NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 24-Sep-2007
Day Change Summary
Previous Current
21-Sep-2007 24-Sep-2007 Change Change % Previous Week
Open 7.010 6.905 -0.105 -1.5% 7.119
High 7.212 7.218 0.006 0.1% 7.374
Low 6.811 6.861 0.050 0.7% 6.700
Close 6.990 7.168 0.178 2.5% 6.990
Range 0.401 0.357 -0.044 -11.0% 0.674
ATR 0.336 0.337 0.002 0.5% 0.000
Volume 36,499 28,207 -8,292 -22.7% 171,008
Daily Pivots for day following 24-Sep-2007
Classic Woodie Camarilla DeMark
R4 8.153 8.018 7.364
R3 7.796 7.661 7.266
R2 7.439 7.439 7.233
R1 7.304 7.304 7.201 7.372
PP 7.082 7.082 7.082 7.116
S1 6.947 6.947 7.135 7.015
S2 6.725 6.725 7.103
S3 6.368 6.590 7.070
S4 6.011 6.233 6.972
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 9.4% 0.395 5.5% 69% False False 31,701
10 7.374 6.612 0.762 10.6% 0.374 5.2% 73% False False 33,184
20 7.374 6.230 1.144 16.0% 0.331 4.6% 82% False False 22,986
40 8.115 6.230 1.885 26.3% 0.313 4.4% 50% False False 18,173
60 8.115 6.230 1.885 26.3% 0.278 3.9% 50% False False 13,265
80 9.153 6.230 2.923 40.8% 0.251 3.5% 32% False False 10,764
100 9.290 6.230 3.060 42.7% 0.227 3.2% 31% False False 8,863
120 9.290 6.230 3.060 42.7% 0.215 3.0% 31% False False 7,622
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 False
Bull Hook False
Stretch 0.070
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.735
2.618 8.153
1.618 7.796
1.000 7.575
0.618 7.439
HIGH 7.218
0.618 7.082
0.500 7.040
0.382 6.997
LOW 6.861
0.618 6.640
1.000 6.504
1.618 6.283
2.618 5.926
4.250 5.344
Fisher Pivots for day following 24-Sep-2007
Pivot 1 day 3 day
R1 7.125 7.098
PP 7.082 7.029
S1 7.040 6.959

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

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