NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 12-Oct-2007
Day Change Summary
Previous Current
11-Oct-2007 12-Oct-2007 Change Change % Previous Week
Open 7.787 7.643 -0.144 -1.8% 7.750
High 7.800 7.695 -0.105 -1.3% 7.896
Low 7.607 7.536 -0.071 -0.9% 7.536
Close 7.641 7.681 0.040 0.5% 7.681
Range 0.193 0.159 -0.034 -17.6% 0.360
ATR 0.230 0.225 -0.005 -2.2% 0.000
Volume 45,061 47,538 2,477 5.5% 224,728
Daily Pivots for day following 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.114 8.057 7.768
R3 7.955 7.898 7.725
R2 7.796 7.796 7.710
R1 7.739 7.739 7.696 7.768
PP 7.637 7.637 7.637 7.652
S1 7.580 7.580 7.666 7.609
S2 7.478 7.478 7.652
S3 7.319 7.421 7.637
S4 7.160 7.262 7.594
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.784 8.593 7.879
R3 8.424 8.233 7.780
R2 8.064 8.064 7.747
R1 7.873 7.873 7.714 7.789
PP 7.704 7.704 7.704 7.662
S1 7.513 7.513 7.648 7.429
S2 7.344 7.344 7.615
S3 6.984 7.153 7.582
S4 6.624 6.793 7.483
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.896 7.536 0.360 4.7% 0.177 2.3% 40% False True 44,945
10 8.130 7.536 0.594 7.7% 0.211 2.8% 24% False True 32,000
20 8.130 7.484 0.646 8.4% 0.231 3.0% 30% False False 22,137
40 8.238 7.165 1.073 14.0% 0.227 3.0% 48% False False 14,836
60 8.800 7.165 1.635 21.3% 0.229 3.0% 32% False False 11,545
80 8.967 7.165 1.802 23.5% 0.223 2.9% 29% False False 9,476
100 9.838 7.165 2.673 34.8% 0.209 2.7% 19% False False 7,922
120 9.912 7.165 2.747 35.8% 0.197 2.6% 19% False False 6,751
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.054
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.371
2.618 8.111
1.618 7.952
1.000 7.854
0.618 7.793
HIGH 7.695
0.618 7.634
0.500 7.616
0.382 7.597
LOW 7.536
0.618 7.438
1.000 7.377
1.618 7.279
2.618 7.120
4.250 6.860
Fisher Pivots for day following 12-Oct-2007
Pivot 1 day 3 day
R1 7.659 7.677
PP 7.637 7.672
S1 7.616 7.668

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

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