NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 27-Dec-2006
Day Change Summary
Previous Current
26-Dec-2006 27-Dec-2006 Change Change % Previous Week
Open 8.600 8.390 -0.210 -2.4% 8.950
High 8.600 8.400 -0.200 -2.3% 9.000
Low 8.400 8.270 -0.130 -1.5% 8.690
Close 8.428 8.315 -0.113 -1.3% 8.705
Range 0.200 0.130 -0.070 -35.0% 0.310
ATR 0.161 0.161 0.000 -0.2% 0.000
Volume 269 542 273 101.5% 1,555
Daily Pivots for day following 27-Dec-2006
Classic Woodie Camarilla DeMark
R4 8.718 8.647 8.387
R3 8.588 8.517 8.351
R2 8.458 8.458 8.339
R1 8.387 8.387 8.327 8.358
PP 8.328 8.328 8.328 8.314
S1 8.257 8.257 8.303 8.228
S2 8.198 8.198 8.291
S3 8.068 8.127 8.279
S4 7.938 7.997 8.244
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 8.920 8.270 0.650 7.8% 0.144 1.7% 7% False True 318
10 9.250 8.270 0.980 11.8% 0.134 1.6% 5% False True 335
20 9.500 8.270 1.230 14.8% 0.115 1.4% 4% False True 448
40 9.500 8.270 1.230 14.8% 0.118 1.4% 4% False True 538
60 9.500 8.270 1.230 14.8% 0.120 1.4% 4% False True 472
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 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.953
2.618 8.740
1.618 8.610
1.000 8.530
0.618 8.480
HIGH 8.400
0.618 8.350
0.500 8.335
0.382 8.320
LOW 8.270
0.618 8.190
1.000 8.140
1.618 8.060
2.618 7.930
4.250 7.718
Fisher Pivots for day following 27-Dec-2006
Pivot 1 day 3 day
R1 8.335 8.530
PP 8.328 8.458
S1 8.322 8.387

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.