NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 23-Feb-2007
Day Change Summary
Previous Current
22-Feb-2007 23-Feb-2007 Change Change % Previous Week
Open 8.710 8.700 -0.010 -0.1% 8.550
High 8.772 8.792 0.020 0.2% 8.792
Low 8.629 8.685 0.056 0.6% 8.400
Close 8.771 8.818 0.047 0.5% 8.818
Range 0.143 0.107 -0.036 -25.2% 0.392
ATR 0.189 0.184 -0.006 -3.1% 0.000
Volume 1,325 458 -867 -65.4% 3,837
Daily Pivots for day following 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 9.086 9.059 8.877
R3 8.979 8.952 8.847
R2 8.872 8.872 8.838
R1 8.845 8.845 8.828 8.859
PP 8.765 8.765 8.765 8.772
S1 8.738 8.738 8.808 8.752
S2 8.658 8.658 8.798
S3 8.551 8.631 8.789
S4 8.444 8.524 8.759
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 9.846 9.724 9.034
R3 9.454 9.332 8.926
R2 9.062 9.062 8.890
R1 8.940 8.940 8.854 9.001
PP 8.670 8.670 8.670 8.701
S1 8.548 8.548 8.782 8.609
S2 8.278 8.278 8.746
S3 7.886 8.156 8.710
S4 7.494 7.764 8.602
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.792 8.400 0.392 4.4% 0.145 1.6% 107% True False 767
10 8.792 8.386 0.406 4.6% 0.150 1.7% 106% True False 639
20 8.920 8.120 0.800 9.1% 0.168 1.9% 87% False False 652
40 8.920 7.637 1.283 14.5% 0.164 1.9% 92% False False 552
60 8.950 7.637 1.313 14.9% 0.142 1.6% 90% False False 487
80 9.090 7.637 1.453 16.5% 0.134 1.5% 81% False False 492
100 9.090 7.637 1.453 16.5% 0.127 1.4% 81% False False 555
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9.247
2.618 9.072
1.618 8.965
1.000 8.899
0.618 8.858
HIGH 8.792
0.618 8.751
0.500 8.739
0.382 8.726
LOW 8.685
0.618 8.619
1.000 8.578
1.618 8.512
2.618 8.405
4.250 8.230
Fisher Pivots for day following 23-Feb-2007
Pivot 1 day 3 day
R1 8.792 8.777
PP 8.765 8.737
S1 8.739 8.696

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

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