NYMEX Natural Gas Future December 2007

Trading Metrics calculated at close of trading on 17-Oct-2006

Day Change Summary
	Previous	Current
	16-Oct-2006	17-Oct-2006	Change	Change %	Previous Week
Open	9.050	9.240	0.190	2.1%	9.159
High	9.100	9.350	0.250	2.7%	9.350
Low	9.050	9.150	0.100	1.1%	8.890
Close	9.238	9.182	-0.056	-0.6%	8.905
Range	0.050	0.200	0.150	300.0%	0.460
ATR	0.161	0.164	0.003	1.7%	0.000
Volume	155	211	56	36.1%	881

Daily Pivots for day following 17-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	9.827	9.705	9.292
R3	9.627	9.505	9.237
R2	9.427	9.427	9.219
R1	9.305	9.305	9.200	9.266
PP	9.227	9.227	9.227	9.208
S1	9.105	9.105	9.164	9.066
S2	9.027	9.027	9.145
S3	8.827	8.905	9.127
S4	8.627	8.705	9.072

Weekly Pivots for week ending 13-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	10.428	10.127	9.158
R3	9.968	9.667	9.032
R2	9.508	9.508	8.989
R1	9.207	9.207	8.947	9.128
PP	9.048	9.048	9.048	9.009
S1	8.747	8.747	8.863	8.668
S2	8.588	8.588	8.821
S3	8.128	8.287	8.779
S4	7.668	7.827	8.652

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9.350	8.890	0.460	5.0%	0.132	1.4%	63%	True	False	211
10	9.350	8.860	0.490	5.3%	0.136	1.5%	66%	True	False	221

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	10.200
2.618	9.874
1.618	9.674
1.000	9.550
0.618	9.474
HIGH	9.350
0.618	9.274
0.500	9.250
0.382	9.226
LOW	9.150
0.618	9.026
1.000	8.950
1.618	8.826
2.618	8.626
4.250	8.300

Fisher Pivots for day following 17-Oct-2006
Pivot	1 day	3 day
R1	9.250	9.161
PP	9.227	9.141
S1	9.205	9.120

Download as Excel Spreadsheet

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

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