NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 02-Nov-2006
Day Change Summary
Previous Current
01-Nov-2006 02-Nov-2006 Change Change % Previous Week
Open 8.790 9.050 0.260 3.0% 9.120
High 8.800 9.050 0.250 2.8% 9.250
Low 8.735 9.050 0.315 3.6% 8.940
Close 8.942 9.013 0.071 0.8% 8.763
Range 0.065 0.000 -0.065 -100.0% 0.310
ATR 0.151 0.148 -0.003 -2.0% 0.000
Volume 2,521 61 -2,460 -97.6% 2,630
Daily Pivots for day following 02-Nov-2006
Classic Woodie Camarilla DeMark
R4 9.038 9.025 9.013
R3 9.038 9.025 9.013
R2 9.038 9.038 9.013
R1 9.025 9.025 9.013 9.032
PP 9.038 9.038 9.038 9.041
S1 9.025 9.025 9.013 9.032
S2 9.038 9.038 9.013
S3 9.038 9.025 9.013
S4 9.038 9.025 9.013
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 9.100 8.500 0.600 6.7% 0.085 0.9% 86% False False 1,242
10 9.250 8.500 0.750 8.3% 0.095 1.1% 68% False False 819
20 9.350 8.500 0.850 9.4% 0.117 1.3% 60% False False 495
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.006
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 9.050
2.618 9.050
1.618 9.050
1.000 9.050
0.618 9.050
HIGH 9.050
0.618 9.050
0.500 9.050
0.382 9.050
LOW 9.050
0.618 9.050
1.000 9.050
1.618 9.050
2.618 9.050
4.250 9.050
Fisher Pivots for day following 02-Nov-2006
Pivot 1 day 3 day
R1 9.050 8.934
PP 9.038 8.854
S1 9.025 8.775

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

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