NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 25-Oct-2006
Day Change Summary
Previous Current
24-Oct-2006 25-Oct-2006 Change Change % Previous Week
Open 8.510 8.680 0.170 2.0% 8.470
High 8.530 8.720 0.190 2.2% 8.760
Low 8.510 8.680 0.170 2.0% 8.470
Close 8.511 8.728 0.217 2.5% 8.626
Range 0.020 0.040 0.020 100.0% 0.290
ATR 0.138 0.143 0.005 3.7% 0.000
Volume 2,558 658 -1,900 -74.3% 2,725
Daily Pivots for day following 25-Oct-2006
Classic Woodie Camarilla DeMark
R4 8.829 8.819 8.750
R3 8.789 8.779 8.739
R2 8.749 8.749 8.735
R1 8.739 8.739 8.732 8.744
PP 8.709 8.709 8.709 8.712
S1 8.699 8.699 8.724 8.704
S2 8.669 8.669 8.721
S3 8.629 8.659 8.717
S4 8.589 8.619 8.706
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 8.720 8.500 0.220 2.5% 0.052 0.6% 104% True False 817
10 8.760 8.300 0.460 5.3% 0.073 0.8% 93% False False 794
20 8.780 7.990 0.790 9.1% 0.101 1.2% 93% False False 698
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8.890
2.618 8.825
1.618 8.785
1.000 8.760
0.618 8.745
HIGH 8.720
0.618 8.705
0.500 8.700
0.382 8.695
LOW 8.680
0.618 8.655
1.000 8.640
1.618 8.615
2.618 8.575
4.250 8.510
Fisher Pivots for day following 25-Oct-2006
Pivot 1 day 3 day
R1 8.719 8.690
PP 8.709 8.653
S1 8.700 8.615

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

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