NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 03-Nov-2006
Day Change Summary
Previous Current
02-Nov-2006 03-Nov-2006 Change Change % Previous Week
Open 9.050 9.080 0.030 0.3% 8.660
High 9.050 9.170 0.120 1.3% 9.170
Low 9.050 9.080 0.030 0.3% 8.500
Close 9.013 9.126 0.113 1.3% 9.126
Range 0.000 0.090 0.090 0.670
ATR 0.148 0.149 0.001 0.4% 0.000
Volume 61 150 89 145.9% 5,124
Daily Pivots for day following 03-Nov-2006
Classic Woodie Camarilla DeMark
R4 9.395 9.351 9.176
R3 9.305 9.261 9.151
R2 9.215 9.215 9.143
R1 9.171 9.171 9.134 9.193
PP 9.125 9.125 9.125 9.137
S1 9.081 9.081 9.118 9.103
S2 9.035 9.035 9.110
S3 8.945 8.991 9.101
S4 8.855 8.901 9.077
Weekly Pivots for week ending 03-Nov-2006
Classic Woodie Camarilla DeMark
R4 10.942 10.704 9.495
R3 10.272 10.034 9.310
R2 9.602 9.602 9.249
R1 9.364 9.364 9.187 9.483
PP 8.932 8.932 8.932 8.992
S1 8.694 8.694 9.065 8.813
S2 8.262 8.262 9.003
S3 7.592 8.024 8.942
S4 6.922 7.354 8.758
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.170 8.500 0.670 7.3% 0.071 0.8% 93% True False 1,024
10 9.250 8.500 0.750 8.2% 0.104 1.1% 83% False False 775
20 9.350 8.500 0.850 9.3% 0.113 1.2% 74% False False 500
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.553
2.618 9.406
1.618 9.316
1.000 9.260
0.618 9.226
HIGH 9.170
0.618 9.136
0.500 9.125
0.382 9.114
LOW 9.080
0.618 9.024
1.000 8.990
1.618 8.934
2.618 8.844
4.250 8.698
Fisher Pivots for day following 03-Nov-2006
Pivot 1 day 3 day
R1 9.126 9.068
PP 9.125 9.010
S1 9.125 8.953

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

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