NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 02-Nov-2006
Day Change Summary
Previous Current
01-Nov-2006 02-Nov-2006 Change Change % Previous Week
Open 8.320 8.450 0.130 1.6% 8.570
High 8.350 8.500 0.150 1.8% 8.728
Low 8.270 8.390 0.120 1.5% 8.450
Close 8.477 8.553 0.076 0.9% 8.318
Range 0.080 0.110 0.030 37.5% 0.278
ATR 0.142 0.140 -0.002 -1.6% 0.000
Volume 2,714 34 -2,680 -98.7% 7,367
Daily Pivots for day following 02-Nov-2006
Classic Woodie Camarilla DeMark
R4 8.811 8.792 8.614
R3 8.701 8.682 8.583
R2 8.591 8.591 8.573
R1 8.572 8.572 8.563 8.582
PP 8.481 8.481 8.481 8.486
S1 8.462 8.462 8.543 8.472
S2 8.371 8.371 8.533
S3 8.261 8.352 8.523
S4 8.151 8.242 8.493
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 8.630 8.090 0.540 6.3% 0.122 1.4% 86% False False 715
10 8.728 8.090 0.638 7.5% 0.078 0.9% 73% False False 1,096
20 8.780 8.090 0.690 8.1% 0.097 1.1% 67% False False 868
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.968
2.618 8.788
1.618 8.678
1.000 8.610
0.618 8.568
HIGH 8.500
0.618 8.458
0.500 8.445
0.382 8.432
LOW 8.390
0.618 8.322
1.000 8.280
1.618 8.212
2.618 8.102
4.250 7.923
Fisher Pivots for day following 02-Nov-2006
Pivot 1 day 3 day
R1 8.517 8.467
PP 8.481 8.381
S1 8.445 8.295

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

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