NYMEX Natural Gas Future December 2007

Trading Metrics calculated at close of trading on 18-Sep-2007

Day Change Summary
	Previous	Current
	17-Sep-2007	18-Sep-2007	Change	Change %	Previous Week
Open	7.815	7.978	0.163	2.1%	7.279
High	7.950	7.980	0.030	0.4%	7.950
Low	7.765	7.587	-0.178	-2.3%	7.165
Close	7.932	7.858	-0.074	-0.9%	7.754
Range	0.185	0.393	0.208	112.4%	0.785
ATR	0.243	0.253	0.011	4.4%	0.000
Volume	10,529	9,429	-1,100	-10.4%	54,973

Daily Pivots for day following 18-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	8.987	8.816	8.074
R3	8.594	8.423	7.966
R2	8.201	8.201	7.930
R1	8.030	8.030	7.894	7.919
PP	7.808	7.808	7.808	7.753
S1	7.637	7.637	7.822	7.526
S2	7.415	7.415	7.786
S3	7.022	7.244	7.750
S4	6.629	6.851	7.642

Weekly Pivots for week ending 14-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	9.978	9.651	8.186
R3	9.193	8.866	7.970
R2	8.408	8.408	7.898
R1	8.081	8.081	7.826	8.245
PP	7.623	7.623	7.623	7.705
S1	7.296	7.296	7.682	7.460
S2	6.838	6.838	7.610
S3	6.053	6.511	7.538
S4	5.268	5.726	7.322

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7.980	7.530	0.450	5.7%	0.311	4.0%	73%	True	False	10,915
10	7.980	7.165	0.815	10.4%	0.261	3.3%	85%	True	False	10,733
20	7.980	7.165	0.815	10.4%	0.222	2.8%	85%	True	False	7,670
40	8.800	7.165	1.635	20.8%	0.233	3.0%	42%	False	False	6,601
60	8.801	7.165	1.636	20.8%	0.224	2.9%	42%	False	False	5,364
80	9.838	7.165	2.673	34.0%	0.207	2.6%	26%	False	False	4,582
100	9.912	7.165	2.747	35.0%	0.192	2.4%	25%	False	False	3,853
120	9.912	7.165	2.747	35.0%	0.187	2.4%	25%	False	False	3,365

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.042
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	9.650
2.618	9.009
1.618	8.616
1.000	8.373
0.618	8.223
HIGH	7.980
0.618	7.830
0.500	7.784
0.382	7.737
LOW	7.587
0.618	7.344
1.000	7.194
1.618	6.951
2.618	6.558
4.250	5.917

Fisher Pivots for day following 18-Sep-2007
Pivot	1 day	3 day
R1	7.833	7.833
PP	7.808	7.808
S1	7.784	7.784

Download as Excel Spreadsheet

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

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