NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 02-Oct-2007
Day Change Summary
Previous Current
01-Oct-2007 02-Oct-2007 Change Change % Previous Week
Open 7.735 7.833 0.098 1.3% 7.803
High 7.822 8.076 0.254 3.2% 7.950
Low 7.598 7.820 0.222 2.9% 7.500
Close 7.797 8.067 0.270 3.5% 7.705
Range 0.224 0.256 0.032 14.3% 0.450
ATR 0.242 0.245 0.003 1.1% 0.000
Volume 9,446 23,635 14,189 150.2% 60,967
Daily Pivots for day following 02-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.756 8.667 8.208
R3 8.500 8.411 8.137
R2 8.244 8.244 8.114
R1 8.155 8.155 8.090 8.200
PP 7.988 7.988 7.988 8.010
S1 7.899 7.899 8.044 7.944
S2 7.732 7.732 8.020
S3 7.476 7.643 7.997
S4 7.220 7.387 7.926
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 9.068 8.837 7.953
R3 8.618 8.387 7.829
R2 8.168 8.168 7.788
R1 7.937 7.937 7.746 7.828
PP 7.718 7.718 7.718 7.664
S1 7.487 7.487 7.664 7.378
S2 7.268 7.268 7.623
S3 6.818 7.037 7.581
S4 6.368 6.587 7.458
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.076 7.500 0.576 7.1% 0.202 2.5% 98% True False 14,695
10 8.076 7.484 0.592 7.3% 0.241 3.0% 98% True False 13,586
20 8.076 7.165 0.911 11.3% 0.251 3.1% 99% True False 12,160
40 8.800 7.165 1.635 20.3% 0.240 3.0% 55% False False 9,087
60 8.800 7.165 1.635 20.3% 0.231 2.9% 55% False False 7,163
80 9.830 7.165 2.665 33.0% 0.222 2.7% 34% False False 6,131
100 9.912 7.165 2.747 34.1% 0.203 2.5% 33% False False 5,116
120 9.912 7.165 2.747 34.1% 0.193 2.4% 33% False False 4,402
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 0.046
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 9.164
2.618 8.746
1.618 8.490
1.000 8.332
0.618 8.234
HIGH 8.076
0.618 7.978
0.500 7.948
0.382 7.918
LOW 7.820
0.618 7.662
1.000 7.564
1.618 7.406
2.618 7.150
4.250 6.732
Fisher Pivots for day following 02-Oct-2007
Pivot 1 day 3 day
R1 8.027 7.990
PP 7.988 7.914
S1 7.948 7.837

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

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