NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 07-Nov-2006
Day Change Summary
Previous Current
06-Nov-2006 07-Nov-2006 Change Change % Previous Week
Open 8.850 9.000 0.150 1.7% 8.660
High 8.940 9.084 0.144 1.6% 9.170
Low 8.850 8.750 -0.100 -1.1% 8.500
Close 8.834 9.010 0.176 2.0% 9.126
Range 0.090 0.334 0.244 271.1% 0.670
ATR 0.158 0.170 0.013 8.0% 0.000
Volume 96 78 -18 -18.8% 5,124
Daily Pivots for day following 07-Nov-2006
Classic Woodie Camarilla DeMark
R4 9.950 9.814 9.194
R3 9.616 9.480 9.102
R2 9.282 9.282 9.071
R1 9.146 9.146 9.041 9.214
PP 8.948 8.948 8.948 8.982
S1 8.812 8.812 8.979 8.880
S2 8.614 8.614 8.949
S3 8.280 8.478 8.918
S4 7.946 8.144 8.826
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 8.735 0.435 4.8% 0.116 1.3% 63% False False 581
10 9.250 8.500 0.750 8.3% 0.134 1.5% 68% False False 722
20 9.350 8.500 0.850 9.4% 0.119 1.3% 60% False False 499
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 10.504
2.618 9.958
1.618 9.624
1.000 9.418
0.618 9.290
HIGH 9.084
0.618 8.956
0.500 8.917
0.382 8.878
LOW 8.750
0.618 8.544
1.000 8.416
1.618 8.210
2.618 7.876
4.250 7.331
Fisher Pivots for day following 07-Nov-2006
Pivot 1 day 3 day
R1 8.979 8.993
PP 8.948 8.977
S1 8.917 8.960

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

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