NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 27-Oct-2006
Day Change Summary
Previous Current
26-Oct-2006 27-Oct-2006 Change Change % Previous Week
Open 8.728 8.500 -0.228 -2.6% 8.570
High 8.728 8.630 -0.098 -1.1% 8.728
Low 8.640 8.450 -0.190 -2.2% 8.450
Close 8.532 8.318 -0.214 -2.5% 8.318
Range 0.088 0.180 0.092 104.5% 0.278
ATR 0.139 0.142 0.003 2.1% 0.000
Volume 3,481 235 -3,246 -93.2% 7,367
Daily Pivots for day following 27-Oct-2006
Classic Woodie Camarilla DeMark
R4 9.006 8.842 8.417
R3 8.826 8.662 8.368
R2 8.646 8.646 8.351
R1 8.482 8.482 8.335 8.474
PP 8.466 8.466 8.466 8.462
S1 8.302 8.302 8.302 8.294
S2 8.286 8.286 8.285
S3 8.106 8.122 8.269
S4 7.926 7.942 8.219
Weekly Pivots for week ending 27-Oct-2006
Classic Woodie Camarilla DeMark
R4 9.333 9.103 8.471
R3 9.055 8.825 8.394
R2 8.777 8.777 8.369
R1 8.547 8.547 8.343 8.523
PP 8.499 8.499 8.499 8.487
S1 8.269 8.269 8.293 8.245
S2 8.221 8.221 8.267
S3 7.943 7.991 8.242
S4 7.665 7.713 8.165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.728 8.450 0.278 3.3% 0.070 0.8% -47% False True 1,473
10 8.760 8.450 0.310 3.7% 0.084 1.0% -43% False True 1,009
20 8.780 8.150 0.630 7.6% 0.100 1.2% 27% False False 812
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 9.395
2.618 9.101
1.618 8.921
1.000 8.810
0.618 8.741
HIGH 8.630
0.618 8.561
0.500 8.540
0.382 8.519
LOW 8.450
0.618 8.339
1.000 8.270
1.618 8.159
2.618 7.979
4.250 7.685
Fisher Pivots for day following 27-Oct-2006
Pivot 1 day 3 day
R1 8.540 8.589
PP 8.466 8.499
S1 8.392 8.408

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

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