NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 04-Dec-2006
Day Change Summary
Previous Current
01-Dec-2006 04-Dec-2006 Change Change % Previous Week
Open 9.445 9.120 -0.325 -3.4% 9.250
High 9.400 9.120 -0.280 -3.0% 9.500
Low 9.330 8.990 -0.340 -3.6% 9.247
Close 9.338 8.999 -0.339 -3.6% 9.338
Range 0.070 0.130 0.060 85.7% 0.253
ATR 0.154 0.168 0.014 9.0% 0.000
Volume 460 86 -374 -81.3% 3,142
Daily Pivots for day following 04-Dec-2006
Classic Woodie Camarilla DeMark
R4 9.426 9.343 9.071
R3 9.296 9.213 9.035
R2 9.166 9.166 9.023
R1 9.083 9.083 9.011 9.060
PP 9.036 9.036 9.036 9.025
S1 8.953 8.953 8.987 8.930
S2 8.906 8.906 8.975
S3 8.776 8.823 8.963
S4 8.646 8.693 8.928
Weekly Pivots for week ending 01-Dec-2006
Classic Woodie Camarilla DeMark
R4 10.121 9.982 9.477
R3 9.868 9.729 9.408
R2 9.615 9.615 9.384
R1 9.476 9.476 9.361 9.546
PP 9.362 9.362 9.362 9.396
S1 9.223 9.223 9.315 9.293
S2 9.109 9.109 9.292
S3 8.856 8.970 9.268
S4 8.603 8.717 9.199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.500 8.990 0.510 5.7% 0.114 1.3% 2% False True 609
10 9.500 8.990 0.510 5.7% 0.097 1.1% 2% False True 618
20 9.500 8.750 0.750 8.3% 0.123 1.4% 33% False False 457
40 9.500 8.500 1.000 11.1% 0.120 1.3% 50% False False 476
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 0.003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.673
2.618 9.460
1.618 9.330
1.000 9.250
0.618 9.200
HIGH 9.120
0.618 9.070
0.500 9.055
0.382 9.040
LOW 8.990
0.618 8.910
1.000 8.860
1.618 8.780
2.618 8.650
4.250 8.438
Fisher Pivots for day following 04-Dec-2006
Pivot 1 day 3 day
R1 9.055 9.245
PP 9.036 9.163
S1 9.018 9.081

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

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