NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 28-Nov-2007
Day Change Summary
Previous Current
27-Nov-2007 28-Nov-2007 Change Change % Previous Week
Open 7.701 7.597 -0.104 -1.4% 8.045
High 7.764 7.600 -0.164 -2.1% 8.130
Low 7.520 7.180 -0.340 -4.5% 7.420
Close 7.557 7.203 -0.354 -4.7% 7.700
Range 0.244 0.420 0.176 72.1% 0.710
ATR 0.303 0.312 0.008 2.7% 0.000
Volume 51,765 54,564 2,799 5.4% 183,355
Daily Pivots for day following 28-Nov-2007
Classic Woodie Camarilla DeMark
R4 8.588 8.315 7.434
R3 8.168 7.895 7.319
R2 7.748 7.748 7.280
R1 7.475 7.475 7.242 7.402
PP 7.328 7.328 7.328 7.291
S1 7.055 7.055 7.165 6.982
S2 6.908 6.908 7.126
S3 6.488 6.635 7.088
S4 6.068 6.215 6.972
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 7.180 0.789 11.0% 0.303 4.2% 3% False True 41,181
10 8.130 7.180 0.950 13.2% 0.313 4.3% 2% False True 47,694
20 8.712 7.180 1.532 21.3% 0.339 4.7% 2% False True 54,734
40 8.712 7.180 1.532 21.3% 0.289 4.0% 2% False True 43,501
60 8.712 7.165 1.547 21.5% 0.276 3.8% 2% False False 33,054
80 8.800 7.165 1.635 22.7% 0.264 3.7% 2% False False 26,294
100 8.800 7.165 1.635 22.7% 0.254 3.5% 2% False False 21,699
120 9.830 7.165 2.665 37.0% 0.244 3.4% 1% False False 18,587
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 0.074
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 9.385
2.618 8.700
1.618 8.280
1.000 8.020
0.618 7.860
HIGH 7.600
0.618 7.440
0.500 7.390
0.382 7.340
LOW 7.180
0.618 6.920
1.000 6.760
1.618 6.500
2.618 6.080
4.250 5.395
Fisher Pivots for day following 28-Nov-2007
Pivot 1 day 3 day
R1 7.390 7.575
PP 7.328 7.451
S1 7.265 7.327

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

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