NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 20-Dec-2006
Day Change Summary
Previous Current
19-Dec-2006 20-Dec-2006 Change Change % Previous Week
Open 8.305 8.365 0.060 0.7% 8.600
High 8.380 8.365 -0.015 -0.2% 8.720
Low 8.260 8.245 -0.015 -0.2% 8.400
Close 8.368 8.224 -0.144 -1.7% 8.539
Range 0.120 0.120 0.000 0.0% 0.320
ATR 0.144 0.143 -0.002 -1.0% 0.000
Volume 130 371 241 185.4% 2,151
Daily Pivots for day following 20-Dec-2006
Classic Woodie Camarilla DeMark
R4 8.638 8.551 8.290
R3 8.518 8.431 8.257
R2 8.398 8.398 8.246
R1 8.311 8.311 8.235 8.295
PP 8.278 8.278 8.278 8.270
S1 8.191 8.191 8.213 8.175
S2 8.158 8.158 8.202
S3 8.038 8.071 8.191
S4 7.918 7.951 8.158
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 8.245 0.475 5.8% 0.104 1.3% -4% False True 392
10 8.749 8.245 0.504 6.1% 0.094 1.1% -4% False True 360
20 9.090 8.245 0.845 10.3% 0.094 1.1% -2% False True 509
40 9.090 8.090 1.000 12.2% 0.099 1.2% 13% False False 581
60 9.090 7.958 1.132 13.8% 0.103 1.3% 23% False False 589
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 0.016
Fibonacci Retracements and Extensions
4.250 8.875
2.618 8.679
1.618 8.559
1.000 8.485
0.618 8.439
HIGH 8.365
0.618 8.319
0.500 8.305
0.382 8.291
LOW 8.245
0.618 8.171
1.000 8.125
1.618 8.051
2.618 7.931
4.250 7.735
Fisher Pivots for day following 20-Dec-2006
Pivot 1 day 3 day
R1 8.305 8.318
PP 8.278 8.286
S1 8.251 8.255

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

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