NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 24-Oct-2006
Day Change Summary
Previous Current
23-Oct-2006 24-Oct-2006 Change Change % Previous Week
Open 9.120 9.060 -0.060 -0.7% 9.050
High 9.120 9.060 -0.060 -0.7% 9.350
Low 9.000 9.050 0.050 0.6% 9.050
Close 9.021 9.061 0.040 0.4% 9.176
Range 0.120 0.010 -0.110 -91.7% 0.300
ATR 0.157 0.149 -0.008 -5.4% 0.000
Volume 548 151 -397 -72.4% 1,375
Daily Pivots for day following 24-Oct-2006
Classic Woodie Camarilla DeMark
R4 9.087 9.084 9.067
R3 9.077 9.074 9.064
R2 9.067 9.067 9.063
R1 9.064 9.064 9.062 9.066
PP 9.057 9.057 9.057 9.058
S1 9.054 9.054 9.060 9.056
S2 9.047 9.047 9.059
S3 9.037 9.044 9.058
S4 9.027 9.034 9.056
Weekly Pivots for week ending 20-Oct-2006
Classic Woodie Camarilla DeMark
R4 10.092 9.934 9.341
R3 9.792 9.634 9.259
R2 9.492 9.492 9.231
R1 9.334 9.334 9.204 9.413
PP 9.192 9.192 9.192 9.232
S1 9.034 9.034 9.149 9.113
S2 8.892 8.892 9.121
S3 8.592 8.734 9.094
S4 8.292 8.434 9.011
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.227 9.000 0.227 2.5% 0.075 0.8% 27% False False 341
10 9.350 8.890 0.460 5.1% 0.104 1.1% 37% False False 276
20 9.350 8.520 0.830 9.2% 0.110 1.2% 65% False False 430
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.103
2.618 9.086
1.618 9.076
1.000 9.070
0.618 9.066
HIGH 9.060
0.618 9.056
0.500 9.055
0.382 9.054
LOW 9.050
0.618 9.044
1.000 9.040
1.618 9.034
2.618 9.024
4.250 9.008
Fisher Pivots for day following 24-Oct-2006
Pivot 1 day 3 day
R1 9.059 9.061
PP 9.057 9.060
S1 9.055 9.060

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

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