NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 05-Jan-2007
Day Change Summary
Previous Current
04-Jan-2007 05-Jan-2007 Change Change % Previous Week
Open 7.830 7.774 -0.056 -0.7% 7.750
High 7.938 7.800 -0.138 -1.7% 7.938
Low 7.720 7.688 -0.032 -0.4% 7.688
Close 7.780 7.782 0.002 0.0% 7.782
Range 0.218 0.112 -0.106 -48.6% 0.250
ATR 0.157 0.154 -0.003 -2.1% 0.000
Volume 467 116 -351 -75.2% 1,046
Daily Pivots for day following 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 8.093 8.049 7.844
R3 7.981 7.937 7.813
R2 7.869 7.869 7.803
R1 7.825 7.825 7.792 7.847
PP 7.757 7.757 7.757 7.768
S1 7.713 7.713 7.772 7.735
S2 7.645 7.645 7.761
S3 7.533 7.601 7.751
S4 7.421 7.489 7.720
Weekly Pivots for week ending 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 8.553 8.417 7.920
R3 8.303 8.167 7.851
R2 8.053 8.053 7.828
R1 7.917 7.917 7.805 7.985
PP 7.803 7.803 7.803 7.837
S1 7.667 7.667 7.759 7.735
S2 7.553 7.553 7.736
S3 7.303 7.417 7.713
S4 7.053 7.167 7.645
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.938 7.688 0.250 3.2% 0.134 1.7% 38% False True 209
10 8.180 7.650 0.530 6.8% 0.131 1.7% 25% False False 184
20 8.720 7.650 1.070 13.7% 0.118 1.5% 12% False False 292
40 9.090 7.650 1.440 18.5% 0.107 1.4% 9% False False 372
60 9.090 7.650 1.440 18.5% 0.103 1.3% 9% False False 512
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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.276
2.618 8.093
1.618 7.981
1.000 7.912
0.618 7.869
HIGH 7.800
0.618 7.757
0.500 7.744
0.382 7.731
LOW 7.688
0.618 7.619
1.000 7.576
1.618 7.507
2.618 7.395
4.250 7.212
Fisher Pivots for day following 05-Jan-2007
Pivot 1 day 3 day
R1 7.769 7.813
PP 7.757 7.803
S1 7.744 7.792

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

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