NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 31-Oct-2006
Day Change Summary
Previous Current
30-Oct-2006 31-Oct-2006 Change Change % Previous Week
Open 8.660 8.500 -0.160 -1.8% 9.120
High 8.660 8.650 -0.010 -0.1% 9.250
Low 8.610 8.500 -0.110 -1.3% 8.940
Close 8.595 8.753 0.158 1.8% 8.763
Range 0.050 0.150 0.100 200.0% 0.310
ATR 0.158 0.158 -0.001 -0.4% 0.000
Volume 832 1,560 728 87.5% 2,630
Daily Pivots for day following 31-Oct-2006
Classic Woodie Camarilla DeMark
R4 9.084 9.069 8.836
R3 8.934 8.919 8.794
R2 8.784 8.784 8.781
R1 8.769 8.769 8.767 8.777
PP 8.634 8.634 8.634 8.638
S1 8.619 8.619 8.739 8.627
S2 8.484 8.484 8.726
S3 8.334 8.469 8.712
S4 8.184 8.319 8.671
Weekly Pivots for week ending 27-Oct-2006
Classic Woodie Camarilla DeMark
R4 9.914 9.649 8.934
R3 9.604 9.339 8.848
R2 9.294 9.294 8.820
R1 9.029 9.029 8.791 9.007
PP 8.984 8.984 8.984 8.973
S1 8.719 8.719 8.735 8.697
S2 8.674 8.674 8.706
S3 8.364 8.409 8.678
S4 8.054 8.099 8.593
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.250 8.500 0.750 8.6% 0.152 1.7% 34% False True 864
10 9.250 8.500 0.750 8.6% 0.114 1.3% 34% False True 603
20 9.350 8.500 0.850 9.7% 0.125 1.4% 30% False True 412
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.288
2.618 9.043
1.618 8.893
1.000 8.800
0.618 8.743
HIGH 8.650
0.618 8.593
0.500 8.575
0.382 8.557
LOW 8.500
0.618 8.407
1.000 8.350
1.618 8.257
2.618 8.107
4.250 7.863
Fisher Pivots for day following 31-Oct-2006
Pivot 1 day 3 day
R1 8.694 8.800
PP 8.634 8.784
S1 8.575 8.769

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

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