NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 24-Sep-2007
Day Change Summary
Previous Current
21-Sep-2007 24-Sep-2007 Change Change % Previous Week
Open 7.731 7.803 0.072 0.9% 7.815
High 8.030 7.925 -0.105 -1.3% 8.030
Low 7.669 7.717 0.048 0.6% 7.484
Close 7.820 7.915 0.095 1.2% 7.820
Range 0.361 0.208 -0.153 -42.4% 0.546
ATR 0.269 0.265 -0.004 -1.6% 0.000
Volume 15,769 10,865 -4,904 -31.1% 61,777
Daily Pivots for day following 24-Sep-2007
Classic Woodie Camarilla DeMark
R4 8.476 8.404 8.029
R3 8.268 8.196 7.972
R2 8.060 8.060 7.953
R1 7.988 7.988 7.934 8.024
PP 7.852 7.852 7.852 7.871
S1 7.780 7.780 7.896 7.816
S2 7.644 7.644 7.877
S3 7.436 7.572 7.858
S4 7.228 7.364 7.801
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 6.9% 0.319 4.0% 79% False False 12,422
10 8.030 7.369 0.661 8.4% 0.292 3.7% 83% False False 11,894
20 8.030 7.165 0.865 10.9% 0.249 3.1% 87% False False 9,418
40 8.800 7.165 1.635 20.7% 0.245 3.1% 46% False False 7,602
60 8.800 7.165 1.635 20.7% 0.228 2.9% 46% False False 5,948
80 9.830 7.165 2.665 33.7% 0.216 2.7% 28% False False 5,185
100 9.912 7.165 2.747 34.7% 0.198 2.5% 27% False False 4,333
120 9.912 7.165 2.747 34.7% 0.191 2.4% 27% False False 3,780
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 8.809
2.618 8.470
1.618 8.262
1.000 8.133
0.618 8.054
HIGH 7.925
0.618 7.846
0.500 7.821
0.382 7.796
LOW 7.717
0.618 7.588
1.000 7.509
1.618 7.380
2.618 7.172
4.250 6.833
Fisher Pivots for day following 24-Sep-2007
Pivot 1 day 3 day
R1 7.884 7.862
PP 7.852 7.810
S1 7.821 7.757

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

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