NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 20-Jul-2007
Day Change Summary
Previous Current
19-Jul-2007 20-Jul-2007 Change Change % Previous Week
Open 8.492 8.613 0.121 1.4% 8.325
High 8.676 8.627 -0.049 -0.6% 8.676
Low 8.469 8.400 -0.069 -0.8% 8.096
Close 8.643 8.451 -0.192 -2.2% 8.451
Range 0.207 0.227 0.020 9.7% 0.580
ATR 0.212 0.214 0.002 1.0% 0.000
Volume 2,821 3,937 1,116 39.6% 13,790
Daily Pivots for day following 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 9.174 9.039 8.576
R3 8.947 8.812 8.513
R2 8.720 8.720 8.493
R1 8.585 8.585 8.472 8.539
PP 8.493 8.493 8.493 8.470
S1 8.358 8.358 8.430 8.312
S2 8.266 8.266 8.409
S3 8.039 8.131 8.389
S4 7.812 7.904 8.326
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 10.148 9.879 8.770
R3 9.568 9.299 8.611
R2 8.988 8.988 8.557
R1 8.719 8.719 8.504 8.854
PP 8.408 8.408 8.408 8.475
S1 8.139 8.139 8.398 8.274
S2 7.828 7.828 8.345
S3 7.248 7.559 8.292
S4 6.668 6.979 8.132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.676 8.096 0.580 6.9% 0.219 2.6% 61% False False 2,758
10 8.676 8.096 0.580 6.9% 0.219 2.6% 61% False False 2,878
20 8.967 8.096 0.871 10.3% 0.206 2.4% 41% False False 3,270
40 9.838 8.096 1.742 20.6% 0.180 2.1% 20% False False 2,488
60 9.912 8.096 1.816 21.5% 0.165 1.9% 20% False False 1,957
80 9.912 8.096 1.816 21.5% 0.162 1.9% 20% False False 1,702
100 9.912 8.096 1.816 21.5% 0.154 1.8% 20% False False 1,488
120 9.912 8.096 1.816 21.5% 0.157 1.9% 20% False False 1,359
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 0.037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.592
2.618 9.221
1.618 8.994
1.000 8.854
0.618 8.767
HIGH 8.627
0.618 8.540
0.500 8.514
0.382 8.487
LOW 8.400
0.618 8.260
1.000 8.173
1.618 8.033
2.618 7.806
4.250 7.435
Fisher Pivots for day following 20-Jul-2007
Pivot 1 day 3 day
R1 8.514 8.438
PP 8.493 8.424
S1 8.472 8.411

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

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