NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 21-Nov-2007
Day Change Summary
Previous Current
20-Nov-2007 21-Nov-2007 Change Change % Previous Week
Open 7.753 7.478 -0.275 -3.5% 7.855
High 7.753 7.683 -0.070 -0.9% 8.123
Low 7.459 7.420 -0.039 -0.5% 7.650
Close 7.477 7.550 0.073 1.0% 8.001
Range 0.294 0.263 -0.031 -10.5% 0.473
ATR 0.313 0.310 -0.004 -1.1% 0.000
Volume 43,000 49,713 6,713 15.6% 279,790
Daily Pivots for day following 21-Nov-2007
Classic Woodie Camarilla DeMark
R4 8.340 8.208 7.695
R3 8.077 7.945 7.622
R2 7.814 7.814 7.598
R1 7.682 7.682 7.574 7.748
PP 7.551 7.551 7.551 7.584
S1 7.419 7.419 7.526 7.485
S2 7.288 7.288 7.502
S3 7.025 7.156 7.478
S4 6.762 6.893 7.405
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 9.344 9.145 8.261
R3 8.871 8.672 8.131
R2 8.398 8.398 8.088
R1 8.199 8.199 8.044 8.299
PP 7.925 7.925 7.925 7.974
S1 7.726 7.726 7.958 7.826
S2 7.452 7.452 7.914
S3 6.979 7.253 7.871
S4 6.506 6.780 7.741
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.130 7.420 0.710 9.4% 0.315 4.2% 18% False True 51,619
10 8.130 7.420 0.710 9.4% 0.300 4.0% 18% False True 56,661
20 8.712 7.420 1.292 17.1% 0.320 4.2% 10% False True 54,106
40 8.712 7.365 1.347 17.8% 0.279 3.7% 14% False False 41,085
60 8.712 7.165 1.547 20.5% 0.268 3.5% 25% False False 30,720
80 8.800 7.165 1.635 21.7% 0.259 3.4% 24% False False 24,520
100 8.800 7.165 1.635 21.7% 0.250 3.3% 24% False False 20,209
120 9.830 7.165 2.665 35.3% 0.238 3.2% 14% False False 17,334
Crabel Price Patterns
NR True
NR4 True
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 0.077
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8.801
2.618 8.372
1.618 8.109
1.000 7.946
0.618 7.846
HIGH 7.683
0.618 7.583
0.500 7.552
0.382 7.520
LOW 7.420
0.618 7.257
1.000 7.157
1.618 6.994
2.618 6.731
4.250 6.302
Fisher Pivots for day following 21-Nov-2007
Pivot 1 day 3 day
R1 7.552 7.775
PP 7.551 7.700
S1 7.551 7.625

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

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