NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 05-Mar-2007
Day Change Summary
Previous Current
02-Mar-2007 05-Mar-2007 Change Change % Previous Week
Open 8.500 8.433 -0.067 -0.8% 8.840
High 8.500 8.464 -0.036 -0.4% 8.845
Low 8.386 8.420 0.034 0.4% 8.310
Close 8.424 8.420 -0.004 0.0% 8.424
Range 0.114 0.044 -0.070 -61.4% 0.535
ATR 0.180 0.170 -0.010 -5.4% 0.000
Volume 1,239 292 -947 -76.4% 3,206
Daily Pivots for day following 05-Mar-2007
Classic Woodie Camarilla DeMark
R4 8.567 8.537 8.444
R3 8.523 8.493 8.432
R2 8.479 8.479 8.428
R1 8.449 8.449 8.424 8.442
PP 8.435 8.435 8.435 8.431
S1 8.405 8.405 8.416 8.398
S2 8.391 8.391 8.412
S3 8.347 8.361 8.408
S4 8.303 8.317 8.396
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 10.131 9.813 8.718
R3 9.596 9.278 8.571
R2 9.061 9.061 8.522
R1 8.743 8.743 8.473 8.635
PP 8.526 8.526 8.526 8.472
S1 8.208 8.208 8.375 8.100
S2 7.991 7.991 8.326
S3 7.456 7.673 8.277
S4 6.921 7.138 8.130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.783 8.310 0.473 5.6% 0.126 1.5% 23% False False 611
10 8.845 8.310 0.535 6.4% 0.143 1.7% 21% False False 641
20 8.920 8.310 0.610 7.2% 0.145 1.7% 18% False False 625
40 8.920 7.637 1.283 15.2% 0.164 2.0% 61% False False 610
60 8.920 7.637 1.283 15.2% 0.149 1.8% 61% False False 504
80 9.090 7.637 1.453 17.3% 0.135 1.6% 54% False False 491
100 9.090 7.637 1.453 17.3% 0.127 1.5% 54% False False 551
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 8.651
2.618 8.579
1.618 8.535
1.000 8.508
0.618 8.491
HIGH 8.464
0.618 8.447
0.500 8.442
0.382 8.437
LOW 8.420
0.618 8.393
1.000 8.376
1.618 8.349
2.618 8.305
4.250 8.233
Fisher Pivots for day following 05-Mar-2007
Pivot 1 day 3 day
R1 8.442 8.415
PP 8.435 8.410
S1 8.427 8.405

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

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