NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 20-Aug-2007
Day Change Summary
Previous Current
17-Aug-2007 20-Aug-2007 Change Change % Previous Week
Open 7.643 7.684 0.041 0.5% 7.865
High 7.959 7.684 -0.275 -3.5% 8.115
Low 7.643 7.065 -0.578 -7.6% 7.510
Close 7.828 7.085 -0.743 -9.5% 7.828
Range 0.316 0.619 0.303 95.9% 0.605
ATR 0.282 0.316 0.034 12.2% 0.000
Volume 10,582 9,849 -733 -6.9% 86,397
Daily Pivots for day following 20-Aug-2007
Classic Woodie Camarilla DeMark
R4 9.135 8.729 7.425
R3 8.516 8.110 7.255
R2 7.897 7.897 7.198
R1 7.491 7.491 7.142 7.385
PP 7.278 7.278 7.278 7.225
S1 6.872 6.872 7.028 6.766
S2 6.659 6.659 6.972
S3 6.040 6.253 6.915
S4 5.421 5.634 6.745
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 9.633 9.335 8.161
R3 9.028 8.730 7.994
R2 8.423 8.423 7.939
R1 8.125 8.125 7.883 7.972
PP 7.818 7.818 7.818 7.741
S1 7.520 7.520 7.773 7.367
S2 7.213 7.213 7.717
S3 6.608 6.915 7.662
S4 6.003 6.310 7.495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.115 7.065 1.050 14.8% 0.405 5.7% 2% False True 14,293
10 8.115 7.065 1.050 14.8% 0.335 4.7% 2% False True 18,068
20 8.115 7.000 1.115 15.7% 0.294 4.2% 8% False False 12,172
40 8.115 7.000 1.115 15.7% 0.254 3.6% 8% False False 7,726
60 9.185 7.000 2.185 30.8% 0.219 3.1% 4% False False 5,989
80 9.290 7.000 2.290 32.3% 0.199 2.8% 4% False False 4,848
100 9.290 7.000 2.290 32.3% 0.190 2.7% 4% False False 4,104
120 9.290 7.000 2.290 32.3% 0.179 2.5% 4% False False 3,531
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.058
Widest range in 234 trading days
Fibonacci Retracements and Extensions
4.250 10.315
2.618 9.305
1.618 8.686
1.000 8.303
0.618 8.067
HIGH 7.684
0.618 7.448
0.500 7.375
0.382 7.301
LOW 7.065
0.618 6.682
1.000 6.446
1.618 6.063
2.618 5.444
4.250 4.434
Fisher Pivots for day following 20-Aug-2007
Pivot 1 day 3 day
R1 7.375 7.512
PP 7.278 7.370
S1 7.182 7.227

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

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