NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 29-Nov-2006
Day Change Summary
Previous Current
28-Nov-2006 29-Nov-2006 Change Change % Previous Week
Open 8.820 8.900 0.080 0.9% 8.780
High 8.940 9.090 0.150 1.7% 8.840
Low 8.820 8.900 0.080 0.9% 8.630
Close 8.925 9.054 0.129 1.4% 8.603
Range 0.120 0.190 0.070 58.3% 0.210
ATR 0.151 0.154 0.003 1.8% 0.000
Volume 815 1,320 505 62.0% 1,884
Daily Pivots for day following 29-Nov-2006
Classic Woodie Camarilla DeMark
R4 9.585 9.509 9.159
R3 9.395 9.319 9.106
R2 9.205 9.205 9.089
R1 9.129 9.129 9.071 9.167
PP 9.015 9.015 9.015 9.034
S1 8.939 8.939 9.037 8.977
S2 8.825 8.825 9.019
S3 8.635 8.749 9.002
S4 8.445 8.559 8.950
Weekly Pivots for week ending 24-Nov-2006
Classic Woodie Camarilla DeMark
R4 9.321 9.172 8.719
R3 9.111 8.962 8.661
R2 8.901 8.901 8.642
R1 8.752 8.752 8.622 8.722
PP 8.691 8.691 8.691 8.676
S1 8.542 8.542 8.584 8.512
S2 8.481 8.481 8.565
S3 8.271 8.332 8.545
S4 8.061 8.122 8.488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.090 8.630 0.460 5.1% 0.116 1.3% 92% True False 861
10 9.090 8.470 0.620 6.8% 0.112 1.2% 94% True False 565
20 9.090 8.090 1.000 11.0% 0.113 1.2% 96% True False 513
40 9.090 8.090 1.000 11.0% 0.107 1.2% 96% True False 651
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.004
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 9.898
2.618 9.587
1.618 9.397
1.000 9.280
0.618 9.207
HIGH 9.090
0.618 9.017
0.500 8.995
0.382 8.973
LOW 8.900
0.618 8.783
1.000 8.710
1.618 8.593
2.618 8.403
4.250 8.093
Fisher Pivots for day following 29-Nov-2006
Pivot 1 day 3 day
R1 9.034 9.013
PP 9.015 8.971
S1 8.995 8.930

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

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