NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 06-Nov-2006
Day Change Summary
Previous Current
03-Nov-2006 06-Nov-2006 Change Change % Previous Week
Open 9.080 8.850 -0.230 -2.5% 8.660
High 9.170 8.940 -0.230 -2.5% 9.170
Low 9.080 8.850 -0.230 -2.5% 8.500
Close 9.126 8.834 -0.292 -3.2% 9.126
Range 0.090 0.090 0.000 0.0% 0.670
ATR 0.149 0.158 0.009 6.1% 0.000
Volume 150 96 -54 -36.0% 5,124
Daily Pivots for day following 06-Nov-2006
Classic Woodie Camarilla DeMark
R4 9.145 9.079 8.884
R3 9.055 8.989 8.859
R2 8.965 8.965 8.851
R1 8.899 8.899 8.842 8.887
PP 8.875 8.875 8.875 8.869
S1 8.809 8.809 8.826 8.797
S2 8.785 8.785 8.818
S3 8.695 8.719 8.809
S4 8.605 8.629 8.785
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 7.6% 0.079 0.9% 50% False False 877
10 9.250 8.500 0.750 8.5% 0.101 1.1% 45% False False 730
20 9.350 8.500 0.850 9.6% 0.108 1.2% 39% False False 502
Crabel Price Patterns
NR False
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 0.006
Fibonacci Retracements and Extensions
4.250 9.323
2.618 9.176
1.618 9.086
1.000 9.030
0.618 8.996
HIGH 8.940
0.618 8.906
0.500 8.895
0.382 8.884
LOW 8.850
0.618 8.794
1.000 8.760
1.618 8.704
2.618 8.614
4.250 8.468
Fisher Pivots for day following 06-Nov-2006
Pivot 1 day 3 day
R1 8.895 9.010
PP 8.875 8.951
S1 8.854 8.893

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

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