NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 31-Jan-2007
Day Change Summary
Previous Current
30-Jan-2007 31-Jan-2007 Change Change % Previous Week
Open 8.319 8.520 0.201 2.4% 8.190
High 8.576 8.670 0.094 1.1% 8.430
Low 8.310 8.479 0.169 2.0% 7.983
Close 8.581 8.566 -0.015 -0.2% 8.226
Range 0.266 0.191 -0.075 -28.2% 0.447
ATR 0.214 0.212 -0.002 -0.8% 0.000
Volume 299 967 668 223.4% 3,055
Daily Pivots for day following 31-Jan-2007
Classic Woodie Camarilla DeMark
R4 9.145 9.046 8.671
R3 8.954 8.855 8.619
R2 8.763 8.763 8.601
R1 8.664 8.664 8.584 8.714
PP 8.572 8.572 8.572 8.596
S1 8.473 8.473 8.548 8.523
S2 8.381 8.381 8.531
S3 8.190 8.282 8.513
S4 7.999 8.091 8.461
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 8.670 7.983 0.687 8.0% 0.208 2.4% 85% True False 472
10 8.670 7.637 1.033 12.1% 0.196 2.3% 90% True False 561
20 8.670 7.637 1.033 12.1% 0.175 2.0% 90% True False 495
40 8.749 7.637 1.112 13.0% 0.143 1.7% 84% False False 402
60 9.090 7.637 1.453 17.0% 0.127 1.5% 64% False False 417
80 9.090 7.637 1.453 17.0% 0.120 1.4% 64% False False 516
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 0.033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.482
2.618 9.170
1.618 8.979
1.000 8.861
0.618 8.788
HIGH 8.670
0.618 8.597
0.500 8.575
0.382 8.552
LOW 8.479
0.618 8.361
1.000 8.288
1.618 8.170
2.618 7.979
4.250 7.667
Fisher Pivots for day following 31-Jan-2007
Pivot 1 day 3 day
R1 8.575 8.509
PP 8.572 8.452
S1 8.569 8.395

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

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