NYMEX Natural Gas Future December 2007

Trading Metrics calculated at close of trading on 23-Oct-2007

Day Change Summary
	Previous	Current
	22-Oct-2007	23-Oct-2007	Change	Change %	Previous Week
Open	7.739	7.541	-0.198	-2.6%	7.760
High	7.740	7.650	-0.090	-1.2%	8.256
Low	7.477	7.365	-0.112	-1.5%	7.715
Close	7.529	7.471	-0.058	-0.8%	7.728
Range	0.263	0.285	0.022	8.4%	0.541
ATR	0.251	0.253	0.002	1.0%	0.000
Volume	20,443	30,309	9,866	48.3%	129,715

Daily Pivots for day following 23-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	8.350	8.196	7.628
R3	8.065	7.911	7.549
R2	7.780	7.780	7.523
R1	7.626	7.626	7.497	7.561
PP	7.495	7.495	7.495	7.463
S1	7.341	7.341	7.445	7.276
S2	7.210	7.210	7.419
S3	6.925	7.056	7.393
S4	6.640	6.771	7.314

Weekly Pivots for week ending 19-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	9.523	9.166	8.026
R3	8.982	8.625	7.877
R2	8.441	8.441	7.827
R1	8.084	8.084	7.778	7.992
PP	7.900	7.900	7.900	7.854
S1	7.543	7.543	7.678	7.451
S2	7.359	7.359	7.629
S3	6.818	7.002	7.579
S4	6.277	6.461	7.430

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8.256	7.365	0.891	11.9%	0.290	3.9%	12%	False	True	26,695
10	8.256	7.365	0.891	11.9%	0.247	3.3%	12%	False	True	31,627
20	8.256	7.365	0.891	11.9%	0.232	3.1%	12%	False	True	27,043
40	8.256	7.165	1.091	14.6%	0.241	3.2%	28%	False	False	18,343
60	8.800	7.165	1.635	21.9%	0.237	3.2%	19%	False	False	14,177
80	8.800	7.165	1.635	21.9%	0.230	3.1%	19%	False	False	11,324
100	9.830	7.165	2.665	35.7%	0.220	2.9%	11%	False	False	9,643
120	9.912	7.165	2.747	36.8%	0.204	2.7%	11%	False	False	8,193

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	0.053
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8.861
2.618	8.396
1.618	8.111
1.000	7.935
0.618	7.826
HIGH	7.650
0.618	7.541
0.500	7.508
0.382	7.474
LOW	7.365
0.618	7.189
1.000	7.080
1.618	6.904
2.618	6.619
4.250	6.154

Fisher Pivots for day following 23-Oct-2007
Pivot	1 day	3 day
R1	7.508	7.721
PP	7.495	7.638
S1	7.483	7.554

Download as Excel Spreadsheet

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

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