NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 27-Jun-2007
Day Change Summary
Previous Current
26-Jun-2007 27-Jun-2007 Change Change % Previous Week
Open 8.063 7.950 -0.113 -1.4% 8.995
High 8.084 8.100 0.016 0.2% 8.995
Low 7.952 7.889 -0.063 -0.8% 8.150
Close 7.984 8.076 0.092 1.2% 8.238
Range 0.132 0.211 0.079 59.8% 0.845
ATR 0.167 0.170 0.003 1.9% 0.000
Volume 4,493 7,785 3,292 73.3% 18,431
Daily Pivots for day following 27-Jun-2007
Classic Woodie Camarilla DeMark
R4 8.655 8.576 8.192
R3 8.444 8.365 8.134
R2 8.233 8.233 8.115
R1 8.154 8.154 8.095 8.194
PP 8.022 8.022 8.022 8.041
S1 7.943 7.943 8.057 7.983
S2 7.811 7.811 8.037
S3 7.600 7.732 8.018
S4 7.389 7.521 7.960
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 10.996 10.462 8.703
R3 10.151 9.617 8.470
R2 9.306 9.306 8.393
R1 8.772 8.772 8.315 8.617
PP 8.461 8.461 8.461 8.383
S1 7.927 7.927 8.161 7.772
S2 7.616 7.616 8.083
S3 6.771 7.082 8.006
S4 5.926 6.237 7.773
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.557 7.889 0.668 8.3% 0.166 2.1% 28% False True 5,482
10 9.100 7.889 1.211 15.0% 0.172 2.1% 15% False True 4,221
20 9.185 7.889 1.296 16.0% 0.154 1.9% 14% False True 3,013
40 9.290 7.889 1.401 17.3% 0.146 1.8% 13% False True 2,205
60 9.290 7.889 1.401 17.3% 0.148 1.8% 13% False True 1,874
80 9.290 7.889 1.401 17.3% 0.145 1.8% 13% False True 1,568
100 9.290 7.889 1.401 17.3% 0.145 1.8% 13% False True 1,379
120 9.290 7.637 1.653 20.5% 0.151 1.9% 27% False False 1,248
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.997
2.618 8.652
1.618 8.441
1.000 8.311
0.618 8.230
HIGH 8.100
0.618 8.019
0.500 7.995
0.382 7.970
LOW 7.889
0.618 7.759
1.000 7.678
1.618 7.548
2.618 7.337
4.250 6.992
Fisher Pivots for day following 27-Jun-2007
Pivot 1 day 3 day
R1 8.049 8.059
PP 8.022 8.042
S1 7.995 8.025

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

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