NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 13-Dec-2006
Day Change Summary
Previous Current
12-Dec-2006 13-Dec-2006 Change Change % Previous Week
Open 8.630 8.630 0.000 0.0% 8.660
High 8.640 8.705 0.065 0.8% 8.749
Low 8.540 8.630 0.090 1.1% 8.460
Close 8.583 8.705 0.122 1.4% 8.654
Range 0.100 0.075 -0.025 -25.0% 0.289
ATR 0.140 0.139 -0.001 -0.9% 0.000
Volume 146 457 311 213.0% 2,202
Daily Pivots for day following 13-Dec-2006
Classic Woodie Camarilla DeMark
R4 8.905 8.880 8.746
R3 8.830 8.805 8.726
R2 8.755 8.755 8.719
R1 8.730 8.730 8.712 8.743
PP 8.680 8.680 8.680 8.686
S1 8.655 8.655 8.698 8.668
S2 8.605 8.605 8.691
S3 8.530 8.580 8.684
S4 8.455 8.505 8.664
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 8.500 0.249 2.9% 0.085 1.0% 82% False False 329
10 9.070 8.460 0.610 7.0% 0.079 0.9% 40% False False 392
20 9.090 8.460 0.630 7.2% 0.095 1.1% 39% False False 478
40 9.090 8.090 1.000 11.5% 0.097 1.1% 62% False False 599
Crabel Price Patterns
NR True
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.024
2.618 8.901
1.618 8.826
1.000 8.780
0.618 8.751
HIGH 8.705
0.618 8.676
0.500 8.668
0.382 8.659
LOW 8.630
0.618 8.584
1.000 8.555
1.618 8.509
2.618 8.434
4.250 8.311
Fisher Pivots for day following 13-Dec-2006
Pivot 1 day 3 day
R1 8.693 8.671
PP 8.680 8.637
S1 8.668 8.603

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

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