NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 19-Oct-2006
Day Change Summary
Previous Current
18-Oct-2006 19-Oct-2006 Change Change % Previous Week
Open 9.170 9.100 -0.070 -0.8% 9.159
High 9.170 9.227 0.057 0.6% 9.350
Low 9.100 9.050 -0.050 -0.5% 8.890
Close 9.177 9.210 0.033 0.4% 8.905
Range 0.070 0.177 0.107 152.9% 0.460
ATR 0.158 0.160 0.001 0.8% 0.000
Volume 364 53 -311 -85.4% 881
Daily Pivots for day following 19-Oct-2006
Classic Woodie Camarilla DeMark
R4 9.693 9.629 9.307
R3 9.516 9.452 9.259
R2 9.339 9.339 9.242
R1 9.275 9.275 9.226 9.307
PP 9.162 9.162 9.162 9.179
S1 9.098 9.098 9.194 9.130
S2 8.985 8.985 9.178
S3 8.808 8.921 9.161
S4 8.631 8.744 9.113
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% 0.107 1.2% 70% False False 174
10 9.350 8.890 0.460 5.0% 0.139 1.5% 70% False False 170
20 9.350 8.380 0.970 10.5% 0.122 1.3% 86% False False 604
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.979
2.618 9.690
1.618 9.513
1.000 9.404
0.618 9.336
HIGH 9.227
0.618 9.159
0.500 9.139
0.382 9.118
LOW 9.050
0.618 8.941
1.000 8.873
1.618 8.764
2.618 8.587
4.250 8.298
Fisher Pivots for day following 19-Oct-2006
Pivot 1 day 3 day
R1 9.186 9.207
PP 9.162 9.203
S1 9.139 9.200

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

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