NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 17-Jan-2007
Day Change Summary
Previous Current
16-Jan-2007 17-Jan-2007 Change Change % Previous Week
Open 7.975 7.907 -0.068 -0.9% 7.970
High 7.990 7.907 -0.083 -1.0% 8.076
Low 7.850 7.700 -0.150 -1.9% 7.760
Close 7.963 7.707 -0.256 -3.2% 7.957
Range 0.140 0.207 0.067 47.9% 0.316
ATR 0.167 0.174 0.007 4.1% 0.000
Volume 220 646 426 193.6% 2,838
Daily Pivots for day following 17-Jan-2007
Classic Woodie Camarilla DeMark
R4 8.392 8.257 7.821
R3 8.185 8.050 7.764
R2 7.978 7.978 7.745
R1 7.843 7.843 7.726 7.807
PP 7.771 7.771 7.771 7.754
S1 7.636 7.636 7.688 7.600
S2 7.564 7.564 7.669
S3 7.357 7.429 7.650
S4 7.150 7.222 7.593
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 8.879 8.734 8.131
R3 8.563 8.418 8.044
R2 8.247 8.247 8.015
R1 8.102 8.102 7.986 8.017
PP 7.931 7.931 7.931 7.888
S1 7.786 7.786 7.928 7.701
S2 7.615 7.615 7.899
S3 7.299 7.470 7.870
S4 6.983 7.154 7.783
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.076 7.700 0.376 4.9% 0.170 2.2% 2% False True 658
10 8.076 7.688 0.388 5.0% 0.154 2.0% 5% False False 429
20 8.365 7.650 0.715 9.3% 0.140 1.8% 8% False False 341
40 9.090 7.650 1.440 18.7% 0.115 1.5% 4% False False 418
60 9.090 7.650 1.440 18.7% 0.111 1.4% 4% False False 502
80 9.090 7.650 1.440 18.7% 0.112 1.5% 4% False False 606
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 0.025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.787
2.618 8.449
1.618 8.242
1.000 8.114
0.618 8.035
HIGH 7.907
0.618 7.828
0.500 7.804
0.382 7.779
LOW 7.700
0.618 7.572
1.000 7.493
1.618 7.365
2.618 7.158
4.250 6.820
Fisher Pivots for day following 17-Jan-2007
Pivot 1 day 3 day
R1 7.804 7.845
PP 7.771 7.799
S1 7.739 7.753

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

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