NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 17-Nov-2006
Day Change Summary
Previous Current
16-Nov-2006 17-Nov-2006 Change Change % Previous Week
Open 8.700 8.770 0.070 0.8% 8.500
High 8.710 8.770 0.060 0.7% 8.800
Low 8.470 8.770 0.300 3.5% 8.470
Close 8.535 8.802 0.267 3.1% 8.802
Range 0.240 0.000 -0.240 -100.0% 0.330
ATR 0.152 0.158 0.006 3.9% 0.000
Volume 13 383 370 2,846.2% 1,289
Daily Pivots for day following 17-Nov-2006
Classic Woodie Camarilla DeMark
R4 8.781 8.791 8.802
R3 8.781 8.791 8.802
R2 8.781 8.781 8.802
R1 8.791 8.791 8.802 8.786
PP 8.781 8.781 8.781 8.778
S1 8.791 8.791 8.802 8.786
S2 8.781 8.781 8.802
S3 8.781 8.791 8.802
S4 8.781 8.791 8.802
Weekly Pivots for week ending 17-Nov-2006
Classic Woodie Camarilla DeMark
R4 9.681 9.571 8.984
R3 9.351 9.241 8.893
R2 9.021 9.021 8.863
R1 8.911 8.911 8.832 8.966
PP 8.691 8.691 8.691 8.718
S1 8.581 8.581 8.772 8.636
S2 8.361 8.361 8.742
S3 8.031 8.251 8.711
S4 7.701 7.921 8.621
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 3.7% 0.126 1.4% 101% False False 257
10 8.800 8.400 0.400 4.5% 0.105 1.2% 101% False False 268
20 8.800 8.090 0.710 8.1% 0.101 1.2% 100% False False 671
40 8.800 7.900 0.900 10.2% 0.109 1.2% 100% False False 794
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 -0.007
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 8.770
2.618 8.770
1.618 8.770
1.000 8.770
0.618 8.770
HIGH 8.770
0.618 8.770
0.500 8.770
0.382 8.770
LOW 8.770
0.618 8.770
1.000 8.770
1.618 8.770
2.618 8.770
4.250 8.770
Fisher Pivots for day following 17-Nov-2006
Pivot 1 day 3 day
R1 8.791 8.746
PP 8.781 8.691
S1 8.770 8.635

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

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