NYMEX Natural Gas Future November 2007

Trading Metrics calculated at close of trading on 24-Oct-2006

Day Change Summary
	Previous	Current
	23-Oct-2006	24-Oct-2006	Change	Change %	Previous Week
Open	8.570	8.510	-0.060	-0.7%	8.470
High	8.570	8.530	-0.040	-0.5%	8.760
Low	8.550	8.510	-0.040	-0.5%	8.470
Close	8.471	8.511	0.040	0.5%	8.626
Range	0.020	0.020	0.000	0.0%	0.290
ATR	0.144	0.138	-0.006	-4.2%	0.000
Volume	435	2,558	2,123	488.0%	2,725

Daily Pivots for day following 24-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	8.577	8.564	8.522
R3	8.557	8.544	8.517
R2	8.537	8.537	8.515
R1	8.524	8.524	8.513	8.531
PP	8.517	8.517	8.517	8.520
S1	8.504	8.504	8.509	8.511
S2	8.497	8.497	8.507
S3	8.477	8.484	8.506
S4	8.457	8.464	8.500

Weekly Pivots for week ending 20-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	9.489	9.347	8.786
R3	9.199	9.057	8.706
R2	8.909	8.909	8.679
R1	8.767	8.767	8.653	8.838
PP	8.619	8.619	8.619	8.654
S1	8.477	8.477	8.599	8.548
S2	8.329	8.329	8.573
S3	8.039	8.187	8.546
S4	7.749	7.897	8.467

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8.680	8.497	0.183	2.2%	0.064	0.8%	8%	False	False	731
10	8.780	8.300	0.480	5.6%	0.084	1.0%	44%	False	False	818
20	8.780	7.980	0.800	9.4%	0.103	1.2%	66%	False	False	674

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.008

Fibonacci Retracements and Extensions
4.250	8.615
2.618	8.582
1.618	8.562
1.000	8.550
0.618	8.542
HIGH	8.530
0.618	8.522
0.500	8.520
0.382	8.518
LOW	8.510
0.618	8.498
1.000	8.490
1.618	8.478
2.618	8.458
4.250	8.425

Fisher Pivots for day following 24-Oct-2006
Pivot	1 day	3 day
R1	8.520	8.590
PP	8.517	8.564
S1	8.514	8.537

Download as Excel Spreadsheet

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

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