NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 27-Nov-2006
Day Change Summary
Previous Current
22-Nov-2006 27-Nov-2006 Change Change % Previous Week
Open 8.630 8.770 0.140 1.6% 8.780
High 8.710 8.820 0.110 1.3% 8.840
Low 8.630 8.770 0.140 1.6% 8.630
Close 8.603 8.807 0.204 2.4% 8.603
Range 0.080 0.050 -0.030 -37.5% 0.210
ATR 0.148 0.153 0.005 3.3% 0.000
Volume 434 376 -58 -13.4% 1,884
Daily Pivots for day following 27-Nov-2006
Classic Woodie Camarilla DeMark
R4 8.949 8.928 8.835
R3 8.899 8.878 8.821
R2 8.849 8.849 8.816
R1 8.828 8.828 8.812 8.839
PP 8.799 8.799 8.799 8.804
S1 8.778 8.778 8.802 8.789
S2 8.749 8.749 8.798
S3 8.699 8.728 8.793
S4 8.649 8.678 8.780
Weekly Pivots for week ending 24-Nov-2006
Classic Woodie Camarilla DeMark
R4 9.321 9.172 8.719
R3 9.111 8.962 8.661
R2 8.901 8.901 8.642
R1 8.752 8.752 8.622 8.722
PP 8.691 8.691 8.691 8.676
S1 8.542 8.542 8.584 8.512
S2 8.481 8.481 8.565
S3 8.271 8.332 8.545
S4 8.061 8.122 8.488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.840 8.630 0.210 2.4% 0.066 0.7% 84% False False 528
10 8.840 8.470 0.370 4.2% 0.100 1.1% 91% False False 373
20 8.840 8.090 0.750 8.5% 0.110 1.2% 96% False False 427
40 8.840 8.030 0.810 9.2% 0.106 1.2% 96% False False 622
Crabel Price Patterns
NR True
NR4 True
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 -0.006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9.033
2.618 8.951
1.618 8.901
1.000 8.870
0.618 8.851
HIGH 8.820
0.618 8.801
0.500 8.795
0.382 8.789
LOW 8.770
0.618 8.739
1.000 8.720
1.618 8.689
2.618 8.639
4.250 8.558
Fisher Pivots for day following 27-Nov-2006
Pivot 1 day 3 day
R1 8.803 8.783
PP 8.799 8.759
S1 8.795 8.735

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

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