NYMEX Natural Gas Future November 2007

Trading Metrics calculated at close of trading on 16-Jul-2007

Day Change Summary
	Previous	Current
	13-Jul-2007	16-Jul-2007	Change	Change %	Previous Week
Open	7.646	7.586	-0.060	-0.8%	7.578
High	7.782	7.610	-0.172	-2.2%	7.853
Low	7.634	7.410	-0.224	-2.9%	7.380
Close	7.721	7.457	-0.264	-3.4%	7.721
Range	0.148	0.200	0.052	35.1%	0.473
ATR	0.196	0.204	0.008	4.2%	0.000
Volume	5,956	2,388	-3,568	-59.9%	18,203

Daily Pivots for day following 16-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	8.092	7.975	7.567
R3	7.892	7.775	7.512
R2	7.692	7.692	7.494
R1	7.575	7.575	7.475	7.534
PP	7.492	7.492	7.492	7.472
S1	7.375	7.375	7.439	7.334
S2	7.292	7.292	7.420
S3	7.092	7.175	7.402
S4	6.892	6.975	7.347

Weekly Pivots for week ending 13-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	9.070	8.869	7.981
R3	8.597	8.396	7.851
R2	8.124	8.124	7.808
R1	7.923	7.923	7.764	8.024
PP	7.651	7.651	7.651	7.702
S1	7.450	7.450	7.678	7.551
S2	7.178	7.178	7.634
S3	6.705	6.977	7.591
S4	6.232	6.504	7.461

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7.853	7.380	0.473	6.3%	0.213	2.9%	16%	False	False	3,502
10	7.860	7.380	0.480	6.4%	0.184	2.5%	16%	False	False	2,806
20	8.842	7.380	1.462	19.6%	0.193	2.6%	5%	False	False	3,499
40	9.185	7.380	1.805	24.2%	0.164	2.2%	4%	False	False	2,659
60	9.290	7.380	1.910	25.6%	0.161	2.2%	4%	False	False	2,247
80	9.290	7.380	1.910	25.6%	0.156	2.1%	4%	False	False	1,960
100	9.290	7.380	1.910	25.6%	0.151	2.0%	4%	False	False	1,665
120	9.290	7.380	1.910	25.6%	0.154	2.1%	4%	False	False	1,496

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	0.033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8.460
2.618	8.134
1.618	7.934
1.000	7.810
0.618	7.734
HIGH	7.610
0.618	7.534
0.500	7.510
0.382	7.486
LOW	7.410
0.618	7.286
1.000	7.210
1.618	7.086
2.618	6.886
4.250	6.560

Fisher Pivots for day following 16-Jul-2007
Pivot	1 day	3 day
R1	7.510	7.581
PP	7.492	7.540
S1	7.475	7.498

Download as Excel Spreadsheet

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

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