NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 01-Mar-2007
Day Change Summary
Previous Current
28-Feb-2007 01-Mar-2007 Change Change % Previous Week
Open 8.510 8.410 -0.100 -1.2% 8.550
High 8.510 8.490 -0.020 -0.2% 8.792
Low 8.405 8.310 -0.095 -1.1% 8.400
Close 8.450 8.450 0.000 0.0% 8.818
Range 0.105 0.180 0.075 71.4% 0.392
ATR 0.186 0.185 0.000 -0.2% 0.000
Volume 623 547 -76 -12.2% 3,837
Daily Pivots for day following 01-Mar-2007
Classic Woodie Camarilla DeMark
R4 8.957 8.883 8.549
R3 8.777 8.703 8.500
R2 8.597 8.597 8.483
R1 8.523 8.523 8.467 8.560
PP 8.417 8.417 8.417 8.435
S1 8.343 8.343 8.434 8.380
S2 8.237 8.237 8.417
S3 8.057 8.163 8.401
S4 7.877 7.983 8.351
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 9.846 9.724 9.034
R3 9.454 9.332 8.926
R2 9.062 9.062 8.890
R1 8.940 8.940 8.854 9.001
PP 8.670 8.670 8.670 8.701
S1 8.548 8.548 8.782 8.609
S2 8.278 8.278 8.746
S3 7.886 8.156 8.710
S4 7.494 7.764 8.602
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.845 8.310 0.535 6.3% 0.151 1.8% 26% False True 485
10 8.845 8.310 0.535 6.3% 0.148 1.8% 26% False True 672
20 8.920 8.310 0.610 7.2% 0.151 1.8% 23% False True 622
40 8.920 7.637 1.283 15.2% 0.169 2.0% 63% False False 586
60 8.920 7.637 1.283 15.2% 0.148 1.8% 63% False False 487
80 9.090 7.637 1.453 17.2% 0.136 1.6% 56% False False 480
100 9.090 7.637 1.453 17.2% 0.129 1.5% 56% False False 547
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 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.255
2.618 8.961
1.618 8.781
1.000 8.670
0.618 8.601
HIGH 8.490
0.618 8.421
0.500 8.400
0.382 8.379
LOW 8.310
0.618 8.199
1.000 8.130
1.618 8.019
2.618 7.839
4.250 7.545
Fisher Pivots for day following 01-Mar-2007
Pivot 1 day 3 day
R1 8.433 8.547
PP 8.417 8.514
S1 8.400 8.482

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

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