NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 27-Sep-2007
Day Change Summary
Previous Current
26-Sep-2007 27-Sep-2007 Change Change % Previous Week
Open 7.099 7.030 -0.069 -1.0% 7.119
High 7.142 7.039 -0.103 -1.4% 7.374
Low 6.940 6.744 -0.196 -2.8% 6.700
Close 7.046 6.919 -0.127 -1.8% 6.990
Range 0.202 0.295 0.093 46.0% 0.674
ATR 0.320 0.319 -0.001 -0.4% 0.000
Volume 30,434 47,618 17,184 56.5% 171,008
Daily Pivots for day following 27-Sep-2007
Classic Woodie Camarilla DeMark
R4 7.786 7.647 7.081
R3 7.491 7.352 7.000
R2 7.196 7.196 6.973
R1 7.057 7.057 6.946 6.979
PP 6.901 6.901 6.901 6.862
S1 6.762 6.762 6.892 6.684
S2 6.606 6.606 6.865
S3 6.311 6.467 6.838
S4 6.016 6.172 6.757
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 9.043 8.691 7.361
R3 8.369 8.017 7.175
R2 7.695 7.695 7.114
R1 7.343 7.343 7.052 7.182
PP 7.021 7.021 7.021 6.941
S1 6.669 6.669 6.928 6.508
S2 6.347 6.347 6.866
S3 5.673 5.995 6.805
S4 4.999 5.321 6.619
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.255 6.744 0.511 7.4% 0.296 4.3% 34% False True 34,723
10 7.374 6.700 0.674 9.7% 0.339 4.9% 32% False False 33,971
20 7.374 6.230 1.144 16.5% 0.327 4.7% 60% False False 27,065
40 8.115 6.230 1.885 27.2% 0.304 4.4% 37% False False 20,314
60 8.115 6.230 1.885 27.2% 0.285 4.1% 37% False False 14,994
80 9.100 6.230 2.870 41.5% 0.254 3.7% 24% False False 12,076
100 9.290 6.230 3.060 44.2% 0.231 3.3% 23% False False 9,924
120 9.290 6.230 3.060 44.2% 0.218 3.1% 23% False False 8,493
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 0.078
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.293
2.618 7.811
1.618 7.516
1.000 7.334
0.618 7.221
HIGH 7.039
0.618 6.926
0.500 6.892
0.382 6.857
LOW 6.744
0.618 6.562
1.000 6.449
1.618 6.267
2.618 5.972
4.250 5.490
Fisher Pivots for day following 27-Sep-2007
Pivot 1 day 3 day
R1 6.910 7.000
PP 6.901 6.973
S1 6.892 6.946

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

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