NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 08-Nov-2006
Day Change Summary
Previous Current
07-Nov-2006 08-Nov-2006 Change Change % Previous Week
Open 9.000 9.000 0.000 0.0% 8.660
High 9.084 9.084 0.000 0.0% 9.170
Low 8.750 8.750 0.000 0.0% 8.500
Close 9.010 9.099 0.089 1.0% 9.126
Range 0.334 0.334 0.000 0.0% 0.670
ATR 0.170 0.182 0.012 6.9% 0.000
Volume 78 180 102 130.8% 5,124
Daily Pivots for day following 08-Nov-2006
Classic Woodie Camarilla DeMark
R4 9.980 9.873 9.283
R3 9.646 9.539 9.191
R2 9.312 9.312 9.160
R1 9.205 9.205 9.130 9.259
PP 8.978 8.978 8.978 9.004
S1 8.871 8.871 9.068 8.925
S2 8.644 8.644 9.038
S3 8.310 8.537 9.007
S4 7.976 8.203 8.915
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 8.750 0.420 4.6% 0.170 1.9% 83% False True 113
10 9.248 8.500 0.748 8.2% 0.152 1.7% 80% False False 735
20 9.350 8.500 0.850 9.3% 0.124 1.4% 70% False False 501
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 0.023
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 08-Nov-2006
Pivot 1 day 3 day
R1 9.038 9.038
PP 8.978 8.978
S1 8.917 8.917

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

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