NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 05-Nov-2007
Day Change Summary
Previous Current
02-Nov-2007 05-Nov-2007 Change Change % Previous Week
Open 8.639 8.340 -0.299 -3.5% 7.842
High 8.712 8.340 -0.372 -4.3% 8.712
Low 8.342 7.920 -0.422 -5.1% 7.819
Close 8.418 7.999 -0.419 -5.0% 8.418
Range 0.370 0.420 0.050 13.5% 0.893
ATR 0.284 0.299 0.015 5.4% 0.000
Volume 79,920 50,935 -28,985 -36.3% 293,046
Daily Pivots for day following 05-Nov-2007
Classic Woodie Camarilla DeMark
R4 9.346 9.093 8.230
R3 8.926 8.673 8.115
R2 8.506 8.506 8.076
R1 8.253 8.253 8.038 8.170
PP 8.086 8.086 8.086 8.045
S1 7.833 7.833 7.961 7.750
S2 7.666 7.666 7.922
S3 7.246 7.413 7.884
S4 6.826 6.993 7.768
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 10.995 10.600 8.909
R3 10.102 9.707 8.664
R2 9.209 9.209 8.582
R1 8.814 8.814 8.500 9.012
PP 8.316 8.316 8.316 8.415
S1 7.921 7.921 8.336 8.119
S2 7.423 7.423 8.254
S3 6.530 7.028 8.172
S4 5.637 6.135 7.927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.712 7.920 0.792 9.9% 0.391 4.9% 10% False True 63,360
10 8.712 7.365 1.347 16.8% 0.317 4.0% 47% False False 47,060
20 8.712 7.365 1.347 16.8% 0.275 3.4% 47% False False 40,145
40 8.712 7.365 1.347 16.8% 0.266 3.3% 47% False False 27,745
60 8.800 7.165 1.635 20.4% 0.252 3.2% 51% False False 20,666
80 8.800 7.165 1.635 20.4% 0.244 3.0% 51% False False 16,574
100 9.620 7.165 2.455 30.7% 0.237 3.0% 34% False False 13,923
120 9.838 7.165 2.673 33.4% 0.218 2.7% 31% False False 11,806
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.062
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10.125
2.618 9.440
1.618 9.020
1.000 8.760
0.618 8.600
HIGH 8.340
0.618 8.180
0.500 8.130
0.382 8.080
LOW 7.920
0.618 7.660
1.000 7.500
1.618 7.240
2.618 6.820
4.250 6.135
Fisher Pivots for day following 05-Nov-2007
Pivot 1 day 3 day
R1 8.130 8.316
PP 8.086 8.210
S1 8.043 8.105

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

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