NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 30-Oct-2006
Day Change Summary
Previous Current
27-Oct-2006 30-Oct-2006 Change Change % Previous Week
Open 8.500 8.180 -0.320 -3.8% 8.570
High 8.630 8.200 -0.430 -5.0% 8.728
Low 8.450 8.130 -0.320 -3.8% 8.450
Close 8.318 8.130 -0.188 -2.3% 8.318
Range 0.180 0.070 -0.110 -61.1% 0.278
ATR 0.142 0.145 0.003 2.3% 0.000
Volume 235 197 -38 -16.2% 7,367
Daily Pivots for day following 30-Oct-2006
Classic Woodie Camarilla DeMark
R4 8.363 8.317 8.169
R3 8.293 8.247 8.149
R2 8.223 8.223 8.143
R1 8.177 8.177 8.136 8.165
PP 8.153 8.153 8.153 8.148
S1 8.107 8.107 8.124 8.095
S2 8.083 8.083 8.117
S3 8.013 8.037 8.111
S4 7.943 7.967 8.092
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 8.130 0.598 7.4% 0.080 1.0% 0% False True 1,425
10 8.760 8.130 0.630 7.7% 0.086 1.1% 0% False True 980
20 8.780 8.130 0.650 8.0% 0.101 1.2% 0% False True 790
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.498
2.618 8.383
1.618 8.313
1.000 8.270
0.618 8.243
HIGH 8.200
0.618 8.173
0.500 8.165
0.382 8.157
LOW 8.130
0.618 8.087
1.000 8.060
1.618 8.017
2.618 7.947
4.250 7.833
Fisher Pivots for day following 30-Oct-2006
Pivot 1 day 3 day
R1 8.165 8.429
PP 8.153 8.329
S1 8.142 8.230

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

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