NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 07-Mar-2007
Day Change Summary
Previous Current
06-Mar-2007 07-Mar-2007 Change Change % Previous Week
Open 8.513 8.575 0.062 0.7% 8.840
High 8.617 8.610 -0.007 -0.1% 8.845
Low 8.460 8.530 0.070 0.8% 8.310
Close 8.623 8.574 -0.049 -0.6% 8.424
Range 0.157 0.080 -0.077 -49.0% 0.535
ATR 0.172 0.167 -0.006 -3.3% 0.000
Volume 154 281 127 82.5% 3,206
Daily Pivots for day following 07-Mar-2007
Classic Woodie Camarilla DeMark
R4 8.811 8.773 8.618
R3 8.731 8.693 8.596
R2 8.651 8.651 8.589
R1 8.613 8.613 8.581 8.592
PP 8.571 8.571 8.571 8.561
S1 8.533 8.533 8.567 8.512
S2 8.491 8.491 8.559
S3 8.411 8.453 8.552
S4 8.331 8.373 8.530
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 10.131 9.813 8.718
R3 9.596 9.278 8.571
R2 9.061 9.061 8.522
R1 8.743 8.743 8.473 8.635
PP 8.526 8.526 8.526 8.472
S1 8.208 8.208 8.375 8.100
S2 7.991 7.991 8.326
S3 7.456 7.673 8.277
S4 6.921 7.138 8.130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.617 8.310 0.307 3.6% 0.115 1.3% 86% False False 502
10 8.845 8.310 0.535 6.2% 0.130 1.5% 49% False False 571
20 8.920 8.310 0.610 7.1% 0.142 1.7% 43% False False 608
40 8.920 7.637 1.283 15.0% 0.163 1.9% 73% False False 610
60 8.920 7.637 1.283 15.0% 0.149 1.7% 73% False False 500
80 9.090 7.637 1.453 16.9% 0.137 1.6% 64% False False 489
100 9.090 7.637 1.453 16.9% 0.128 1.5% 64% False False 540
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.950
2.618 8.819
1.618 8.739
1.000 8.690
0.618 8.659
HIGH 8.610
0.618 8.579
0.500 8.570
0.382 8.561
LOW 8.530
0.618 8.481
1.000 8.450
1.618 8.401
2.618 8.321
4.250 8.190
Fisher Pivots for day following 07-Mar-2007
Pivot 1 day 3 day
R1 8.573 8.556
PP 8.571 8.537
S1 8.570 8.519

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

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