NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 15-Nov-2006
Day Change Summary
Previous Current
14-Nov-2006 15-Nov-2006 Change Change % Previous Week
Open 9.060 9.150 0.090 1.0% 8.850
High 9.140 9.280 0.140 1.5% 9.230
Low 9.060 9.090 0.030 0.3% 8.750
Close 9.087 9.174 0.087 1.0% 9.044
Range 0.080 0.190 0.110 137.5% 0.480
ATR 0.164 0.166 0.002 1.3% 0.000
Volume 908 859 -49 -5.4% 913
Daily Pivots for day following 15-Nov-2006
Classic Woodie Camarilla DeMark
R4 9.751 9.653 9.279
R3 9.561 9.463 9.226
R2 9.371 9.371 9.209
R1 9.273 9.273 9.191 9.322
PP 9.181 9.181 9.181 9.206
S1 9.083 9.083 9.157 9.132
S2 8.991 8.991 9.139
S3 8.801 8.893 9.122
S4 8.611 8.703 9.070
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 9.280 8.970 0.310 3.4% 0.099 1.1% 66% True False 469
10 9.280 8.750 0.530 5.8% 0.134 1.5% 80% True False 291
20 9.280 8.500 0.780 8.5% 0.124 1.3% 86% True False 555
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10.088
2.618 9.777
1.618 9.587
1.000 9.470
0.618 9.397
HIGH 9.280
0.618 9.207
0.500 9.185
0.382 9.163
LOW 9.090
0.618 8.973
1.000 8.900
1.618 8.783
2.618 8.593
4.250 8.283
Fisher Pivots for day following 15-Nov-2006
Pivot 1 day 3 day
R1 9.185 9.158
PP 9.181 9.141
S1 9.178 9.125

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

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