NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 11-Jan-2007
Day Change Summary
Previous Current
10-Jan-2007 11-Jan-2007 Change Change % Previous Week
Open 8.064 7.951 -0.113 -1.4% 7.750
High 8.076 7.980 -0.096 -1.2% 7.938
Low 7.994 7.760 -0.234 -2.9% 7.688
Close 8.086 7.762 -0.324 -4.0% 7.782
Range 0.082 0.220 0.138 168.3% 0.250
ATR 0.153 0.165 0.012 8.1% 0.000
Volume 188 982 794 422.3% 1,046
Daily Pivots for day following 11-Jan-2007
Classic Woodie Camarilla DeMark
R4 8.494 8.348 7.883
R3 8.274 8.128 7.823
R2 8.054 8.054 7.802
R1 7.908 7.908 7.782 7.871
PP 7.834 7.834 7.834 7.816
S1 7.688 7.688 7.742 7.651
S2 7.614 7.614 7.722
S3 7.394 7.468 7.702
S4 7.174 7.248 7.641
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 5.0% 0.136 1.8% 19% False False 340
10 8.076 7.688 0.388 5.0% 0.138 1.8% 19% False False 277
20 8.520 7.650 0.870 11.2% 0.128 1.6% 13% False False 310
40 9.090 7.650 1.440 18.6% 0.113 1.5% 8% False False 383
60 9.090 7.650 1.440 18.6% 0.106 1.4% 8% False False 478
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 8.915
2.618 8.556
1.618 8.336
1.000 8.200
0.618 8.116
HIGH 7.980
0.618 7.896
0.500 7.870
0.382 7.844
LOW 7.760
0.618 7.624
1.000 7.540
1.618 7.404
2.618 7.184
4.250 6.825
Fisher Pivots for day following 11-Jan-2007
Pivot 1 day 3 day
R1 7.870 7.918
PP 7.834 7.866
S1 7.798 7.814

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

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