date   number
----   ------
1      3
2      NULL
3      5
4      NULL
5      NULL
6      2
.......

DECLARE @Table TABLE(
    	ID INT,
    	Val INT
)

INSERT INTO @Table (ID,Val) SELECT 1, 3
INSERT INTO @Table (ID,Val) SELECT 2, NULL
INSERT INTO @Table (ID,Val) SELECT 3, 5
INSERT INTO @Table (ID,Val) SELECT 4, NULL
INSERT INTO @Table (ID,Val) SELECT 5, NULL
INSERT INTO @Table (ID,Val) SELECT 6, 2


SELECT  *,
    	ISNULL(Val, (SELECT TOP 1 Val FROM @Table WHERE ID < t.ID AND Val IS NOT NULL ORDER BY ID DESC))
FROM    @Table t

UPDATE mytable
SET number = (@n := COALESCE(number, @n))
ORDER BY date;

SQL> select *
  2  from mytable
  3  order by id
  4  /

        ID    SOMECOL
---------- ----------
         1          3
         2
         3          5
         4
         5
         6          2

6 rows selected.

SQL> select id
  2         , last_value(somecol ignore nulls) over (order by id) somecol
  3  from mytable
  4  /

        ID    SOMECOL
---------- ----------
         1          3
         2          3
         3          5
         4          5
         5          5
         6          2

6 rows selected.

SQL>

UPDATE mytable
SET
    @n = COALESCE(number, @n),
    number = COALESCE(number, @n)
ORDER BY date

DECLARE @A TABLE(ID INT, Val INT)

INSERT INTO @A(ID,Val) SELECT 1, 3
INSERT INTO @A(ID,Val) SELECT 2, NULL
INSERT INTO @A(ID,Val) SELECT 3, 5
INSERT INTO @A(ID,Val) SELECT 4, NULL
INSERT INTO @A(ID,Val) SELECT 5, NULL
INSERT INTO @A(ID,Val) SELECT 6, 2

UPDATE D
    SET D.VAL = E.VAL
    FROM (SELECT A.ID C_ID, MAX(B.ID) P_ID
          FROM  @A AS A
           JOIN @A AS B ON A.ID > B.ID
          WHERE A.Val IS NULL
            AND B.Val IS NOT NULL
          GROUP BY A.ID) AS C
    JOIN @A AS D ON C.C_ID = D.ID
    JOIN @A AS E ON C.P_ID = E.ID

SELECT * FROM @A

CREATE TABLE test(mysequence INT, mynumber INT);

INSERT INTO test VALUES(1, 3);
INSERT INTO test VALUES(2, NULL);
INSERT INTO test VALUES(3, 5);
INSERT INTO test VALUES(4, NULL);
INSERT INTO test VALUES(5, NULL);
INSERT INTO test VALUES(6, 2);

SELECT t1.mysequence, t1.mynumber AS ORIGINAL
, (
    SELECT t2.mynumber
    FROM test t2
    WHERE t2.mysequence = (
        SELECT MAX(t3.mysequence)
        FROM test t3
        WHERE t3.mysequence <= t1.mysequence
        AND mynumber IS NOT NULL
       )
) AS CALCULATED
FROM test t1;

UPDATE MyTable
SET MyNullValue = MyDate
WHERE MyNullValue IS NULL

SELECT  t."date",
        x."number" AS "number"
FROM    @Table t
JOIN    @Table x
    ON  x."date" = (SELECT  TOP 1 z."date"
                    FROM    @Table z
                    WHERE   z."date" <= t."date"
                        AND z."number" IS NOT NULL
                    ORDER BY z."date" DESC)

UPDATE  t
SET     t."number" = x."number"
FROM    @Table t
JOIN    @Table x
    ON  x."date" = (SELECT  TOP 1 z."date"
                    FROM    @Table z
                    WHERE   z."date" < t."date" --//@note: < and not <= here, as = not required
                        AND z."number" IS NOT NULL
                    ORDER BY z."date" DESC)
WHERE   t."number" IS NULL

SELECT (SELECT last(val)
          FROM tab AS temp
          WHERE tab.id >= temp.id AND temp.val IS NOT NULL) AS val2, *
  FROM tab;

UPDATE TABLE
   SET number = (SELECT MAX(t.number)
                  FROM TABLE t
                 WHERE t.number IS NOT NULL
                   AND t.date < date)
 WHERE number IS NULL