NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 16-Nov-2006
Day Change Summary
Previous Current
15-Nov-2006 16-Nov-2006 Change Change % Previous Week
Open 9.150 9.200 0.050 0.5% 8.850
High 9.280 9.200 -0.080 -0.9% 9.230
Low 9.090 9.050 -0.040 -0.4% 8.750
Close 9.174 8.990 -0.184 -2.0% 9.044
Range 0.190 0.150 -0.040 -21.1% 0.480
ATR 0.166 0.165 -0.001 -0.7% 0.000
Volume 859 124 -735 -85.6% 913
Daily Pivots for day following 16-Nov-2006
Classic Woodie Camarilla DeMark
R4 9.530 9.410 9.073
R3 9.380 9.260 9.031
R2 9.230 9.230 9.018
R1 9.110 9.110 9.004 9.095
PP 9.080 9.080 9.080 9.073
S1 8.960 8.960 8.976 8.945
S2 8.930 8.930 8.963
S3 8.780 8.810 8.949
S4 8.630 8.660 8.908
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% 0.103 1.1% 6% False False 391
10 9.280 8.750 0.530 5.9% 0.149 1.7% 45% False False 297
20 9.280 8.500 0.780 8.7% 0.122 1.4% 63% False False 558
40 9.350 8.380 0.970 10.8% 0.122 1.4% 63% False False 581
Crabel Price Patterns
NR True
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.838
2.618 9.593
1.618 9.443
1.000 9.350
0.618 9.293
HIGH 9.200
0.618 9.143
0.500 9.125
0.382 9.107
LOW 9.050
0.618 8.957
1.000 8.900
1.618 8.807
2.618 8.657
4.250 8.413
Fisher Pivots for day following 16-Nov-2006
Pivot 1 day 3 day
R1 9.125 9.165
PP 9.080 9.107
S1 9.035 9.048

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

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