NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 20-Sep-2007
Day Change Summary
Previous Current
19-Sep-2007 20-Sep-2007 Change Change % Previous Week
Open 7.860 7.590 -0.270 -3.4% 7.279
High 7.860 7.856 -0.004 -0.1% 7.950
Low 7.600 7.484 -0.116 -1.5% 7.165
Close 7.615 7.793 0.178 2.3% 7.754
Range 0.260 0.372 0.112 43.1% 0.785
ATR 0.254 0.262 0.008 3.3% 0.000
Volume 14,623 11,427 -3,196 -21.9% 54,973
Daily Pivots for day following 20-Sep-2007
Classic Woodie Camarilla DeMark
R4 8.827 8.682 7.998
R3 8.455 8.310 7.895
R2 8.083 8.083 7.861
R1 7.938 7.938 7.827 8.011
PP 7.711 7.711 7.711 7.747
S1 7.566 7.566 7.759 7.639
S2 7.339 7.339 7.725
S3 6.967 7.194 7.691
S4 6.595 6.822 7.588
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 9.978 9.651 8.186
R3 9.193 8.866 7.970
R2 8.408 8.408 7.898
R1 8.081 8.081 7.826 8.245
PP 7.623 7.623 7.623 7.705
S1 7.296 7.296 7.682 7.460
S2 6.838 6.838 7.610
S3 6.053 6.511 7.538
S4 5.268 5.726 7.322
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.980 7.484 0.496 6.4% 0.291 3.7% 62% False True 11,452
10 7.980 7.165 0.815 10.5% 0.282 3.6% 77% False False 11,423
20 7.980 7.165 0.815 10.5% 0.237 3.0% 77% False False 8,449
40 8.800 7.165 1.635 21.0% 0.239 3.1% 38% False False 7,085
60 8.800 7.165 1.635 21.0% 0.225 2.9% 38% False False 5,671
80 9.838 7.165 2.673 34.3% 0.212 2.7% 23% False False 4,881
100 9.912 7.165 2.747 35.2% 0.196 2.5% 23% False False 4,098
120 9.912 7.165 2.747 35.2% 0.189 2.4% 23% False False 3,571
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 0.043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.437
2.618 8.830
1.618 8.458
1.000 8.228
0.618 8.086
HIGH 7.856
0.618 7.714
0.500 7.670
0.382 7.626
LOW 7.484
0.618 7.254
1.000 7.112
1.618 6.882
2.618 6.510
4.250 5.903
Fisher Pivots for day following 20-Sep-2007
Pivot 1 day 3 day
R1 7.752 7.773
PP 7.711 7.752
S1 7.670 7.732

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

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