NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 22-Jan-2007
Day Change Summary
Previous Current
19-Jan-2007 22-Jan-2007 Change Change % Previous Week
Open 7.832 8.190 0.358 4.6% 7.975
High 8.075 8.305 0.230 2.8% 8.075
Low 7.832 8.098 0.266 3.4% 7.637
Close 8.080 8.345 0.265 3.3% 8.080
Range 0.243 0.207 -0.036 -14.8% 0.438
ATR 0.183 0.186 0.003 1.6% 0.000
Volume 411 1,372 961 233.8% 1,968
Daily Pivots for day following 22-Jan-2007
Classic Woodie Camarilla DeMark
R4 8.870 8.815 8.459
R3 8.663 8.608 8.402
R2 8.456 8.456 8.383
R1 8.401 8.401 8.364 8.429
PP 8.249 8.249 8.249 8.263
S1 8.194 8.194 8.326 8.222
S2 8.042 8.042 8.307
S3 7.835 7.987 8.288
S4 7.628 7.780 8.231
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 9.245 9.100 8.321
R3 8.807 8.662 8.200
R2 8.369 8.369 8.160
R1 8.224 8.224 8.120 8.297
PP 7.931 7.931 7.931 7.967
S1 7.786 7.786 8.040 7.859
S2 7.493 7.493 8.000
S3 7.055 7.348 7.960
S4 6.617 6.910 7.839
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.305 7.637 0.668 8.0% 0.190 2.3% 106% True False 668
10 8.305 7.637 0.668 8.0% 0.172 2.1% 106% True False 617
20 8.305 7.637 0.668 8.0% 0.151 1.8% 106% True False 400
40 9.090 7.637 1.453 17.4% 0.124 1.5% 49% False False 432
60 9.090 7.637 1.453 17.4% 0.119 1.4% 49% False False 483
80 9.090 7.637 1.453 17.4% 0.115 1.4% 49% False False 536
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.185
2.618 8.847
1.618 8.640
1.000 8.512
0.618 8.433
HIGH 8.305
0.618 8.226
0.500 8.202
0.382 8.177
LOW 8.098
0.618 7.970
1.000 7.891
1.618 7.763
2.618 7.556
4.250 7.218
Fisher Pivots for day following 22-Jan-2007
Pivot 1 day 3 day
R1 8.297 8.220
PP 8.249 8.096
S1 8.202 7.971

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

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