NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 01-Nov-2006
Day Change Summary
Previous Current
31-Oct-2006 01-Nov-2006 Change Change % Previous Week
Open 8.500 8.790 0.290 3.4% 9.120
High 8.650 8.800 0.150 1.7% 9.250
Low 8.500 8.735 0.235 2.8% 8.940
Close 8.753 8.942 0.189 2.2% 8.763
Range 0.150 0.065 -0.085 -56.7% 0.310
ATR 0.158 0.151 -0.007 -4.2% 0.000
Volume 1,560 2,521 961 61.6% 2,630
Daily Pivots for day following 01-Nov-2006
Classic Woodie Camarilla DeMark
R4 9.021 9.046 8.978
R3 8.956 8.981 8.960
R2 8.891 8.891 8.954
R1 8.916 8.916 8.948 8.904
PP 8.826 8.826 8.826 8.819
S1 8.851 8.851 8.936 8.839
S2 8.761 8.761 8.930
S3 8.696 8.786 8.924
S4 8.631 8.721 8.906
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 9.248 8.500 0.748 8.4% 0.135 1.5% 59% False False 1,357
10 9.250 8.500 0.750 8.4% 0.113 1.3% 59% False False 818
20 9.350 8.500 0.850 9.5% 0.121 1.4% 52% False False 510
Crabel Price Patterns
NR True
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 0.011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.076
2.618 8.970
1.618 8.905
1.000 8.865
0.618 8.840
HIGH 8.800
0.618 8.775
0.500 8.768
0.382 8.760
LOW 8.735
0.618 8.695
1.000 8.670
1.618 8.630
2.618 8.565
4.250 8.459
Fisher Pivots for day following 01-Nov-2006
Pivot 1 day 3 day
R1 8.884 8.845
PP 8.826 8.747
S1 8.768 8.650

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

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