NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 26-Oct-2007
Day Change Summary
Previous Current
25-Oct-2007 26-Oct-2007 Change Change % Previous Week
Open 7.678 7.795 0.117 1.5% 7.739
High 7.825 7.846 0.021 0.3% 7.846
Low 7.560 7.675 0.115 1.5% 7.365
Close 7.816 7.808 -0.008 -0.1% 7.808
Range 0.265 0.171 -0.094 -35.5% 0.481
ATR 0.257 0.251 -0.006 -2.4% 0.000
Volume 32,981 28,984 -3,997 -12.1% 147,071
Daily Pivots for day following 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.289 8.220 7.902
R3 8.118 8.049 7.855
R2 7.947 7.947 7.839
R1 7.878 7.878 7.824 7.913
PP 7.776 7.776 7.776 7.794
S1 7.707 7.707 7.792 7.742
S2 7.605 7.605 7.777
S3 7.434 7.536 7.761
S4 7.263 7.365 7.714
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 9.116 8.943 8.073
R3 8.635 8.462 7.940
R2 8.154 8.154 7.896
R1 7.981 7.981 7.852 8.068
PP 7.673 7.673 7.673 7.716
S1 7.500 7.500 7.764 7.587
S2 7.192 7.192 7.720
S3 6.711 7.019 7.676
S4 6.230 6.538 7.543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.846 7.365 0.481 6.2% 0.255 3.3% 92% True False 29,414
10 8.256 7.365 0.891 11.4% 0.272 3.5% 50% False False 27,678
20 8.256 7.365 0.891 11.4% 0.242 3.1% 50% False False 29,839
40 8.256 7.165 1.091 14.0% 0.242 3.1% 59% False False 20,361
60 8.800 7.165 1.635 20.9% 0.238 3.0% 39% False False 15,557
80 8.800 7.165 1.635 20.9% 0.233 3.0% 39% False False 12,478
100 9.830 7.165 2.665 34.1% 0.223 2.9% 24% False False 10,575
120 9.912 7.165 2.747 35.2% 0.208 2.7% 23% False False 8,971
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 0.063
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 8.573
2.618 8.294
1.618 8.123
1.000 8.017
0.618 7.952
HIGH 7.846
0.618 7.781
0.500 7.761
0.382 7.740
LOW 7.675
0.618 7.569
1.000 7.504
1.618 7.398
2.618 7.227
4.250 6.948
Fisher Pivots for day following 26-Oct-2007
Pivot 1 day 3 day
R1 7.792 7.750
PP 7.776 7.692
S1 7.761 7.634

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

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