NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 26-Oct-2006
Day Change Summary
Previous Current
25-Oct-2006 26-Oct-2006 Change Change % Previous Week
Open 8.680 8.728 0.048 0.6% 8.470
High 8.720 8.728 0.008 0.1% 8.760
Low 8.680 8.640 -0.040 -0.5% 8.470
Close 8.728 8.532 -0.196 -2.2% 8.626
Range 0.040 0.088 0.048 120.0% 0.290
ATR 0.143 0.139 -0.004 -2.8% 0.000
Volume 658 3,481 2,823 429.0% 2,725
Daily Pivots for day following 26-Oct-2006
Classic Woodie Camarilla DeMark
R4 8.897 8.803 8.580
R3 8.809 8.715 8.556
R2 8.721 8.721 8.548
R1 8.627 8.627 8.540 8.630
PP 8.633 8.633 8.633 8.635
S1 8.539 8.539 8.524 8.542
S2 8.545 8.545 8.516
S3 8.457 8.451 8.508
S4 8.369 8.363 8.484
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 8.728 8.510 0.218 2.6% 0.034 0.4% 10% True False 1,477
10 8.760 8.300 0.460 5.4% 0.072 0.8% 50% False False 1,010
20 8.780 8.030 0.750 8.8% 0.102 1.2% 67% False False 816
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.007
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9.102
2.618 8.958
1.618 8.870
1.000 8.816
0.618 8.782
HIGH 8.728
0.618 8.694
0.500 8.684
0.382 8.674
LOW 8.640
0.618 8.586
1.000 8.552
1.618 8.498
2.618 8.410
4.250 8.266
Fisher Pivots for day following 26-Oct-2006
Pivot 1 day 3 day
R1 8.684 8.619
PP 8.633 8.590
S1 8.583 8.561

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

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