NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 29-Nov-2006
Day Change Summary
Previous Current
28-Nov-2006 29-Nov-2006 Change Change % Previous Week
Open 9.275 9.310 0.035 0.4% 9.200
High 9.400 9.470 0.070 0.7% 9.270
Low 9.247 9.310 0.063 0.7% 9.070
Close 9.355 9.474 0.119 1.3% 9.053
Range 0.153 0.160 0.007 4.6% 0.200
ATR 0.158 0.158 0.000 0.1% 0.000
Volume 942 1,391 449 47.7% 2,819
Daily Pivots for day following 29-Nov-2006
Classic Woodie Camarilla DeMark
R4 9.898 9.846 9.562
R3 9.738 9.686 9.518
R2 9.578 9.578 9.503
R1 9.526 9.526 9.489 9.552
PP 9.418 9.418 9.418 9.431
S1 9.366 9.366 9.459 9.392
S2 9.258 9.258 9.445
S3 9.098 9.206 9.430
S4 8.938 9.046 9.386
Weekly Pivots for week ending 24-Nov-2006
Classic Woodie Camarilla DeMark
R4 9.731 9.592 9.163
R3 9.531 9.392 9.108
R2 9.331 9.331 9.090
R1 9.192 9.192 9.071 9.162
PP 9.131 9.131 9.131 9.116
S1 8.992 8.992 9.035 8.962
S2 8.931 8.931 9.016
S3 8.731 8.792 8.998
S4 8.531 8.592 8.943
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.470 9.070 0.400 4.2% 0.101 1.1% 101% True False 1,054
10 9.470 9.050 0.420 4.4% 0.113 1.2% 101% True False 735
20 9.470 8.500 0.970 10.2% 0.121 1.3% 100% True False 629
40 9.470 8.500 0.970 10.2% 0.122 1.3% 100% True False 483
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 0.014
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 10.150
2.618 9.889
1.618 9.729
1.000 9.630
0.618 9.569
HIGH 9.470
0.618 9.409
0.500 9.390
0.382 9.371
LOW 9.310
0.618 9.211
1.000 9.150
1.618 9.051
2.618 8.891
4.250 8.630
Fisher Pivots for day following 29-Nov-2006
Pivot 1 day 3 day
R1 9.446 9.436
PP 9.418 9.397
S1 9.390 9.359

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

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