NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 22-Feb-2007
Day Change Summary
Previous Current
21-Feb-2007 22-Feb-2007 Change Change % Previous Week
Open 8.600 8.710 0.110 1.3% 8.608
High 8.770 8.772 0.002 0.0% 8.640
Low 8.600 8.629 0.029 0.3% 8.386
Close 8.705 8.771 0.066 0.8% 8.593
Range 0.170 0.143 -0.027 -15.9% 0.254
ATR 0.193 0.189 -0.004 -1.9% 0.000
Volume 339 1,325 986 290.9% 2,553
Daily Pivots for day following 22-Feb-2007
Classic Woodie Camarilla DeMark
R4 9.153 9.105 8.850
R3 9.010 8.962 8.810
R2 8.867 8.867 8.797
R1 8.819 8.819 8.784 8.843
PP 8.724 8.724 8.724 8.736
S1 8.676 8.676 8.758 8.700
S2 8.581 8.581 8.745
S3 8.438 8.533 8.732
S4 8.295 8.390 8.692
Weekly Pivots for week ending 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 9.302 9.201 8.733
R3 9.048 8.947 8.663
R2 8.794 8.794 8.640
R1 8.693 8.693 8.616 8.617
PP 8.540 8.540 8.540 8.501
S1 8.439 8.439 8.570 8.363
S2 8.286 8.286 8.546
S3 8.032 8.185 8.523
S4 7.778 7.931 8.453
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.772 8.400 0.372 4.2% 0.145 1.7% 100% True False 859
10 8.920 8.386 0.534 6.1% 0.153 1.7% 72% False False 666
20 8.920 8.020 0.900 10.3% 0.172 2.0% 83% False False 649
40 8.920 7.637 1.283 14.6% 0.163 1.9% 88% False False 545
60 9.070 7.637 1.433 16.3% 0.142 1.6% 79% False False 484
80 9.090 7.637 1.453 16.6% 0.135 1.5% 78% False False 491
100 9.090 7.637 1.453 16.6% 0.128 1.5% 78% False False 551
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 0.017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.380
2.618 9.146
1.618 9.003
1.000 8.915
0.618 8.860
HIGH 8.772
0.618 8.717
0.500 8.701
0.382 8.684
LOW 8.629
0.618 8.541
1.000 8.486
1.618 8.398
2.618 8.255
4.250 8.021
Fisher Pivots for day following 22-Feb-2007
Pivot 1 day 3 day
R1 8.748 8.709
PP 8.724 8.648
S1 8.701 8.586

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

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