NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 08-Jan-2007
Day Change Summary
Previous Current
05-Jan-2007 08-Jan-2007 Change Change % Previous Week
Open 7.774 7.970 0.196 2.5% 7.750
High 7.800 7.990 0.190 2.4% 7.938
Low 7.688 7.882 0.194 2.5% 7.688
Close 7.782 7.912 0.130 1.7% 7.782
Range 0.112 0.108 -0.004 -3.6% 0.250
ATR 0.154 0.158 0.004 2.5% 0.000
Volume 116 71 -45 -38.8% 1,046
Daily Pivots for day following 08-Jan-2007
Classic Woodie Camarilla DeMark
R4 8.252 8.190 7.971
R3 8.144 8.082 7.942
R2 8.036 8.036 7.932
R1 7.974 7.974 7.922 7.951
PP 7.928 7.928 7.928 7.917
S1 7.866 7.866 7.902 7.843
S2 7.820 7.820 7.892
S3 7.712 7.758 7.882
S4 7.604 7.650 7.853
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 7.990 7.688 0.302 3.8% 0.126 1.6% 74% True False 195
10 8.000 7.650 0.350 4.4% 0.134 1.7% 75% False False 172
20 8.720 7.650 1.070 13.5% 0.118 1.5% 24% False False 269
40 9.090 7.650 1.440 18.2% 0.107 1.4% 18% False False 364
60 9.090 7.650 1.440 18.2% 0.103 1.3% 18% False False 491
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 False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.449
2.618 8.273
1.618 8.165
1.000 8.098
0.618 8.057
HIGH 7.990
0.618 7.949
0.500 7.936
0.382 7.923
LOW 7.882
0.618 7.815
1.000 7.774
1.618 7.707
2.618 7.599
4.250 7.423
Fisher Pivots for day following 08-Jan-2007
Pivot 1 day 3 day
R1 7.936 7.888
PP 7.928 7.863
S1 7.920 7.839

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

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