NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 20-Sep-2007
Day Change Summary
Previous Current
19-Sep-2007 20-Sep-2007 Change Change % Previous Week
Open 7.220 6.870 -0.350 -4.8% 6.296
High 7.268 7.040 -0.228 -3.1% 7.270
Low 6.872 6.700 -0.172 -2.5% 6.230
Close 6.910 6.978 0.068 1.0% 7.054
Range 0.396 0.340 -0.056 -14.1% 1.040
ATR 0.330 0.331 0.001 0.2% 0.000
Volume 37,215 31,121 -6,094 -16.4% 147,262
Daily Pivots for day following 20-Sep-2007
Classic Woodie Camarilla DeMark
R4 7.926 7.792 7.165
R3 7.586 7.452 7.072
R2 7.246 7.246 7.040
R1 7.112 7.112 7.009 7.179
PP 6.906 6.906 6.906 6.940
S1 6.772 6.772 6.947 6.839
S2 6.566 6.566 6.916
S3 6.226 6.432 6.885
S4 5.886 6.092 6.791
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 9.971 9.553 7.626
R3 8.931 8.513 7.340
R2 7.891 7.891 7.245
R1 7.473 7.473 7.149 7.682
PP 6.851 6.851 6.851 6.956
S1 6.433 6.433 6.959 6.642
S2 5.811 5.811 6.863
S3 4.771 5.393 6.768
S4 3.731 4.353 6.482
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.374 6.700 0.674 9.7% 0.382 5.5% 41% False True 33,218
10 7.374 6.230 1.144 16.4% 0.370 5.3% 65% False False 30,322
20 7.374 6.230 1.144 16.4% 0.312 4.5% 65% False False 20,381
40 8.115 6.230 1.885 27.0% 0.304 4.4% 40% False False 16,802
60 8.115 6.230 1.885 27.0% 0.271 3.9% 40% False False 12,281
80 9.185 6.230 2.955 42.3% 0.246 3.5% 25% False False 9,971
100 9.290 6.230 3.060 43.9% 0.224 3.2% 24% False False 8,257
120 9.290 6.230 3.060 43.9% 0.212 3.0% 24% False False 7,098
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 True
Bull Hook False
Stretch 0.057
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.485
2.618 7.930
1.618 7.590
1.000 7.380
0.618 7.250
HIGH 7.040
0.618 6.910
0.500 6.870
0.382 6.830
LOW 6.700
0.618 6.490
1.000 6.360
1.618 6.150
2.618 5.810
4.250 5.255
Fisher Pivots for day following 20-Sep-2007
Pivot 1 day 3 day
R1 6.942 7.037
PP 6.906 7.017
S1 6.870 6.998

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

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