NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 25-Dec-2006
Day Change Summary
Previous Current
22-Dec-2006 25-Dec-2006 Change Change % Previous Week
Open 8.740 8.740 0.000 0.0% 8.950
High 8.790 8.790 0.000 0.0% 9.000
Low 8.690 8.690 0.000 0.0% 8.690
Close 8.705 8.705 0.000 0.0% 8.705
Range 0.100 0.100 0.000 0.0% 0.310
ATR 0.154 0.150 -0.004 -2.5% 0.000
Volume 293 293 0 0.0% 1,555
Daily Pivots for day following 25-Dec-2006
Classic Woodie Camarilla DeMark
R4 9.028 8.967 8.760
R3 8.928 8.867 8.733
R2 8.828 8.828 8.723
R1 8.767 8.767 8.714 8.748
PP 8.728 8.728 8.728 8.719
S1 8.667 8.667 8.696 8.648
S2 8.628 8.628 8.687
S3 8.528 8.567 8.678
S4 8.428 8.467 8.650
Weekly Pivots for week ending 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 9.728 9.527 8.876
R3 9.418 9.217 8.790
R2 9.108 9.108 8.762
R1 8.907 8.907 8.733 8.853
PP 8.798 8.798 8.798 8.771
S1 8.597 8.597 8.677 8.543
S2 8.488 8.488 8.648
S3 8.178 8.287 8.620
S4 7.868 7.977 8.535
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.000 8.690 0.310 3.6% 0.142 1.6% 5% False True 255
10 9.250 8.690 0.560 6.4% 0.121 1.4% 3% False True 289
20 9.500 8.690 0.810 9.3% 0.114 1.3% 2% False True 524
40 9.500 8.500 1.000 11.5% 0.115 1.3% 21% False False 570
60 9.500 8.500 1.000 11.5% 0.116 1.3% 21% False False 488
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Fibonacci Retracements and Extensions
4.250 9.215
2.618 9.052
1.618 8.952
1.000 8.890
0.618 8.852
HIGH 8.790
0.618 8.752
0.500 8.740
0.382 8.728
LOW 8.690
0.618 8.628
1.000 8.590
1.618 8.528
2.618 8.428
4.250 8.265
Fisher Pivots for day following 25-Dec-2006
Pivot 1 day 3 day
R1 8.740 8.805
PP 8.728 8.772
S1 8.717 8.738

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

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