NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 26-Feb-2007
Day Change Summary
Previous Current
23-Feb-2007 26-Feb-2007 Change Change % Previous Week
Open 8.700 8.840 0.140 1.6% 8.550
High 8.792 8.845 0.053 0.6% 8.792
Low 8.685 8.665 -0.020 -0.2% 8.400
Close 8.818 8.744 -0.074 -0.8% 8.818
Range 0.107 0.180 0.073 68.2% 0.392
ATR 0.184 0.183 0.000 -0.1% 0.000
Volume 458 443 -15 -3.3% 3,837
Daily Pivots for day following 26-Feb-2007
Classic Woodie Camarilla DeMark
R4 9.291 9.198 8.843
R3 9.111 9.018 8.794
R2 8.931 8.931 8.777
R1 8.838 8.838 8.761 8.795
PP 8.751 8.751 8.751 8.730
S1 8.658 8.658 8.728 8.615
S2 8.571 8.571 8.711
S3 8.391 8.478 8.695
S4 8.211 8.298 8.645
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 8.845 8.400 0.445 5.1% 0.160 1.8% 77% True False 672
10 8.845 8.386 0.459 5.2% 0.151 1.7% 78% True False 595
20 8.920 8.310 0.610 7.0% 0.166 1.9% 71% False False 664
40 8.920 7.637 1.283 14.7% 0.165 1.9% 86% False False 559
60 8.920 7.637 1.283 14.7% 0.145 1.7% 86% False False 489
80 9.090 7.637 1.453 16.6% 0.135 1.5% 76% False False 464
100 9.090 7.637 1.453 16.6% 0.127 1.5% 76% False False 558
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9.610
2.618 9.316
1.618 9.136
1.000 9.025
0.618 8.956
HIGH 8.845
0.618 8.776
0.500 8.755
0.382 8.734
LOW 8.665
0.618 8.554
1.000 8.485
1.618 8.374
2.618 8.194
4.250 7.900
Fisher Pivots for day following 26-Feb-2007
Pivot 1 day 3 day
R1 8.755 8.742
PP 8.751 8.739
S1 8.748 8.737

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

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