NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 15-Dec-2006
Day Change Summary
Previous Current
14-Dec-2006 15-Dec-2006 Change Change % Previous Week
Open 8.690 8.492 -0.198 -2.3% 8.600
High 8.720 8.520 -0.200 -2.3% 8.720
Low 8.630 8.400 -0.230 -2.7% 8.400
Close 8.603 8.539 -0.064 -0.7% 8.539
Range 0.090 0.120 0.030 33.3% 0.320
ATR 0.136 0.140 0.005 3.5% 0.000
Volume 91 927 836 918.7% 2,151
Daily Pivots for day following 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 8.846 8.813 8.605
R3 8.726 8.693 8.572
R2 8.606 8.606 8.561
R1 8.573 8.573 8.550 8.590
PP 8.486 8.486 8.486 8.495
S1 8.453 8.453 8.528 8.470
S2 8.366 8.366 8.517
S3 8.246 8.333 8.506
S4 8.126 8.213 8.473
Weekly Pivots for week ending 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 9.513 9.346 8.715
R3 9.193 9.026 8.627
R2 8.873 8.873 8.598
R1 8.706 8.706 8.568 8.630
PP 8.553 8.553 8.553 8.515
S1 8.386 8.386 8.510 8.310
S2 8.233 8.233 8.480
S3 7.913 8.066 8.451
S4 7.593 7.746 8.363
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.720 8.400 0.320 3.7% 0.097 1.1% 43% False True 430
10 8.749 8.400 0.349 4.1% 0.092 1.1% 40% False True 435
20 9.090 8.400 0.690 8.1% 0.094 1.1% 20% False True 486
40 9.090 8.090 1.000 11.7% 0.096 1.1% 45% False False 579
60 9.090 7.900 1.190 13.9% 0.105 1.2% 54% False False 734
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 0.018
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 9.030
2.618 8.834
1.618 8.714
1.000 8.640
0.618 8.594
HIGH 8.520
0.618 8.474
0.500 8.460
0.382 8.446
LOW 8.400
0.618 8.326
1.000 8.280
1.618 8.206
2.618 8.086
4.250 7.890
Fisher Pivots for day following 15-Dec-2006
Pivot 1 day 3 day
R1 8.513 8.560
PP 8.486 8.553
S1 8.460 8.546

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

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