NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 20-Oct-2006
Day Change Summary
Previous Current
19-Oct-2006 20-Oct-2006 Change Change % Previous Week
Open 8.580 8.660 0.080 0.9% 8.470
High 8.680 8.670 -0.010 -0.1% 8.760
Low 8.500 8.670 0.170 2.0% 8.470
Close 8.640 8.626 -0.014 -0.2% 8.626
Range 0.180 0.000 -0.180 -100.0% 0.290
ATR 0.159 0.149 -0.009 -5.8% 0.000
Volume 178 256 78 43.8% 2,725
Daily Pivots for day following 20-Oct-2006
Classic Woodie Camarilla DeMark
R4 8.655 8.641 8.626
R3 8.655 8.641 8.626
R2 8.655 8.655 8.626
R1 8.641 8.641 8.626 8.648
PP 8.655 8.655 8.655 8.659
S1 8.641 8.641 8.626 8.648
S2 8.655 8.655 8.626
S3 8.655 8.641 8.626
S4 8.655 8.641 8.626
Weekly Pivots for week ending 20-Oct-2006
Classic Woodie Camarilla DeMark
R4 9.489 9.347 8.786
R3 9.199 9.057 8.706
R2 8.909 8.909 8.679
R1 8.767 8.767 8.653 8.838
PP 8.619 8.619 8.619 8.654
S1 8.477 8.477 8.599 8.548
S2 8.329 8.329 8.573
S3 8.039 8.187 8.546
S4 7.749 7.897 8.467
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.760 8.470 0.290 3.4% 0.098 1.1% 54% False False 545
10 8.780 8.300 0.480 5.6% 0.102 1.2% 68% False False 556
20 8.780 7.900 0.880 10.2% 0.116 1.3% 83% False False 917
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.007
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 8.670
2.618 8.670
1.618 8.670
1.000 8.670
0.618 8.670
HIGH 8.670
0.618 8.670
0.500 8.670
0.382 8.670
LOW 8.670
0.618 8.670
1.000 8.670
1.618 8.670
2.618 8.670
4.250 8.670
Fisher Pivots for day following 20-Oct-2006
Pivot 1 day 3 day
R1 8.670 8.614
PP 8.655 8.601
S1 8.641 8.589

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

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