NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 15-Nov-2006
Day Change Summary
Previous Current
14-Nov-2006 15-Nov-2006 Change Change % Previous Week
Open 8.570 8.600 0.030 0.4% 8.500
High 8.610 8.800 0.190 2.2% 8.720
Low 8.570 8.600 0.030 0.4% 8.400
Close 8.617 8.724 0.107 1.2% 8.574
Range 0.040 0.200 0.160 400.0% 0.320
ATR 0.140 0.144 0.004 3.0% 0.000
Volume 547 315 -232 -42.4% 1,395
Daily Pivots for day following 15-Nov-2006
Classic Woodie Camarilla DeMark
R4 9.308 9.216 8.834
R3 9.108 9.016 8.779
R2 8.908 8.908 8.761
R1 8.816 8.816 8.742 8.862
PP 8.708 8.708 8.708 8.731
S1 8.616 8.616 8.706 8.662
S2 8.508 8.508 8.687
S3 8.308 8.416 8.669
S4 8.108 8.216 8.614
Weekly Pivots for week ending 10-Nov-2006
Classic Woodie Camarilla DeMark
R4 9.525 9.369 8.750
R3 9.205 9.049 8.662
R2 8.885 8.885 8.633
R1 8.729 8.729 8.603 8.807
PP 8.565 8.565 8.565 8.604
S1 8.409 8.409 8.545 8.487
S2 8.245 8.245 8.515
S3 7.925 8.089 8.486
S4 7.605 7.769 8.398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.800 8.500 0.300 3.4% 0.104 1.2% 75% True False 297
10 8.800 8.390 0.410 4.7% 0.112 1.3% 81% True False 235
20 8.800 8.090 0.710 8.1% 0.098 1.1% 89% True False 673
40 8.800 7.900 0.900 10.3% 0.111 1.3% 92% True False 858
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.003
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 9.650
2.618 9.324
1.618 9.124
1.000 9.000
0.618 8.924
HIGH 8.800
0.618 8.724
0.500 8.700
0.382 8.676
LOW 8.600
0.618 8.476
1.000 8.400
1.618 8.276
2.618 8.076
4.250 7.750
Fisher Pivots for day following 15-Nov-2006
Pivot 1 day 3 day
R1 8.716 8.699
PP 8.708 8.675
S1 8.700 8.650

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

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