"There were seven consecutive days,from Oct28 to Nov7 when the spread between daily low and high was 10% or more.Seven trades of 10% equals a double."

and in that time there were probably day traders who picked up on it via filters....for seven days. NOT would have been just one of dozens doing the same thing....and what was NOT's volume? It's a rather important component of whether, 10% or no, a stock is even tradeable. You can pick out any number of snapshots in NOTs history and say looky big swings, but NOT wouldn't generally stand out in the pack of big movers and there were tons of them....I traded some of them while NOT didn't budge.