NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 20-Dec-2006
Day Change Summary
Previous Current
19-Dec-2006 20-Dec-2006 Change Change % Previous Week
Open 8.860 8.900 0.040 0.5% 9.070
High 9.000 8.980 -0.020 -0.2% 9.250
Low 8.820 8.840 0.020 0.2% 8.980
Close 8.953 8.824 -0.129 -1.4% 9.089
Range 0.180 0.140 -0.040 -22.2% 0.270
ATR 0.151 0.150 -0.001 -0.5% 0.000
Volume 147 348 201 136.7% 1,182
Daily Pivots for day following 20-Dec-2006
Classic Woodie Camarilla DeMark
R4 9.301 9.203 8.901
R3 9.161 9.063 8.863
R2 9.021 9.021 8.850
R1 8.923 8.923 8.837 8.902
PP 8.881 8.881 8.881 8.871
S1 8.783 8.783 8.811 8.762
S2 8.741 8.741 8.798
S3 8.601 8.643 8.786
S4 8.461 8.503 8.747
Weekly Pivots for week ending 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 9.916 9.773 9.238
R3 9.646 9.503 9.163
R2 9.376 9.376 9.139
R1 9.233 9.233 9.114 9.305
PP 9.106 9.106 9.106 9.142
S1 8.963 8.963 9.064 9.035
S2 8.836 8.836 9.040
S3 8.566 8.693 9.015
S4 8.296 8.423 8.941
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.250 8.820 0.430 4.9% 0.123 1.4% 1% False False 352
10 9.300 8.820 0.480 5.4% 0.098 1.1% 1% False False 352
20 9.500 8.820 0.680 7.7% 0.104 1.2% 1% False False 632
40 9.500 8.500 1.000 11.3% 0.116 1.3% 32% False False 571
60 9.500 8.500 1.000 11.3% 0.115 1.3% 32% False False 552
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.575
2.618 9.347
1.618 9.207
1.000 9.120
0.618 9.067
HIGH 8.980
0.618 8.927
0.500 8.910
0.382 8.893
LOW 8.840
0.618 8.753
1.000 8.700
1.618 8.613
2.618 8.473
4.250 8.245
Fisher Pivots for day following 20-Dec-2006
Pivot 1 day 3 day
R1 8.910 8.910
PP 8.881 8.881
S1 8.853 8.853

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

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