NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 02-Oct-2007
Day Change Summary
Previous Current
01-Oct-2007 02-Oct-2007 Change Change % Previous Week
Open 6.860 7.080 0.220 3.2% 6.905
High 7.098 7.455 0.357 5.0% 7.255
Low 6.753 7.065 0.312 4.6% 6.744
Close 7.050 7.427 0.377 5.3% 6.870
Range 0.345 0.390 0.045 13.0% 0.511
ATR 0.314 0.320 0.007 2.1% 0.000
Volume 36,712 62,523 25,811 70.3% 191,727
Daily Pivots for day following 02-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.486 8.346 7.642
R3 8.096 7.956 7.534
R2 7.706 7.706 7.499
R1 7.566 7.566 7.463 7.636
PP 7.316 7.316 7.316 7.351
S1 7.176 7.176 7.391 7.246
S2 6.926 6.926 7.356
S3 6.536 6.786 7.320
S4 6.146 6.396 7.213
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 7.455 6.744 0.711 9.6% 0.289 3.9% 96% True False 46,379
10 7.455 6.700 0.755 10.2% 0.316 4.3% 96% True False 39,579
20 7.455 6.230 1.225 16.5% 0.335 4.5% 98% True False 33,338
40 8.115 6.230 1.885 25.4% 0.312 4.2% 64% False False 23,594
60 8.115 6.230 1.885 25.4% 0.289 3.9% 64% False False 17,420
80 9.100 6.230 2.870 38.6% 0.262 3.5% 42% False False 13,905
100 9.290 6.230 3.060 41.2% 0.237 3.2% 39% False False 11,433
120 9.290 6.230 3.060 41.2% 0.222 3.0% 39% False False 9,744
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 0.082
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 9.113
2.618 8.476
1.618 8.086
1.000 7.845
0.618 7.696
HIGH 7.455
0.618 7.306
0.500 7.260
0.382 7.214
LOW 7.065
0.618 6.824
1.000 6.675
1.618 6.434
2.618 6.044
4.250 5.408
Fisher Pivots for day following 02-Oct-2007
Pivot 1 day 3 day
R1 7.371 7.319
PP 7.316 7.212
S1 7.260 7.104

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

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