NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 22-Nov-2006
Day Change Summary
Previous Current
21-Nov-2006 22-Nov-2006 Change Change % Previous Week
Open 8.700 8.630 -0.070 -0.8% 8.500
High 8.840 8.710 -0.130 -1.5% 8.800
Low 8.700 8.630 -0.070 -0.8% 8.470
Close 8.747 8.603 -0.144 -1.6% 8.802
Range 0.140 0.080 -0.060 -42.9% 0.330
ATR 0.150 0.148 -0.002 -1.6% 0.000
Volume 1,361 434 -927 -68.1% 1,289
Daily Pivots for day following 22-Nov-2006
Classic Woodie Camarilla DeMark
R4 8.888 8.825 8.647
R3 8.808 8.745 8.625
R2 8.728 8.728 8.618
R1 8.665 8.665 8.610 8.657
PP 8.648 8.648 8.648 8.643
S1 8.585 8.585 8.596 8.577
S2 8.568 8.568 8.588
S3 8.488 8.505 8.581
S4 8.408 8.425 8.559
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 8.840 8.470 0.370 4.3% 0.104 1.2% 36% False False 456
10 8.840 8.470 0.370 4.3% 0.104 1.2% 36% False False 376
20 8.840 8.090 0.750 8.7% 0.111 1.3% 68% False False 583
40 8.840 7.990 0.850 9.9% 0.106 1.2% 72% False False 640
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 -0.004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.050
2.618 8.919
1.618 8.839
1.000 8.790
0.618 8.759
HIGH 8.710
0.618 8.679
0.500 8.670
0.382 8.661
LOW 8.630
0.618 8.581
1.000 8.550
1.618 8.501
2.618 8.421
4.250 8.290
Fisher Pivots for day following 22-Nov-2006
Pivot 1 day 3 day
R1 8.670 8.735
PP 8.648 8.691
S1 8.625 8.647

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

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