NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 12-Oct-2006
Day Change Summary
Previous Current
11-Oct-2006 12-Oct-2006 Change Change % Previous Week
Open 8.780 8.490 -0.290 -3.3% 8.270
High 8.780 8.500 -0.280 -3.2% 8.620
Low 8.630 8.400 -0.230 -2.7% 8.150
Close 8.535 8.354 -0.181 -2.1% 8.504
Range 0.150 0.100 -0.050 -33.3% 0.470
ATR 0.168 0.166 -0.002 -1.4% 0.000
Volume 902 1,321 419 46.5% 3,329
Daily Pivots for day following 12-Oct-2006
Classic Woodie Camarilla DeMark
R4 8.718 8.636 8.409
R3 8.618 8.536 8.382
R2 8.518 8.518 8.372
R1 8.436 8.436 8.363 8.427
PP 8.418 8.418 8.418 8.414
S1 8.336 8.336 8.345 8.327
S2 8.318 8.318 8.336
S3 8.218 8.236 8.327
S4 8.118 8.136 8.299
Weekly Pivots for week ending 06-Oct-2006
Classic Woodie Camarilla DeMark
R4 9.835 9.639 8.763
R3 9.365 9.169 8.633
R2 8.895 8.895 8.590
R1 8.699 8.699 8.547 8.797
PP 8.425 8.425 8.425 8.474
S1 8.229 8.229 8.461 8.327
S2 7.955 7.955 8.418
S3 7.485 7.759 8.375
S4 7.015 7.289 8.246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.780 8.400 0.380 4.5% 0.124 1.5% -12% False True 736
10 8.780 8.030 0.750 9.0% 0.132 1.6% 43% False False 623
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 -0.005
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 8.925
2.618 8.762
1.618 8.662
1.000 8.600
0.618 8.562
HIGH 8.500
0.618 8.462
0.500 8.450
0.382 8.438
LOW 8.400
0.618 8.338
1.000 8.300
1.618 8.238
2.618 8.138
4.250 7.975
Fisher Pivots for day following 12-Oct-2006
Pivot 1 day 3 day
R1 8.450 8.590
PP 8.418 8.511
S1 8.386 8.433

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

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