NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 07-Nov-2006
Day Change Summary
Previous Current
06-Nov-2006 07-Nov-2006 Change Change % Previous Week
Open 8.500 8.450 -0.050 -0.6% 8.180
High 8.500 8.640 0.140 1.6% 8.750
Low 8.400 8.450 0.050 0.6% 8.090
Close 8.369 8.545 0.176 2.1% 8.666
Range 0.100 0.190 0.090 90.0% 0.660
ATR 0.153 0.161 0.008 5.5% 0.000
Volume 134 497 363 270.9% 3,378
Daily Pivots for day following 07-Nov-2006
Classic Woodie Camarilla DeMark
R4 9.115 9.020 8.650
R3 8.925 8.830 8.597
R2 8.735 8.735 8.580
R1 8.640 8.640 8.562 8.688
PP 8.545 8.545 8.545 8.569
S1 8.450 8.450 8.528 8.498
S2 8.355 8.355 8.510
S3 8.165 8.260 8.493
S4 7.975 8.070 8.441
Weekly Pivots for week ending 03-Nov-2006
Classic Woodie Camarilla DeMark
R4 10.482 10.234 9.029
R3 9.822 9.574 8.848
R2 9.162 9.162 8.787
R1 8.914 8.914 8.727 9.038
PP 8.502 8.502 8.502 8.564
S1 8.254 8.254 8.606 8.378
S2 7.842 7.842 8.545
S3 7.182 7.594 8.485
S4 6.522 6.934 8.303
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.750 8.270 0.480 5.6% 0.136 1.6% 57% False False 683
10 8.750 8.090 0.660 7.7% 0.123 1.4% 69% False False 838
20 8.780 8.090 0.690 8.1% 0.103 1.2% 66% False False 828
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 0.015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.448
2.618 9.137
1.618 8.947
1.000 8.830
0.618 8.757
HIGH 8.640
0.618 8.567
0.500 8.545
0.382 8.523
LOW 8.450
0.618 8.333
1.000 8.260
1.618 8.143
2.618 7.953
4.250 7.643
Fisher Pivots for day following 07-Nov-2006
Pivot 1 day 3 day
R1 8.545 8.575
PP 8.545 8.565
S1 8.545 8.555

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

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