NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 26-Jan-2007
Day Change Summary
Previous Current
25-Jan-2007 26-Jan-2007 Change Change % Previous Week
Open 8.115 8.020 -0.095 -1.2% 8.190
High 8.160 8.204 0.044 0.5% 8.430
Low 7.983 8.020 0.037 0.5% 7.983
Close 7.982 8.226 0.244 3.1% 8.226
Range 0.177 0.184 0.007 4.0% 0.447
ATR 0.192 0.194 0.002 1.1% 0.000
Volume 510 392 -118 -23.1% 3,055
Daily Pivots for day following 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 8.702 8.648 8.327
R3 8.518 8.464 8.277
R2 8.334 8.334 8.260
R1 8.280 8.280 8.243 8.307
PP 8.150 8.150 8.150 8.164
S1 8.096 8.096 8.209 8.123
S2 7.966 7.966 8.192
S3 7.782 7.912 8.175
S4 7.598 7.728 8.125
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 9.554 9.337 8.472
R3 9.107 8.890 8.349
R2 8.660 8.660 8.308
R1 8.443 8.443 8.267 8.552
PP 8.213 8.213 8.213 8.267
S1 7.996 7.996 8.185 8.105
S2 7.766 7.766 8.144
S3 7.319 7.549 8.103
S4 6.872 7.102 7.980
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.430 7.983 0.447 5.4% 0.178 2.2% 54% False False 611
10 8.430 7.637 0.793 9.6% 0.183 2.2% 74% False False 627
20 8.430 7.637 0.793 9.6% 0.161 2.0% 74% False False 452
40 8.950 7.637 1.313 16.0% 0.130 1.6% 45% False False 404
60 9.090 7.637 1.453 17.7% 0.122 1.5% 41% False False 439
80 9.090 7.637 1.453 17.7% 0.117 1.4% 41% False False 531
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.030
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8.986
2.618 8.686
1.618 8.502
1.000 8.388
0.618 8.318
HIGH 8.204
0.618 8.134
0.500 8.112
0.382 8.090
LOW 8.020
0.618 7.906
1.000 7.836
1.618 7.722
2.618 7.538
4.250 7.238
Fisher Pivots for day following 26-Jan-2007
Pivot 1 day 3 day
R1 8.188 8.200
PP 8.150 8.173
S1 8.112 8.147

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

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