NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 09-Jan-2007
Day Change Summary
Previous Current
08-Jan-2007 09-Jan-2007 Change Change % Previous Week
Open 7.970 7.900 -0.070 -0.9% 7.750
High 7.990 8.060 0.070 0.9% 7.938
Low 7.882 7.900 0.018 0.2% 7.688
Close 7.912 8.064 0.152 1.9% 7.782
Range 0.108 0.160 0.052 48.1% 0.250
ATR 0.158 0.158 0.000 0.1% 0.000
Volume 71 343 272 383.1% 1,046
Daily Pivots for day following 09-Jan-2007
Classic Woodie Camarilla DeMark
R4 8.488 8.436 8.152
R3 8.328 8.276 8.108
R2 8.168 8.168 8.093
R1 8.116 8.116 8.079 8.142
PP 8.008 8.008 8.008 8.021
S1 7.956 7.956 8.049 7.982
S2 7.848 7.848 8.035
S3 7.688 7.796 8.020
S4 7.528 7.636 7.976
Weekly Pivots for week ending 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 8.553 8.417 7.920
R3 8.303 8.167 7.851
R2 8.053 8.053 7.828
R1 7.917 7.917 7.805 7.985
PP 7.803 7.803 7.803 7.837
S1 7.667 7.667 7.759 7.735
S2 7.553 7.553 7.736
S3 7.303 7.417 7.713
S4 7.053 7.167 7.645
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.060 7.688 0.372 4.6% 0.138 1.7% 101% True False 200
10 8.060 7.650 0.410 5.1% 0.129 1.6% 101% True False 193
20 8.720 7.650 1.070 13.3% 0.121 1.5% 39% False False 278
40 9.090 7.650 1.440 17.9% 0.110 1.4% 29% False False 368
60 9.090 7.650 1.440 17.9% 0.105 1.3% 29% False False 493
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.740
2.618 8.479
1.618 8.319
1.000 8.220
0.618 8.159
HIGH 8.060
0.618 7.999
0.500 7.980
0.382 7.961
LOW 7.900
0.618 7.801
1.000 7.740
1.618 7.641
2.618 7.481
4.250 7.220
Fisher Pivots for day following 09-Jan-2007
Pivot 1 day 3 day
R1 8.036 8.001
PP 8.008 7.937
S1 7.980 7.874

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

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