NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 20-Jun-2007
Day Change Summary
Previous Current
19-Jun-2007 20-Jun-2007 Change Change % Previous Week
Open 8.842 8.690 -0.152 -1.7% 8.720
High 8.842 8.732 -0.110 -1.2% 9.100
Low 8.684 8.470 -0.214 -2.5% 8.688
Close 8.681 8.506 -0.175 -2.0% 9.031
Range 0.158 0.262 0.104 65.8% 0.412
ATR 0.155 0.162 0.008 5.0% 0.000
Volume 1,955 3,484 1,529 78.2% 13,758
Daily Pivots for day following 20-Jun-2007
Classic Woodie Camarilla DeMark
R4 9.355 9.193 8.650
R3 9.093 8.931 8.578
R2 8.831 8.831 8.554
R1 8.669 8.669 8.530 8.619
PP 8.569 8.569 8.569 8.545
S1 8.407 8.407 8.482 8.357
S2 8.307 8.307 8.458
S3 8.045 8.145 8.434
S4 7.783 7.883 8.362
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 10.176 10.015 9.258
R3 9.764 9.603 9.144
R2 9.352 9.352 9.107
R1 9.191 9.191 9.069 9.272
PP 8.940 8.940 8.940 8.980
S1 8.779 8.779 8.993 8.860
S2 8.528 8.528 8.955
S3 8.116 8.367 8.918
S4 7.704 7.955 8.804
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.100 8.470 0.630 7.4% 0.178 2.1% 6% False True 2,960
10 9.117 8.470 0.647 7.6% 0.155 1.8% 6% False True 2,629
20 9.185 8.470 0.715 8.4% 0.145 1.7% 5% False True 1,912
40 9.290 8.470 0.820 9.6% 0.145 1.7% 4% False True 1,726
60 9.290 8.470 0.820 9.6% 0.148 1.7% 4% False True 1,509
80 9.290 8.190 1.100 12.9% 0.142 1.7% 29% False False 1,263
100 9.290 8.190 1.100 12.9% 0.147 1.7% 29% False False 1,143
120 9.290 7.637 1.653 19.4% 0.150 1.8% 53% False False 1,029
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 9.846
2.618 9.418
1.618 9.156
1.000 8.994
0.618 8.894
HIGH 8.732
0.618 8.632
0.500 8.601
0.382 8.570
LOW 8.470
0.618 8.308
1.000 8.208
1.618 8.046
2.618 7.784
4.250 7.357
Fisher Pivots for day following 20-Jun-2007
Pivot 1 day 3 day
R1 8.601 8.733
PP 8.569 8.657
S1 8.538 8.582

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

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