NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 01-Nov-2007
Day Change Summary
Previous Current
31-Oct-2007 01-Nov-2007 Change Change % Previous Week
Open 7.991 8.373 0.382 4.8% 7.739
High 8.475 8.677 0.202 2.4% 7.846
Low 7.991 8.231 0.240 3.0% 7.365
Close 8.330 8.637 0.307 3.7% 7.808
Range 0.484 0.446 -0.038 -7.9% 0.481
ATR 0.264 0.277 0.013 4.9% 0.000
Volume 63,337 68,121 4,784 7.6% 147,071
Daily Pivots for day following 01-Nov-2007
Classic Woodie Camarilla DeMark
R4 9.853 9.691 8.882
R3 9.407 9.245 8.760
R2 8.961 8.961 8.719
R1 8.799 8.799 8.678 8.880
PP 8.515 8.515 8.515 8.556
S1 8.353 8.353 8.596 8.434
S2 8.069 8.069 8.555
S3 7.623 7.907 8.514
S4 7.177 7.461 8.392
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 8.677 7.675 1.002 11.6% 0.307 3.6% 96% True False 48,422
10 8.677 7.365 1.312 15.2% 0.300 3.5% 97% True False 39,230
20 8.677 7.365 1.312 15.2% 0.260 3.0% 97% True False 36,481
40 8.677 7.165 1.512 17.5% 0.258 3.0% 97% True False 25,022
60 8.800 7.165 1.635 18.9% 0.248 2.9% 90% False False 18,713
80 8.800 7.165 1.635 18.9% 0.238 2.8% 90% False False 15,003
100 9.830 7.165 2.665 30.9% 0.232 2.7% 55% False False 12,637
120 9.912 7.165 2.747 31.8% 0.215 2.5% 54% False False 10,727
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.058
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10.573
2.618 9.845
1.618 9.399
1.000 9.123
0.618 8.953
HIGH 8.677
0.618 8.507
0.500 8.454
0.382 8.401
LOW 8.231
0.618 7.955
1.000 7.785
1.618 7.509
2.618 7.063
4.250 6.336
Fisher Pivots for day following 01-Nov-2007
Pivot 1 day 3 day
R1 8.576 8.528
PP 8.515 8.418
S1 8.454 8.309

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

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