NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 01-Oct-2007
Day Change Summary
Previous Current
28-Sep-2007 01-Oct-2007 Change Change % Previous Week
Open 6.944 6.860 -0.084 -1.2% 6.905
High 7.035 7.098 0.063 0.9% 7.255
Low 6.823 6.753 -0.070 -1.0% 6.744
Close 6.870 7.050 0.180 2.6% 6.870
Range 0.212 0.345 0.133 62.7% 0.511
ATR 0.311 0.314 0.002 0.8% 0.000
Volume 54,609 36,712 -17,897 -32.8% 191,727
Daily Pivots for day following 01-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.002 7.871 7.240
R3 7.657 7.526 7.145
R2 7.312 7.312 7.113
R1 7.181 7.181 7.082 7.247
PP 6.967 6.967 6.967 7.000
S1 6.836 6.836 7.018 6.902
S2 6.622 6.622 6.987
S3 6.277 6.491 6.955
S4 5.932 6.146 6.860
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 8.489 8.191 7.151
R3 7.978 7.680 7.011
R2 7.467 7.467 6.964
R1 7.169 7.169 6.917 7.063
PP 6.956 6.956 6.956 6.903
S1 6.658 6.658 6.823 6.552
S2 6.445 6.445 6.776
S3 5.934 6.147 6.729
S4 5.423 5.636 6.589
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.255 6.744 0.511 7.2% 0.255 3.6% 60% False False 40,046
10 7.374 6.700 0.674 9.6% 0.325 4.6% 52% False False 35,874
20 7.374 6.230 1.144 16.2% 0.333 4.7% 72% False False 30,702
40 8.115 6.230 1.885 26.7% 0.307 4.3% 44% False False 22,228
60 8.115 6.230 1.885 26.7% 0.286 4.1% 44% False False 16,426
80 9.100 6.230 2.870 40.7% 0.258 3.7% 29% False False 13,155
100 9.290 6.230 3.060 43.4% 0.234 3.3% 27% False False 10,817
120 9.290 6.230 3.060 43.4% 0.220 3.1% 27% False False 9,228
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.083
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 8.564
2.618 8.001
1.618 7.656
1.000 7.443
0.618 7.311
HIGH 7.098
0.618 6.966
0.500 6.926
0.382 6.885
LOW 6.753
0.618 6.540
1.000 6.408
1.618 6.195
2.618 5.850
4.250 5.287
Fisher Pivots for day following 01-Oct-2007
Pivot 1 day 3 day
R1 7.009 7.007
PP 6.967 6.964
S1 6.926 6.921

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

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