NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 04-Oct-2006
Day Change Summary
Previous Current
03-Oct-2006 04-Oct-2006 Change Change % Previous Week
Open 8.268 8.290 0.022 0.3% 7.950
High 8.310 8.470 0.160 1.9% 8.250
Low 8.150 8.290 0.140 1.7% 7.900
Close 8.274 8.390 0.116 1.4% 8.198
Range 0.160 0.180 0.020 12.5% 0.350
ATR
Volume 13 156 143 1,100.0% 9,452
Daily Pivots for day following 04-Oct-2006
Classic Woodie Camarilla DeMark
R4 8.923 8.837 8.489
R3 8.743 8.657 8.440
R2 8.563 8.563 8.423
R1 8.477 8.477 8.407 8.520
PP 8.383 8.383 8.383 8.405
S1 8.297 8.297 8.374 8.340
S2 8.203 8.203 8.357
S3 8.023 8.117 8.341
S4 7.843 7.937 8.291
Weekly Pivots for week ending 29-Sep-2006
Classic Woodie Camarilla DeMark
R4 9.166 9.032 8.391
R3 8.816 8.682 8.294
R2 8.466 8.466 8.262
R1 8.332 8.332 8.230 8.399
PP 8.116 8.116 8.116 8.150
S1 7.982 7.982 8.166 8.049
S2 7.766 7.766 8.134
S3 7.416 7.632 8.102
S4 7.066 7.282 8.006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.470 7.990 0.480 5.7% 0.136 1.6% 83% True False 450
10 8.470 7.900 0.570 6.8% 0.140 1.7% 86% True False 1,323
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 0.023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.235
2.618 8.941
1.618 8.761
1.000 8.650
0.618 8.581
HIGH 8.470
0.618 8.401
0.500 8.380
0.382 8.359
LOW 8.290
0.618 8.179
1.000 8.110
1.618 7.999
2.618 7.819
4.250 7.525
Fisher Pivots for day following 04-Oct-2006
Pivot 1 day 3 day
R1 8.387 8.363
PP 8.383 8.337
S1 8.380 8.310

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

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