NYMEX Natural Gas Future November 2007

Trading Metrics calculated at close of trading on 03-Nov-2006

Day Change Summary
	Previous	Current
	02-Nov-2006	03-Nov-2006	Change	Change %	Previous Week
Open	8.450	8.550	0.100	1.2%	8.180
High	8.500	8.750	0.250	2.9%	8.750
Low	8.390	8.550	0.160	1.9%	8.090
Close	8.553	8.666	0.113	1.3%	8.666
Range	0.110	0.200	0.090	81.8%	0.660
ATR	0.140	0.144	0.004	3.1%	0.000
Volume	34	36	2	5.9%	3,378

Daily Pivots for day following 03-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	9.255	9.161	8.776
R3	9.055	8.961	8.721
R2	8.855	8.855	8.703
R1	8.761	8.761	8.684	8.808
PP	8.655	8.655	8.655	8.679
S1	8.561	8.561	8.648	8.608
S2	8.455	8.455	8.629
S3	8.255	8.361	8.611
S4	8.055	8.161	8.556

Weekly Pivots for week ending 03-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	10.482	10.234	9.029
R3	9.822	9.574	8.848
R2	9.162	9.162	8.787
R1	8.914	8.914	8.727	9.038
PP	8.502	8.502	8.502	8.564
S1	8.254	8.254	8.606	8.378
S2	7.842	7.842	8.545
S3	7.182	7.594	8.485
S4	6.522	6.934	8.303

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8.750	8.090	0.660	7.6%	0.126	1.5%	87%	True	False	675
10	8.750	8.090	0.660	7.6%	0.098	1.1%	87%	True	False	1,074
20	8.780	8.090	0.690	8.0%	0.100	1.2%	83%	False	False	815

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	9.600
2.618	9.274
1.618	9.074
1.000	8.950
0.618	8.874
HIGH	8.750
0.618	8.674
0.500	8.650
0.382	8.626
LOW	8.550
0.618	8.426
1.000	8.350
1.618	8.226
2.618	8.026
4.250	7.700

Fisher Pivots for day following 03-Nov-2006
Pivot	1 day	3 day
R1	8.661	8.614
PP	8.655	8.562
S1	8.650	8.510

Download as Excel Spreadsheet

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

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