NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 21-Jun-2007
Day Change Summary
Previous Current
20-Jun-2007 21-Jun-2007 Change Change % Previous Week
Open 8.690 8.550 -0.140 -1.6% 8.720
High 8.732 8.557 -0.175 -2.0% 9.100
Low 8.470 8.400 -0.070 -0.8% 8.688
Close 8.506 8.417 -0.089 -1.0% 9.031
Range 0.262 0.157 -0.105 -40.1% 0.412
ATR 0.162 0.162 0.000 -0.2% 0.000
Volume 3,484 4,860 1,376 39.5% 13,758
Daily Pivots for day following 21-Jun-2007
Classic Woodie Camarilla DeMark
R4 8.929 8.830 8.503
R3 8.772 8.673 8.460
R2 8.615 8.615 8.446
R1 8.516 8.516 8.431 8.487
PP 8.458 8.458 8.458 8.444
S1 8.359 8.359 8.403 8.330
S2 8.301 8.301 8.388
S3 8.144 8.202 8.374
S4 7.987 8.045 8.331
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 8.400 0.700 8.3% 0.180 2.1% 2% False True 3,014
10 9.100 8.400 0.700 8.3% 0.146 1.7% 2% False True 2,965
20 9.185 8.400 0.785 9.3% 0.149 1.8% 2% False True 2,132
40 9.290 8.400 0.890 10.6% 0.146 1.7% 2% False True 1,788
60 9.290 8.400 0.890 10.6% 0.147 1.7% 2% False True 1,562
80 9.290 8.190 1.100 13.1% 0.142 1.7% 21% False False 1,320
100 9.290 8.190 1.100 13.1% 0.146 1.7% 21% False False 1,189
120 9.290 7.637 1.653 19.6% 0.150 1.8% 47% False False 1,068
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9.224
2.618 8.968
1.618 8.811
1.000 8.714
0.618 8.654
HIGH 8.557
0.618 8.497
0.500 8.479
0.382 8.460
LOW 8.400
0.618 8.303
1.000 8.243
1.618 8.146
2.618 7.989
4.250 7.733
Fisher Pivots for day following 21-Jun-2007
Pivot 1 day 3 day
R1 8.479 8.621
PP 8.458 8.553
S1 8.438 8.485

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

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