NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 01-Dec-2006
Day Change Summary
Previous Current
30-Nov-2006 01-Dec-2006 Change Change % Previous Week
Open 8.990 8.990 0.000 0.0% 8.770
High 9.070 8.950 -0.120 -1.3% 9.090
Low 8.990 8.950 -0.040 -0.4% 8.770
Close 9.106 8.908 -0.198 -2.2% 8.908
Range 0.080 0.000 -0.080 -100.0% 0.320
ATR 0.149 0.149 0.001 0.3% 0.000
Volume 308 280 -28 -9.1% 3,099
Daily Pivots for day following 01-Dec-2006
Classic Woodie Camarilla DeMark
R4 8.936 8.922 8.908
R3 8.936 8.922 8.908
R2 8.936 8.936 8.908
R1 8.922 8.922 8.908 8.929
PP 8.936 8.936 8.936 8.940
S1 8.922 8.922 8.908 8.929
S2 8.936 8.936 8.908
S3 8.936 8.922 8.908
S4 8.936 8.922 8.908
Weekly Pivots for week ending 01-Dec-2006
Classic Woodie Camarilla DeMark
R4 9.883 9.715 9.084
R3 9.563 9.395 8.996
R2 9.243 9.243 8.967
R1 9.075 9.075 8.937 9.159
PP 8.923 8.923 8.923 8.965
S1 8.755 8.755 8.879 8.839
S2 8.603 8.603 8.849
S3 8.283 8.435 8.820
S4 7.963 8.115 8.732
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.090 8.770 0.320 3.6% 0.088 1.0% 43% False False 619
10 9.090 8.470 0.620 7.0% 0.096 1.1% 71% False False 537
20 9.090 8.390 0.700 7.9% 0.104 1.2% 74% False False 386
40 9.090 8.090 1.000 11.2% 0.100 1.1% 82% False False 662
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 0.000
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 8.950
2.618 8.950
1.618 8.950
1.000 8.950
0.618 8.950
HIGH 8.950
0.618 8.950
0.500 8.950
0.382 8.950
LOW 8.950
0.618 8.950
1.000 8.950
1.618 8.950
2.618 8.950
4.250 8.950
Fisher Pivots for day following 01-Dec-2006
Pivot 1 day 3 day
R1 8.950 8.995
PP 8.936 8.966
S1 8.922 8.937

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

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