NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 28-Nov-2006
Day Change Summary
Previous Current
27-Nov-2006 28-Nov-2006 Change Change % Previous Week
Open 8.770 8.820 0.050 0.6% 8.780
High 8.820 8.940 0.120 1.4% 8.840
Low 8.770 8.820 0.050 0.6% 8.630
Close 8.807 8.925 0.118 1.3% 8.603
Range 0.050 0.120 0.070 140.0% 0.210
ATR 0.153 0.151 -0.001 -0.9% 0.000
Volume 376 815 439 116.8% 1,884
Daily Pivots for day following 28-Nov-2006
Classic Woodie Camarilla DeMark
R4 9.255 9.210 8.991
R3 9.135 9.090 8.958
R2 9.015 9.015 8.947
R1 8.970 8.970 8.936 8.993
PP 8.895 8.895 8.895 8.906
S1 8.850 8.850 8.914 8.873
S2 8.775 8.775 8.903
S3 8.655 8.730 8.892
S4 8.535 8.610 8.859
Weekly Pivots for week ending 24-Nov-2006
Classic Woodie Camarilla DeMark
R4 9.321 9.172 8.719
R3 9.111 8.962 8.661
R2 8.901 8.901 8.642
R1 8.752 8.752 8.622 8.722
PP 8.691 8.691 8.691 8.676
S1 8.542 8.542 8.584 8.512
S2 8.481 8.481 8.565
S3 8.271 8.332 8.545
S4 8.061 8.122 8.488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.940 8.630 0.310 3.5% 0.090 1.0% 95% True False 615
10 8.940 8.470 0.470 5.3% 0.108 1.2% 97% True False 436
20 8.940 8.090 0.850 9.5% 0.107 1.2% 98% True False 456
40 8.940 8.090 0.850 9.5% 0.103 1.2% 98% True False 634
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 0.004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.450
2.618 9.254
1.618 9.134
1.000 9.060
0.618 9.014
HIGH 8.940
0.618 8.894
0.500 8.880
0.382 8.866
LOW 8.820
0.618 8.746
1.000 8.700
1.618 8.626
2.618 8.506
4.250 8.310
Fisher Pivots for day following 28-Nov-2006
Pivot 1 day 3 day
R1 8.910 8.878
PP 8.895 8.832
S1 8.880 8.785

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

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