NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 10-Jan-2007
Day Change Summary
Previous Current
09-Jan-2007 10-Jan-2007 Change Change % Previous Week
Open 7.900 8.064 0.164 2.1% 7.750
High 8.060 8.076 0.016 0.2% 7.938
Low 7.900 7.994 0.094 1.2% 7.688
Close 8.064 8.086 0.022 0.3% 7.782
Range 0.160 0.082 -0.078 -48.8% 0.250
ATR 0.158 0.153 -0.005 -3.4% 0.000
Volume 343 188 -155 -45.2% 1,046
Daily Pivots for day following 10-Jan-2007
Classic Woodie Camarilla DeMark
R4 8.298 8.274 8.131
R3 8.216 8.192 8.109
R2 8.134 8.134 8.101
R1 8.110 8.110 8.094 8.122
PP 8.052 8.052 8.052 8.058
S1 8.028 8.028 8.078 8.040
S2 7.970 7.970 8.071
S3 7.888 7.946 8.063
S4 7.806 7.864 8.041
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 8.076 7.688 0.388 4.8% 0.136 1.7% 103% True False 237
10 8.076 7.688 0.388 4.8% 0.123 1.5% 103% True False 196
20 8.720 7.650 1.070 13.2% 0.121 1.5% 41% False False 265
40 9.090 7.650 1.440 17.8% 0.108 1.3% 30% False False 372
60 9.090 7.650 1.440 17.8% 0.105 1.3% 30% False False 488
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.024
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 8.425
2.618 8.291
1.618 8.209
1.000 8.158
0.618 8.127
HIGH 8.076
0.618 8.045
0.500 8.035
0.382 8.025
LOW 7.994
0.618 7.943
1.000 7.912
1.618 7.861
2.618 7.779
4.250 7.646
Fisher Pivots for day following 10-Jan-2007
Pivot 1 day 3 day
R1 8.069 8.050
PP 8.052 8.015
S1 8.035 7.979

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

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