NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 16-Nov-2006
Day Change Summary
Previous Current
15-Nov-2006 16-Nov-2006 Change Change % Previous Week
Open 8.600 8.700 0.100 1.2% 8.500
High 8.800 8.710 -0.090 -1.0% 8.720
Low 8.600 8.470 -0.130 -1.5% 8.400
Close 8.724 8.535 -0.189 -2.2% 8.574
Range 0.200 0.240 0.040 20.0% 0.320
ATR 0.144 0.152 0.008 5.4% 0.000
Volume 315 13 -302 -95.9% 1,395
Daily Pivots for day following 16-Nov-2006
Classic Woodie Camarilla DeMark
R4 9.292 9.153 8.667
R3 9.052 8.913 8.601
R2 8.812 8.812 8.579
R1 8.673 8.673 8.557 8.623
PP 8.572 8.572 8.572 8.546
S1 8.433 8.433 8.513 8.383
S2 8.332 8.332 8.491
S3 8.092 8.193 8.469
S4 7.852 7.953 8.403
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 8.470 0.330 3.9% 0.134 1.6% 20% False True 217
10 8.800 8.400 0.400 4.7% 0.125 1.5% 34% False False 233
20 8.800 8.090 0.710 8.3% 0.101 1.2% 63% False False 665
40 8.800 7.900 0.900 10.5% 0.114 1.3% 71% False False 830
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 -0.007
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 9.730
2.618 9.338
1.618 9.098
1.000 8.950
0.618 8.858
HIGH 8.710
0.618 8.618
0.500 8.590
0.382 8.562
LOW 8.470
0.618 8.322
1.000 8.230
1.618 8.082
2.618 7.842
4.250 7.450
Fisher Pivots for day following 16-Nov-2006
Pivot 1 day 3 day
R1 8.590 8.635
PP 8.572 8.602
S1 8.553 8.568

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

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