NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 01-Feb-2007
Day Change Summary
Previous Current
31-Jan-2007 01-Feb-2007 Change Change % Previous Week
Open 8.520 8.660 0.140 1.6% 8.190
High 8.670 8.694 0.024 0.3% 8.430
Low 8.479 8.376 -0.103 -1.2% 7.983
Close 8.566 8.531 -0.035 -0.4% 8.226
Range 0.191 0.318 0.127 66.5% 0.447
ATR 0.212 0.220 0.008 3.5% 0.000
Volume 967 1,102 135 14.0% 3,055
Daily Pivots for day following 01-Feb-2007
Classic Woodie Camarilla DeMark
R4 9.488 9.327 8.706
R3 9.170 9.009 8.618
R2 8.852 8.852 8.589
R1 8.691 8.691 8.560 8.613
PP 8.534 8.534 8.534 8.494
S1 8.373 8.373 8.502 8.295
S2 8.216 8.216 8.473
S3 7.898 8.055 8.444
S4 7.580 7.737 8.356
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 8.694 8.020 0.674 7.9% 0.236 2.8% 76% True False 591
10 8.694 7.832 0.862 10.1% 0.213 2.5% 81% True False 602
20 8.694 7.637 1.057 12.4% 0.186 2.2% 85% True False 550
40 8.749 7.637 1.112 13.0% 0.147 1.7% 80% False False 419
60 9.090 7.637 1.453 17.0% 0.131 1.5% 62% False False 433
80 9.090 7.637 1.453 17.0% 0.123 1.4% 62% False False 528
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 94 trading days
Fibonacci Retracements and Extensions
4.250 10.046
2.618 9.527
1.618 9.209
1.000 9.012
0.618 8.891
HIGH 8.694
0.618 8.573
0.500 8.535
0.382 8.497
LOW 8.376
0.618 8.179
1.000 8.058
1.618 7.861
2.618 7.543
4.250 7.025
Fisher Pivots for day following 01-Feb-2007
Pivot 1 day 3 day
R1 8.535 8.521
PP 8.534 8.512
S1 8.532 8.502

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

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