NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 27-Nov-2007
Day Change Summary
Previous Current
26-Nov-2007 27-Nov-2007 Change Change % Previous Week
Open 7.848 7.701 -0.147 -1.9% 8.045
High 7.969 7.764 -0.205 -2.6% 8.130
Low 7.654 7.520 -0.134 -1.8% 7.420
Close 7.723 7.557 -0.166 -2.1% 7.700
Range 0.315 0.244 -0.071 -22.5% 0.710
ATR 0.308 0.303 -0.005 -1.5% 0.000
Volume 11,372 51,765 40,393 355.2% 183,355
Daily Pivots for day following 27-Nov-2007
Classic Woodie Camarilla DeMark
R4 8.346 8.195 7.691
R3 8.102 7.951 7.624
R2 7.858 7.858 7.602
R1 7.707 7.707 7.579 7.661
PP 7.614 7.614 7.614 7.590
S1 7.463 7.463 7.535 7.417
S2 7.370 7.370 7.512
S3 7.126 7.219 7.490
S4 6.882 6.975 7.423
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 7.969 7.420 0.549 7.3% 0.278 3.7% 25% False False 38,868
10 8.130 7.420 0.710 9.4% 0.295 3.9% 19% False False 47,890
20 8.712 7.420 1.292 17.1% 0.330 4.4% 11% False False 54,731
40 8.712 7.365 1.347 17.8% 0.285 3.8% 14% False False 42,728
60 8.712 7.165 1.547 20.5% 0.274 3.6% 25% False False 32,201
80 8.800 7.165 1.635 21.6% 0.261 3.5% 24% False False 25,660
100 8.800 7.165 1.635 21.6% 0.252 3.3% 24% False False 21,176
120 9.830 7.165 2.665 35.3% 0.242 3.2% 15% False False 18,143
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 0.076
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 8.801
2.618 8.403
1.618 8.159
1.000 8.008
0.618 7.915
HIGH 7.764
0.618 7.671
0.500 7.642
0.382 7.613
LOW 7.520
0.618 7.369
1.000 7.276
1.618 7.125
2.618 6.881
4.250 6.483
Fisher Pivots for day following 27-Nov-2007
Pivot 1 day 3 day
R1 7.642 7.717
PP 7.614 7.664
S1 7.585 7.610

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

View Archives - Comment on this page... - Back to Index of Symbols