.7% 0.327 4.2% 23% False False 53,501
40 8.712 7.365 1.347 17.4% 0.285 3.7% 27% False False 41,670
60 8.712 7.165 1.547 20.0% 0.271 3.5% 36% False False 31,407
80 8.800 7.165 1.635 21.2% 0.260 3.4% 34% False False 25,043
100 8.800 7.165 1.635 21.2% 0.252 3.3% 34% False False 20,683
120 9.830 7.165 2.665 34.5% 0.241 3.1% 21% False False 17,730
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.084
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9.308
2.618 8.794
1.618 8.479
1.000 8.284
0.618 8.164
HIGH 7.969
0.618 7.849
0.500 7.812
0.382 7.774
LOW 7.654
0.618 7.459
1.000 7.339
1.618 7.144
2.618 6.829
4.250 6.315
Fisher Pivots for day following 26-Nov-2007
Pivot 1 day 3 day
R1 7.812 7.714
PP 7.782 7.704
S1 7.753 7.695

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

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