NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 01-Aug-2007
Day Change Summary
Previous Current
31-Jul-2007 01-Aug-2007 Change Change % Previous Week
Open 8.585 8.296 -0.289 -3.4% 8.310
High 8.650 8.454 -0.196 -2.3% 8.400
Low 8.268 8.287 0.019 0.2% 7.970
Close 8.294 8.369 0.075 0.9% 8.356
Range 0.382 0.167 -0.215 -56.3% 0.430
ATR 0.225 0.221 -0.004 -1.8% 0.000
Volume 4,019 5,486 1,467 36.5% 16,634
Daily Pivots for day following 01-Aug-2007
Classic Woodie Camarilla DeMark
R4 8.871 8.787 8.461
R3 8.704 8.620 8.415
R2 8.537 8.537 8.400
R1 8.453 8.453 8.384 8.495
PP 8.370 8.370 8.370 8.391
S1 8.286 8.286 8.354 8.328
S2 8.203 8.203 8.338
S3 8.036 8.119 8.323
S4 7.869 7.952 8.277
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 9.532 9.374 8.593
R3 9.102 8.944 8.474
R2 8.672 8.672 8.435
R1 8.514 8.514 8.395 8.593
PP 8.242 8.242 8.242 8.282
S1 8.084 8.084 8.317 8.163
S2 7.812 7.812 8.277
S3 7.382 7.654 8.238
S4 6.952 7.224 8.120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.650 8.179 0.471 5.6% 0.203 2.4% 40% False False 3,676
10 8.676 7.970 0.706 8.4% 0.207 2.5% 57% False False 3,480
20 8.676 7.970 0.706 8.4% 0.213 2.5% 57% False False 2,967
40 9.830 7.970 1.860 22.2% 0.195 2.3% 21% False False 2,961
60 9.912 7.970 1.942 23.2% 0.173 2.1% 21% False False 2,288
80 9.912 7.970 1.942 23.2% 0.167 2.0% 21% False False 1,942
100 9.912 7.970 1.942 23.2% 0.162 1.9% 21% False False 1,719
120 9.912 7.970 1.942 23.2% 0.158 1.9% 21% False False 1,528
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.164
2.618 8.891
1.618 8.724
1.000 8.621
0.618 8.557
HIGH 8.454
0.618 8.390
0.500 8.371
0.382 8.351
LOW 8.287
0.618 8.184
1.000 8.120
1.618 8.017
2.618 7.850
4.250 7.577
Fisher Pivots for day following 01-Aug-2007
Pivot 1 day 3 day
R1 8.371 8.459
PP 8.370 8.429
S1 8.370 8.399

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

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