NYMEX Natural Gas Future November 2007

Trading Metrics calculated at close of trading on 11-Jul-2007

Day Change Summary
	Previous	Current
	10-Jul-2007	11-Jul-2007	Change	Change %	Previous Week
Open	7.610	7.765	0.155	2.0%	7.691
High	7.769	7.853	0.084	1.1%	7.860
Low	7.546	7.625	0.079	1.0%	7.445
Close	7.744	7.637	-0.107	-1.4%	7.529
Range	0.223	0.228	0.005	2.2%	0.415
ATR	0.186	0.189	0.003	1.6%	0.000
Volume	2,939	3,344	405	13.8%	9,764

Daily Pivots for day following 11-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	8.389	8.241	7.762
R3	8.161	8.013	7.700
R2	7.933	7.933	7.679
R1	7.785	7.785	7.658	7.745
PP	7.705	7.705	7.705	7.685
S1	7.557	7.557	7.616	7.517
S2	7.477	7.477	7.595
S3	7.249	7.329	7.574
S4	7.021	7.101	7.512

Weekly Pivots for week ending 06-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	8.856	8.608	7.757
R3	8.441	8.193	7.643
R2	8.026	8.026	7.605
R1	7.778	7.778	7.567	7.695
PP	7.611	7.611	7.611	7.570
S1	7.363	7.363	7.491	7.280
S2	7.196	7.196	7.453
S3	6.781	6.948	7.415
S4	6.366	6.533	7.301

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7.853	7.445	0.408	5.3%	0.214	2.8%	47%	True	False	2,729
10	8.040	7.445	0.595	7.8%	0.200	2.6%	32%	False	False	2,590
20	9.100	7.445	1.655	21.7%	0.186	2.4%	12%	False	False	3,405
40	9.290	7.445	1.845	24.2%	0.162	2.1%	10%	False	False	2,516
60	9.290	7.445	1.845	24.2%	0.157	2.1%	10%	False	False	2,112
80	9.290	7.445	1.845	24.2%	0.154	2.0%	10%	False	False	1,827
100	9.290	7.445	1.845	24.2%	0.150	2.0%	10%	False	False	1,577
120	9.290	7.445	1.845	24.2%	0.153	2.0%	10%	False	False	1,413

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.039
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	8.822
2.618	8.450
1.618	8.222
1.000	8.081
0.618	7.994
HIGH	7.853
0.618	7.766
0.500	7.739
0.382	7.712
LOW	7.625
0.618	7.484
1.000	7.397
1.618	7.256
2.618	7.028
4.250	6.656

Fisher Pivots for day following 11-Jul-2007
Pivot	1 day	3 day
R1	7.739	7.667
PP	7.705	7.657
S1	7.671	7.647

Download as Excel Spreadsheet

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

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