NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 01-Nov-2006
Day Change Summary
Previous Current
31-Oct-2006 01-Nov-2006 Change Change % Previous Week
Open 8.090 8.320 0.230 2.8% 8.570
High 8.260 8.350 0.090 1.1% 8.728
Low 8.090 8.270 0.180 2.2% 8.450
Close 8.288 8.477 0.189 2.3% 8.318
Range 0.170 0.080 -0.090 -52.9% 0.278
ATR 0.147 0.142 -0.005 -3.3% 0.000
Volume 397 2,714 2,317 583.6% 7,367
Daily Pivots for day following 01-Nov-2006
Classic Woodie Camarilla DeMark
R4 8.606 8.621 8.521
R3 8.526 8.541 8.499
R2 8.446 8.446 8.492
R1 8.461 8.461 8.484 8.454
PP 8.366 8.366 8.366 8.362
S1 8.381 8.381 8.470 8.374
S2 8.286 8.286 8.462
S3 8.206 8.301 8.455
S4 8.126 8.221 8.433
Weekly Pivots for week ending 27-Oct-2006
Classic Woodie Camarilla DeMark
R4 9.333 9.103 8.471
R3 9.055 8.825 8.394
R2 8.777 8.777 8.369
R1 8.547 8.547 8.343 8.523
PP 8.499 8.499 8.499 8.487
S1 8.269 8.269 8.293 8.245
S2 8.221 8.221 8.267
S3 7.943 7.991 8.242
S4 7.665 7.713 8.165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.728 8.090 0.638 7.5% 0.118 1.4% 61% False False 1,404
10 8.728 8.090 0.638 7.5% 0.085 1.0% 61% False False 1,110
20 8.780 8.090 0.690 8.1% 0.096 1.1% 56% False False 937
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 False
Bull Hook False
Stretch 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.690
2.618 8.559
1.618 8.479
1.000 8.430
0.618 8.399
HIGH 8.350
0.618 8.319
0.500 8.310
0.382 8.301
LOW 8.270
0.618 8.221
1.000 8.190
1.618 8.141
2.618 8.061
4.250 7.930
Fisher Pivots for day following 01-Nov-2006
Pivot 1 day 3 day
R1 8.421 8.391
PP 8.366 8.306
S1 8.310 8.220

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

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