NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 20-Nov-2006
Day Change Summary
Previous Current
17-Nov-2006 20-Nov-2006 Change Change % Previous Week
Open 8.770 8.780 0.010 0.1% 8.500
High 8.770 8.810 0.040 0.5% 8.800
Low 8.770 8.750 -0.020 -0.2% 8.470
Close 8.802 8.782 -0.020 -0.2% 8.802
Range 0.000 0.060 0.060 0.330
ATR 0.158 0.151 -0.007 -4.4% 0.000
Volume 383 89 -294 -76.8% 1,289
Daily Pivots for day following 20-Nov-2006
Classic Woodie Camarilla DeMark
R4 8.961 8.931 8.815
R3 8.901 8.871 8.799
R2 8.841 8.841 8.793
R1 8.811 8.811 8.788 8.826
PP 8.781 8.781 8.781 8.788
S1 8.751 8.751 8.777 8.766
S2 8.721 8.721 8.771
S3 8.661 8.691 8.766
S4 8.601 8.631 8.749
Weekly Pivots for week ending 17-Nov-2006
Classic Woodie Camarilla DeMark
R4 9.681 9.571 8.984
R3 9.351 9.241 8.893
R2 9.021 9.021 8.863
R1 8.911 8.911 8.832 8.966
PP 8.691 8.691 8.691 8.718
S1 8.581 8.581 8.772 8.636
S2 8.361 8.361 8.742
S3 8.031 8.251 8.711
S4 7.701 7.921 8.621
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.810 8.470 0.340 3.9% 0.108 1.2% 92% True False 269
10 8.810 8.450 0.360 4.1% 0.101 1.2% 92% True False 263
20 8.810 8.090 0.720 8.2% 0.103 1.2% 96% True False 654
40 8.810 7.958 0.852 9.7% 0.108 1.2% 97% True False 628
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.065
2.618 8.967
1.618 8.907
1.000 8.870
0.618 8.847
HIGH 8.810
0.618 8.787
0.500 8.780
0.382 8.773
LOW 8.750
0.618 8.713
1.000 8.690
1.618 8.653
2.618 8.593
4.250 8.495
Fisher Pivots for day following 20-Nov-2006
Pivot 1 day 3 day
R1 8.781 8.735
PP 8.781 8.687
S1 8.780 8.640

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.