NYMEX Natural Gas Future November 2007

Trading Metrics calculated at close of trading on 04-Oct-2006

Day Change Summary
	Previous	Current
	03-Oct-2006	04-Oct-2006	Change	Change %	Previous Week
Open	8.268	8.290	0.022	0.3%	7.950
High	8.310	8.470	0.160	1.9%	8.250
Low	8.150	8.290	0.140	1.7%	7.900
Close	8.274	8.390	0.116	1.4%	8.198
Range	0.160	0.180	0.020	12.5%	0.350
ATR
Volume	13	156	143	1,100.0%	9,452

Daily Pivots for day following 04-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	8.923	8.837	8.489
R3	8.743	8.657	8.440
R2	8.563	8.563	8.423
R1	8.477	8.477	8.407	8.520
PP	8.383	8.383	8.383	8.405
S1	8.297	8.297	8.374	8.340
S2	8.203	8.203	8.357
S3	8.023	8.117	8.341
S4	7.843	7.937	8.291

Weekly Pivots for week ending 29-Sep-2006
	Classic	Woodie	Camarilla	DeMark
R4	9.166	9.032	8.391
R3	8.816	8.682	8.294
R2	8.466	8.466	8.262
R1	8.332	8.332	8.230	8.399
PP	8.116	8.116	8.116	8.150
S1	7.982	7.982	8.166	8.049
S2	7.766	7.766	8.134
S3	7.416	7.632	8.102
S4	7.066	7.282	8.006

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8.470	7.990	0.480	5.7%	0.136	1.6%	83%	True	False	450
10	8.470	7.900	0.570	6.8%	0.140	1.7%	86%	True	False	1,323

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	0.023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	9.235
2.618	8.941
1.618	8.761
1.000	8.650
0.618	8.581
HIGH	8.470
0.618	8.401
0.500	8.380
0.382	8.359
LOW	8.290
0.618	8.179
1.000	8.110
1.618	7.999
2.618	7.819
4.250	7.525

Fisher Pivots for day following 04-Oct-2006
Pivot	1 day	3 day
R1	8.387	8.363
PP	8.383	8.337
S1	8.380	8.310

Download as Excel Spreadsheet

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

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