NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 23-Oct-2006
Day Change Summary
Previous Current
20-Oct-2006 23-Oct-2006 Change Change % Previous Week
Open 8.660 8.570 -0.090 -1.0% 8.470
High 8.670 8.570 -0.100 -1.2% 8.760
Low 8.670 8.550 -0.120 -1.4% 8.470
Close 8.626 8.471 -0.155 -1.8% 8.626
Range 0.000 0.020 0.020 0.290
ATR 0.149 0.144 -0.005 -3.5% 0.000
Volume 256 435 179 69.9% 2,725
Daily Pivots for day following 23-Oct-2006
Classic Woodie Camarilla DeMark
R4 8.590 8.551 8.482
R3 8.570 8.531 8.477
R2 8.550 8.550 8.475
R1 8.511 8.511 8.473 8.521
PP 8.530 8.530 8.530 8.535
S1 8.491 8.491 8.469 8.501
S2 8.510 8.510 8.467
S3 8.490 8.471 8.466
S4 8.470 8.451 8.460
Weekly Pivots for week ending 20-Oct-2006
Classic Woodie Camarilla DeMark
R4 9.489 9.347 8.786
R3 9.199 9.057 8.706
R2 8.909 8.909 8.679
R1 8.767 8.767 8.653 8.838
PP 8.619 8.619 8.619 8.654
S1 8.477 8.477 8.599 8.548
S2 8.329 8.329 8.573
S3 8.039 8.187 8.546
S4 7.749 7.897 8.467
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.760 8.497 0.263 3.1% 0.092 1.1% -10% False False 535
10 8.780 8.300 0.480 5.7% 0.093 1.1% 36% False False 586
20 8.780 7.958 0.822 9.7% 0.112 1.3% 62% False False 603
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 0.008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.655
2.618 8.622
1.618 8.602
1.000 8.590
0.618 8.582
HIGH 8.570
0.618 8.562
0.500 8.560
0.382 8.558
LOW 8.550
0.618 8.538
1.000 8.530
1.618 8.518
2.618 8.498
4.250 8.465
Fisher Pivots for day following 23-Oct-2006
Pivot 1 day 3 day
R1 8.560 8.590
PP 8.530 8.550
S1 8.501 8.511

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

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