NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 21-Sep-2007
Day Change Summary
Previous Current
20-Sep-2007 21-Sep-2007 Change Change % Previous Week
Open 7.590 7.731 0.141 1.9% 7.815
High 7.856 8.030 0.174 2.2% 8.030
Low 7.484 7.669 0.185 2.5% 7.484
Close 7.793 7.820 0.027 0.3% 7.820
Range 0.372 0.361 -0.011 -3.0% 0.546
ATR 0.262 0.269 0.007 2.7% 0.000
Volume 11,427 15,769 4,342 38.0% 61,777
Daily Pivots for day following 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 8.923 8.732 8.019
R3 8.562 8.371 7.919
R2 8.201 8.201 7.886
R1 8.010 8.010 7.853 8.106
PP 7.840 7.840 7.840 7.887
S1 7.649 7.649 7.787 7.745
S2 7.479 7.479 7.754
S3 7.118 7.288 7.721
S4 6.757 6.927 7.621
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 9.416 9.164 8.120
R3 8.870 8.618 7.970
R2 8.324 8.324 7.920
R1 8.072 8.072 7.870 8.198
PP 7.778 7.778 7.778 7.841
S1 7.526 7.526 7.770 7.652
S2 7.232 7.232 7.720
S3 6.686 6.980 7.670
S4 6.140 6.434 7.520
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.030 7.484 0.546 7.0% 0.314 4.0% 62% True False 12,355
10 8.030 7.165 0.865 11.1% 0.305 3.9% 76% True False 11,675
20 8.030 7.165 0.865 11.1% 0.246 3.1% 76% True False 9,020
40 8.800 7.165 1.635 20.9% 0.244 3.1% 40% False False 7,378
60 8.800 7.165 1.635 20.9% 0.228 2.9% 40% False False 5,790
80 9.838 7.165 2.673 34.2% 0.216 2.8% 25% False False 5,057
100 9.912 7.165 2.747 35.1% 0.197 2.5% 24% False False 4,244
120 9.912 7.165 2.747 35.1% 0.191 2.4% 24% False False 3,698
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.047
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.564
2.618 8.975
1.618 8.614
1.000 8.391
0.618 8.253
HIGH 8.030
0.618 7.892
0.500 7.850
0.382 7.807
LOW 7.669
0.618 7.446
1.000 7.308
1.618 7.085
2.618 6.724
4.250 6.135
Fisher Pivots for day following 21-Sep-2007
Pivot 1 day 3 day
R1 7.850 7.799
PP 7.840 7.778
S1 7.830 7.757

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

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