NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 18-Oct-2006
Day Change Summary
Previous Current
17-Oct-2006 18-Oct-2006 Change Change % Previous Week
Open 8.760 8.497 -0.263 -3.0% 8.350
High 8.760 8.597 -0.163 -1.9% 8.780
Low 8.600 8.497 -0.103 -1.2% 8.300
Close 8.597 8.607 0.010 0.1% 8.320
Range 0.160 0.100 -0.060 -37.5% 0.480
ATR 0.161 0.157 -0.004 -2.7% 0.000
Volume 1,575 231 -1,344 -85.3% 2,838
Daily Pivots for day following 18-Oct-2006
Classic Woodie Camarilla DeMark
R4 8.867 8.837 8.662
R3 8.767 8.737 8.635
R2 8.667 8.667 8.625
R1 8.637 8.637 8.616 8.652
PP 8.567 8.567 8.567 8.575
S1 8.537 8.537 8.598 8.552
S2 8.467 8.467 8.589
S3 8.367 8.437 8.580
S4 8.267 8.337 8.552
Weekly Pivots for week ending 13-Oct-2006
Classic Woodie Camarilla DeMark
R4 9.907 9.593 8.584
R3 9.427 9.113 8.452
R2 8.947 8.947 8.408
R1 8.633 8.633 8.364 8.550
PP 8.467 8.467 8.467 8.425
S1 8.153 8.153 8.276 8.070
S2 7.987 7.987 8.232
S3 7.507 7.673 8.188
S4 7.027 7.193 8.056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.760 8.300 0.460 5.3% 0.094 1.1% 67% False False 771
10 8.780 8.300 0.480 5.6% 0.108 1.3% 64% False False 764
20 8.780 7.900 0.880 10.2% 0.124 1.4% 80% False False 1,043
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 True
Bull Hook False
Stretch -0.009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.022
2.618 8.859
1.618 8.759
1.000 8.697
0.618 8.659
HIGH 8.597
0.618 8.559
0.500 8.547
0.382 8.535
LOW 8.497
0.618 8.435
1.000 8.397
1.618 8.335
2.618 8.235
4.250 8.072
Fisher Pivots for day following 18-Oct-2006
Pivot 1 day 3 day
R1 8.587 8.615
PP 8.567 8.612
S1 8.547 8.610

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

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