NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 20-Aug-2007
Day Change Summary
Previous Current
17-Aug-2007 20-Aug-2007 Change Change % Previous Week
Open 8.310 8.125 -0.185 -2.2% 8.640
High 8.589 8.238 -0.351 -4.1% 8.800
Low 8.310 7.863 -0.447 -5.4% 8.220
Close 8.463 7.885 -0.578 -6.8% 8.463
Range 0.279 0.375 0.096 34.4% 0.580
ATR 0.244 0.269 0.025 10.5% 0.000
Volume 7,569 7,156 -413 -5.5% 31,945
Daily Pivots for day following 20-Aug-2007
Classic Woodie Camarilla DeMark
R4 9.120 8.878 8.091
R3 8.745 8.503 7.988
R2 8.370 8.370 7.954
R1 8.128 8.128 7.919 8.062
PP 7.995 7.995 7.995 7.962
S1 7.753 7.753 7.851 7.687
S2 7.620 7.620 7.816
S3 7.245 7.378 7.782
S4 6.870 7.003 7.679
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 10.234 9.929 8.782
R3 9.654 9.349 8.623
R2 9.074 9.074 8.569
R1 8.769 8.769 8.516 8.632
PP 8.494 8.494 8.494 8.426
S1 8.189 8.189 8.410 8.052
S2 7.914 7.914 8.357
S3 7.334 7.609 8.304
S4 6.754 7.029 8.144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.800 7.863 0.937 11.9% 0.314 4.0% 2% False True 6,582
10 8.800 7.863 0.937 11.9% 0.267 3.4% 2% False True 6,793
20 8.800 7.863 0.937 11.9% 0.241 3.1% 2% False True 5,211
40 8.801 7.863 0.938 11.9% 0.224 2.8% 2% False True 4,207
60 9.838 7.863 1.975 25.0% 0.201 2.5% 1% False True 3,420
80 9.912 7.863 2.049 26.0% 0.184 2.3% 1% False True 2,777
100 9.912 7.863 2.049 26.0% 0.179 2.3% 1% False True 2,410
120 9.912 7.863 2.049 26.0% 0.169 2.1% 1% False True 2,123
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 0.079
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 9.832
2.618 9.220
1.618 8.845
1.000 8.613
0.618 8.470
HIGH 8.238
0.618 8.095
0.500 8.051
0.382 8.006
LOW 7.863
0.618 7.631
1.000 7.488
1.618 7.256
2.618 6.881
4.250 6.269
Fisher Pivots for day following 20-Aug-2007
Pivot 1 day 3 day
R1 8.051 8.227
PP 7.995 8.113
S1 7.940 7.999

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

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