NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 02-Jan-2007
Day Change Summary
Previous Current
01-Jan-2007 02-Jan-2007 Change Change % Previous Week
Open 7.750 7.830 0.080 1.0% 8.150
High 7.880 7.933 0.053 0.7% 8.180
Low 7.735 7.830 0.095 1.2% 7.650
Close 7.933 7.933 0.000 0.0% 7.933
Range 0.145 0.103 -0.042 -29.0% 0.530
ATR 0.158 0.154 -0.004 -2.5% 0.000
Volume 142 318 176 123.9% 795
Daily Pivots for day following 02-Jan-2007
Classic Woodie Camarilla DeMark
R4 8.208 8.173 7.990
R3 8.105 8.070 7.961
R2 8.002 8.002 7.952
R1 7.967 7.967 7.942 7.985
PP 7.899 7.899 7.899 7.907
S1 7.864 7.864 7.924 7.882
S2 7.796 7.796 7.914
S3 7.693 7.761 7.905
S4 7.590 7.658 7.876
Weekly Pivots for week ending 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 9.511 9.252 8.225
R3 8.981 8.722 8.079
R2 8.451 8.451 8.030
R1 8.192 8.192 7.982 8.057
PP 7.921 7.921 7.921 7.853
S1 7.662 7.662 7.884 7.527
S2 7.391 7.391 7.836
S3 6.861 7.132 7.787
S4 6.331 6.602 7.642
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.933 7.650 0.283 3.6% 0.121 1.5% 100% True False 186
10 8.365 7.650 0.715 9.0% 0.126 1.6% 40% False False 253
20 8.749 7.650 1.099 13.9% 0.111 1.4% 26% False False 309
40 9.090 7.650 1.440 18.2% 0.103 1.3% 20% False False 378
60 9.090 7.650 1.440 18.2% 0.102 1.3% 20% False False 523
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.371
2.618 8.203
1.618 8.100
1.000 8.036
0.618 7.997
HIGH 7.933
0.618 7.894
0.500 7.882
0.382 7.869
LOW 7.830
0.618 7.766
1.000 7.727
1.618 7.663
2.618 7.560
4.250 7.392
Fisher Pivots for day following 02-Jan-2007
Pivot 1 day 3 day
R1 7.916 7.900
PP 7.899 7.867
S1 7.882 7.834

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

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