NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 21-Sep-2007
Day Change Summary
Previous Current
20-Sep-2007 21-Sep-2007 Change Change % Previous Week
Open 6.870 7.010 0.140 2.0% 7.119
High 7.040 7.212 0.172 2.4% 7.374
Low 6.700 6.811 0.111 1.7% 6.700
Close 6.978 6.990 0.012 0.2% 6.990
Range 0.340 0.401 0.061 17.9% 0.674
ATR 0.331 0.336 0.005 1.5% 0.000
Volume 31,121 36,499 5,378 17.3% 171,008
Daily Pivots for day following 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 8.207 8.000 7.211
R3 7.806 7.599 7.100
R2 7.405 7.405 7.064
R1 7.198 7.198 7.027 7.101
PP 7.004 7.004 7.004 6.956
S1 6.797 6.797 6.953 6.700
S2 6.603 6.603 6.916
S3 6.202 6.396 6.880
S4 5.801 5.995 6.769
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 9.043 8.691 7.361
R3 8.369 8.017 7.175
R2 7.695 7.695 7.114
R1 7.343 7.343 7.052 7.182
PP 7.021 7.021 7.021 6.941
S1 6.669 6.669 6.928 6.508
S2 6.347 6.347 6.866
S3 5.673 5.995 6.805
S4 4.999 5.321 6.619
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 9.6% 0.391 5.6% 43% False False 34,201
10 7.374 6.230 1.144 16.4% 0.391 5.6% 66% False False 31,827
20 7.374 6.230 1.144 16.4% 0.321 4.6% 66% False False 21,852
40 8.115 6.230 1.885 27.0% 0.309 4.4% 40% False False 17,602
60 8.115 6.230 1.885 27.0% 0.276 3.9% 40% False False 12,833
80 9.185 6.230 2.955 42.3% 0.249 3.6% 26% False False 10,419
100 9.290 6.230 3.060 43.8% 0.225 3.2% 25% False False 8,605
120 9.290 6.230 3.060 43.8% 0.214 3.1% 25% False False 7,399
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 0.072
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.916
2.618 8.262
1.618 7.861
1.000 7.613
0.618 7.460
HIGH 7.212
0.618 7.059
0.500 7.012
0.382 6.964
LOW 6.811
0.618 6.563
1.000 6.410
1.618 6.162
2.618 5.761
4.250 5.107
Fisher Pivots for day following 21-Sep-2007
Pivot 1 day 3 day
R1 7.012 6.988
PP 7.004 6.986
S1 6.997 6.984

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

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