NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 21-Nov-2006
Day Change Summary
Previous Current
20-Nov-2006 21-Nov-2006 Change Change % Previous Week
Open 8.780 8.700 -0.080 -0.9% 8.500
High 8.810 8.840 0.030 0.3% 8.800
Low 8.750 8.700 -0.050 -0.6% 8.470
Close 8.782 8.747 -0.035 -0.4% 8.802
Range 0.060 0.140 0.080 133.3% 0.330
ATR 0.151 0.150 -0.001 -0.5% 0.000
Volume 89 1,361 1,272 1,429.2% 1,289
Daily Pivots for day following 21-Nov-2006
Classic Woodie Camarilla DeMark
R4 9.182 9.105 8.824
R3 9.042 8.965 8.786
R2 8.902 8.902 8.773
R1 8.825 8.825 8.760 8.864
PP 8.762 8.762 8.762 8.782
S1 8.685 8.685 8.734 8.724
S2 8.622 8.622 8.721
S3 8.482 8.545 8.709
S4 8.342 8.405 8.670
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 8.840 8.470 0.370 4.2% 0.128 1.5% 75% True False 432
10 8.840 8.470 0.370 4.2% 0.096 1.1% 75% True False 350
20 8.840 8.090 0.750 8.6% 0.109 1.3% 88% True False 594
40 8.840 7.980 0.860 9.8% 0.106 1.2% 89% True False 634
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.435
2.618 9.207
1.618 9.067
1.000 8.980
0.618 8.927
HIGH 8.840
0.618 8.787
0.500 8.770
0.382 8.753
LOW 8.700
0.618 8.613
1.000 8.560
1.618 8.473
2.618 8.333
4.250 8.105
Fisher Pivots for day following 21-Nov-2006
Pivot 1 day 3 day
R1 8.770 8.770
PP 8.762 8.762
S1 8.755 8.755

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

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