NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 11-Oct-2007
Day Change Summary
Previous Current
10-Oct-2007 11-Oct-2007 Change Change % Previous Week
Open 7.700 7.787 0.087 1.1% 7.735
High 7.767 7.800 0.033 0.4% 8.130
Low 7.637 7.607 -0.030 -0.4% 7.598
Close 7.725 7.641 -0.084 -1.1% 7.844
Range 0.130 0.193 0.063 48.5% 0.532
ATR 0.233 0.230 -0.003 -1.2% 0.000
Volume 43,211 45,061 1,850 4.3% 95,273
Daily Pivots for day following 11-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.262 8.144 7.747
R3 8.069 7.951 7.694
R2 7.876 7.876 7.676
R1 7.758 7.758 7.659 7.721
PP 7.683 7.683 7.683 7.664
S1 7.565 7.565 7.623 7.528
S2 7.490 7.490 7.606
S3 7.297 7.372 7.588
S4 7.104 7.179 7.535
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 9.453 9.181 8.137
R3 8.921 8.649 7.990
R2 8.389 8.389 7.942
R1 8.117 8.117 7.893 8.253
PP 7.857 7.857 7.857 7.926
S1 7.585 7.585 7.795 7.721
S2 7.325 7.325 7.746
S3 6.793 7.053 7.698
S4 6.261 6.521 7.551
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.006 7.584 0.422 5.5% 0.191 2.5% 14% False False 38,434
10 8.130 7.584 0.546 7.1% 0.207 2.7% 10% False False 28,558
20 8.130 7.484 0.646 8.5% 0.235 3.1% 24% False False 20,322
40 8.589 7.165 1.424 18.6% 0.230 3.0% 33% False False 13,837
60 8.800 7.165 1.635 21.4% 0.230 3.0% 29% False False 10,818
80 9.225 7.165 2.060 27.0% 0.225 2.9% 23% False False 8,948
100 9.838 7.165 2.673 35.0% 0.209 2.7% 18% False False 7,459
120 9.912 7.165 2.747 36.0% 0.196 2.6% 17% False False 6,361
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.049
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.620
2.618 8.305
1.618 8.112
1.000 7.993
0.618 7.919
HIGH 7.800
0.618 7.726
0.500 7.704
0.382 7.681
LOW 7.607
0.618 7.488
1.000 7.414
1.618 7.295
2.618 7.102
4.250 6.787
Fisher Pivots for day following 11-Oct-2007
Pivot 1 day 3 day
R1 7.704 7.692
PP 7.683 7.675
S1 7.662 7.658

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

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