NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 12-Dec-2006
Day Change Summary
Previous Current
11-Dec-2006 12-Dec-2006 Change Change % Previous Week
Open 8.600 8.630 0.030 0.3% 8.660
High 8.600 8.640 0.040 0.5% 8.749
Low 8.500 8.540 0.040 0.5% 8.460
Close 8.615 8.583 -0.032 -0.4% 8.654
Range 0.100 0.100 0.000 0.0% 0.289
ATR 0.144 0.140 -0.003 -2.2% 0.000
Volume 530 146 -384 -72.5% 2,202
Daily Pivots for day following 12-Dec-2006
Classic Woodie Camarilla DeMark
R4 8.888 8.835 8.638
R3 8.788 8.735 8.611
R2 8.688 8.688 8.601
R1 8.635 8.635 8.592 8.612
PP 8.588 8.588 8.588 8.576
S1 8.535 8.535 8.574 8.512
S2 8.488 8.488 8.565
S3 8.388 8.435 8.556
S4 8.288 8.335 8.528
Weekly Pivots for week ending 08-Dec-2006
Classic Woodie Camarilla DeMark
R4 9.488 9.360 8.813
R3 9.199 9.071 8.733
R2 8.910 8.910 8.707
R1 8.782 8.782 8.680 8.702
PP 8.621 8.621 8.621 8.581
S1 8.493 8.493 8.628 8.413
S2 8.332 8.332 8.601
S3 8.043 8.204 8.575
S4 7.754 7.915 8.495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.749 8.487 0.262 3.1% 0.098 1.1% 37% False False 321
10 9.090 8.460 0.630 7.3% 0.090 1.1% 20% False False 478
20 9.090 8.460 0.630 7.3% 0.099 1.2% 20% False False 457
40 9.090 8.090 1.000 11.7% 0.097 1.1% 49% False False 600
Crabel Price Patterns
NR False
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 0.008
Fibonacci Retracements and Extensions
4.250 9.065
2.618 8.902
1.618 8.802
1.000 8.740
0.618 8.702
HIGH 8.640
0.618 8.602
0.500 8.590
0.382 8.578
LOW 8.540
0.618 8.478
1.000 8.440
1.618 8.378
2.618 8.278
4.250 8.115
Fisher Pivots for day following 12-Dec-2006
Pivot 1 day 3 day
R1 8.590 8.625
PP 8.588 8.611
S1 8.585 8.597

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

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