NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 03-Oct-2007
Day Change Summary
Previous Current
02-Oct-2007 03-Oct-2007 Change Change % Previous Week
Open 7.833 8.067 0.234 3.0% 7.803
High 8.076 8.130 0.054 0.7% 7.950
Low 7.820 7.855 0.035 0.4% 7.500
Close 8.067 7.915 -0.152 -1.9% 7.705
Range 0.256 0.275 0.019 7.4% 0.450
ATR 0.245 0.247 0.002 0.9% 0.000
Volume 23,635 28,624 4,989 21.1% 60,967
Daily Pivots for day following 03-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.792 8.628 8.066
R3 8.517 8.353 7.991
R2 8.242 8.242 7.965
R1 8.078 8.078 7.940 8.023
PP 7.967 7.967 7.967 7.939
S1 7.803 7.803 7.890 7.748
S2 7.692 7.692 7.865
S3 7.417 7.528 7.839
S4 7.142 7.253 7.764
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 8.130 7.500 0.630 8.0% 0.222 2.8% 66% True False 17,630
10 8.130 7.484 0.646 8.2% 0.242 3.1% 67% True False 14,986
20 8.130 7.165 0.965 12.2% 0.255 3.2% 78% True False 13,058
40 8.800 7.165 1.635 20.7% 0.242 3.1% 46% False False 9,636
60 8.800 7.165 1.635 20.7% 0.231 2.9% 46% False False 7,584
80 9.830 7.165 2.665 33.7% 0.224 2.8% 28% False False 6,476
100 9.912 7.165 2.747 34.7% 0.205 2.6% 27% False False 5,397
120 9.912 7.165 2.747 34.7% 0.194 2.5% 27% False False 4,637
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 0.052
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 9.299
2.618 8.850
1.618 8.575
1.000 8.405
0.618 8.300
HIGH 8.130
0.618 8.025
0.500 7.993
0.382 7.960
LOW 7.855
0.618 7.685
1.000 7.580
1.618 7.410
2.618 7.135
4.250 6.686
Fisher Pivots for day following 03-Oct-2007
Pivot 1 day 3 day
R1 7.993 7.898
PP 7.967 7.881
S1 7.941 7.864

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

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