NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 12-Jan-2007
Day Change Summary
Previous Current
11-Jan-2007 12-Jan-2007 Change Change % Previous Week
Open 7.951 7.790 -0.161 -2.0% 7.970
High 7.980 7.980 0.000 0.0% 8.076
Low 7.760 7.781 0.021 0.3% 7.760
Close 7.762 7.957 0.195 2.5% 7.957
Range 0.220 0.199 -0.021 -9.5% 0.316
ATR 0.165 0.169 0.004 2.3% 0.000
Volume 982 1,254 272 27.7% 2,838
Daily Pivots for day following 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 8.503 8.429 8.066
R3 8.304 8.230 8.012
R2 8.105 8.105 7.993
R1 8.031 8.031 7.975 8.068
PP 7.906 7.906 7.906 7.925
S1 7.832 7.832 7.939 7.869
S2 7.707 7.707 7.921
S3 7.508 7.633 7.902
S4 7.309 7.434 7.848
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 8.879 8.734 8.131
R3 8.563 8.418 8.044
R2 8.247 8.247 8.015
R1 8.102 8.102 7.986 8.017
PP 7.931 7.931 7.931 7.888
S1 7.786 7.786 7.928 7.701
S2 7.615 7.615 7.899
S3 7.299 7.470 7.870
S4 6.983 7.154 7.783
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.076 7.760 0.316 4.0% 0.154 1.9% 62% False False 567
10 8.076 7.688 0.388 4.9% 0.144 1.8% 69% False False 388
20 8.390 7.650 0.740 9.3% 0.132 1.7% 41% False False 326
40 9.090 7.650 1.440 18.1% 0.113 1.4% 21% False False 406
60 9.090 7.650 1.440 18.1% 0.108 1.4% 21% False False 495
80 9.090 7.650 1.440 18.1% 0.112 1.4% 21% False False 632
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.826
2.618 8.501
1.618 8.302
1.000 8.179
0.618 8.103
HIGH 7.980
0.618 7.904
0.500 7.881
0.382 7.857
LOW 7.781
0.618 7.658
1.000 7.582
1.618 7.459
2.618 7.260
4.250 6.935
Fisher Pivots for day following 12-Jan-2007
Pivot 1 day 3 day
R1 7.932 7.944
PP 7.906 7.931
S1 7.881 7.918

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

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