NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 19-Oct-2006
Day Change Summary
Previous Current
18-Oct-2006 19-Oct-2006 Change Change % Previous Week
Open 8.497 8.580 0.083 1.0% 8.350
High 8.597 8.680 0.083 1.0% 8.780
Low 8.497 8.500 0.003 0.0% 8.300
Close 8.607 8.640 0.033 0.4% 8.320
Range 0.100 0.180 0.080 80.0% 0.480
ATR 0.157 0.159 0.002 1.1% 0.000
Volume 231 178 -53 -22.9% 2,838
Daily Pivots for day following 19-Oct-2006
Classic Woodie Camarilla DeMark
R4 9.147 9.073 8.739
R3 8.967 8.893 8.690
R2 8.787 8.787 8.673
R1 8.713 8.713 8.657 8.750
PP 8.607 8.607 8.607 8.625
S1 8.533 8.533 8.624 8.570
S2 8.427 8.427 8.607
S3 8.247 8.353 8.591
S4 8.067 8.173 8.541
Weekly Pivots for week ending 13-Oct-2006
Classic Woodie Camarilla DeMark
R4 9.907 9.593 8.584
R3 9.427 9.113 8.452
R2 8.947 8.947 8.408
R1 8.633 8.633 8.364 8.550
PP 8.467 8.467 8.467 8.425
S1 8.153 8.153 8.276 8.070
S2 7.987 7.987 8.232
S3 7.507 7.673 8.188
S4 7.027 7.193 8.056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.760 8.300 0.460 5.3% 0.110 1.3% 74% False False 543
10 8.780 8.300 0.480 5.6% 0.117 1.4% 71% False False 639
20 8.780 7.900 0.880 10.2% 0.126 1.5% 84% False False 996
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 -0.003
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 9.445
2.618 9.151
1.618 8.971
1.000 8.860
0.618 8.791
HIGH 8.680
0.618 8.611
0.500 8.590
0.382 8.569
LOW 8.500
0.618 8.389
1.000 8.320
1.618 8.209
2.618 8.029
4.250 7.735
Fisher Pivots for day following 19-Oct-2006
Pivot 1 day 3 day
R1 8.623 8.636
PP 8.607 8.632
S1 8.590 8.629

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

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