NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 30-Nov-2006
Day Change Summary
Previous Current
29-Nov-2006 30-Nov-2006 Change Change % Previous Week
Open 8.900 8.990 0.090 1.0% 8.780
High 9.090 9.070 -0.020 -0.2% 8.840
Low 8.900 8.990 0.090 1.0% 8.630
Close 9.054 9.106 0.052 0.6% 8.603
Range 0.190 0.080 -0.110 -57.9% 0.210
ATR 0.154 0.149 -0.005 -3.4% 0.000
Volume 1,320 308 -1,012 -76.7% 1,884
Daily Pivots for day following 30-Nov-2006
Classic Woodie Camarilla DeMark
R4 9.295 9.281 9.150
R3 9.215 9.201 9.128
R2 9.135 9.135 9.121
R1 9.121 9.121 9.113 9.128
PP 9.055 9.055 9.055 9.059
S1 9.041 9.041 9.099 9.048
S2 8.975 8.975 9.091
S3 8.895 8.961 9.084
S4 8.815 8.881 9.062
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 9.090 8.630 0.460 5.1% 0.104 1.1% 103% False False 650
10 9.090 8.470 0.620 6.8% 0.116 1.3% 103% False False 541
20 9.090 8.270 0.820 9.0% 0.108 1.2% 102% False False 508
40 9.090 8.090 1.000 11.0% 0.105 1.1% 102% False False 659
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.410
2.618 9.279
1.618 9.199
1.000 9.150
0.618 9.119
HIGH 9.070
0.618 9.039
0.500 9.030
0.382 9.021
LOW 8.990
0.618 8.941
1.000 8.910
1.618 8.861
2.618 8.781
4.250 8.650
Fisher Pivots for day following 30-Nov-2006
Pivot 1 day 3 day
R1 9.081 9.056
PP 9.055 9.005
S1 9.030 8.955

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

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