NYMEX Natural Gas Future December 2007

Trading Metrics calculated at close of trading on 14-Nov-2006

Day Change Summary
	Previous	Current
	13-Nov-2006	14-Nov-2006	Change	Change %	Previous Week
Open	8.999	9.060	0.061	0.7%	8.850
High	9.000	9.140	0.140	1.6%	9.230
Low	8.970	9.060	0.090	1.0%	8.750
Close	9.054	9.087	0.033	0.4%	9.044
Range	0.030	0.080	0.050	166.7%	0.480
ATR	0.170	0.164	-0.006	-3.5%	0.000
Volume	23	908	885	3,847.8%	913

Daily Pivots for day following 14-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	9.336	9.291	9.131
R3	9.256	9.211	9.109
R2	9.176	9.176	9.102
R1	9.131	9.131	9.094	9.154
PP	9.096	9.096	9.096	9.107
S1	9.051	9.051	9.080	9.074
S2	9.016	9.016	9.072
S3	8.936	8.971	9.065
S4	8.856	8.891	9.043

Weekly Pivots for week ending 10-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	10.448	10.226	9.308
R3	9.968	9.746	9.176
R2	9.488	9.488	9.132
R1	9.266	9.266	9.088	9.377
PP	9.008	9.008	9.008	9.064
S1	8.786	8.786	9.000	8.897
S2	8.528	8.528	8.956
S3	8.048	8.306	8.912
S4	7.568	7.826	8.780

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9.230	8.750	0.480	5.3%	0.127	1.4%	70%	False	False	334
10	9.230	8.735	0.495	5.4%	0.122	1.3%	71%	False	False	457
20	9.250	8.500	0.750	8.3%	0.118	1.3%	78%	False	False	530

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	9.480
2.618	9.349
1.618	9.269
1.000	9.220
0.618	9.189
HIGH	9.140
0.618	9.109
0.500	9.100
0.382	9.091
LOW	9.060
0.618	9.011
1.000	8.980
1.618	8.931
2.618	8.851
4.250	8.720

Fisher Pivots for day following 14-Nov-2006
Pivot	1 day	3 day
R1	9.100	9.076
PP	9.096	9.066
S1	9.091	9.055

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols