NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 27-Sep-2007
Day Change Summary
Previous Current
26-Sep-2007 27-Sep-2007 Change Change % Previous Week
Open 7.790 7.722 -0.068 -0.9% 7.815
High 7.835 7.739 -0.096 -1.2% 8.030
Low 7.659 7.500 -0.159 -2.1% 7.484
Close 7.746 7.694 -0.052 -0.7% 7.820
Range 0.176 0.239 0.063 35.8% 0.546
ATR 0.254 0.253 -0.001 -0.2% 0.000
Volume 13,951 13,327 -624 -4.5% 61,777
Daily Pivots for day following 27-Sep-2007
Classic Woodie Camarilla DeMark
R4 8.361 8.267 7.825
R3 8.122 8.028 7.760
R2 7.883 7.883 7.738
R1 7.789 7.789 7.716 7.717
PP 7.644 7.644 7.644 7.608
S1 7.550 7.550 7.672 7.478
S2 7.405 7.405 7.650
S3 7.166 7.311 7.628
S4 6.927 7.072 7.563
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 7.500 0.530 6.9% 0.235 3.1% 37% False True 12,723
10 8.030 7.484 0.546 7.1% 0.263 3.4% 38% False False 12,087
20 8.030 7.165 0.865 11.2% 0.251 3.3% 61% False False 10,433
40 8.800 7.165 1.635 21.3% 0.238 3.1% 32% False False 8,215
60 8.800 7.165 1.635 21.3% 0.232 3.0% 32% False False 6,496
80 9.830 7.165 2.665 34.6% 0.218 2.8% 20% False False 5,616
100 9.912 7.165 2.747 35.7% 0.201 2.6% 19% False False 4,681
120 9.912 7.165 2.747 35.7% 0.193 2.5% 19% False False 4,032
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.046
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8.755
2.618 8.365
1.618 8.126
1.000 7.978
0.618 7.887
HIGH 7.739
0.618 7.648
0.500 7.620
0.382 7.591
LOW 7.500
0.618 7.352
1.000 7.261
1.618 7.113
2.618 6.874
4.250 6.484
Fisher Pivots for day following 27-Sep-2007
Pivot 1 day 3 day
R1 7.669 7.725
PP 7.644 7.715
S1 7.620 7.704

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

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