NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 11-Dec-2006
Day Change Summary
Previous Current
08-Dec-2006 11-Dec-2006 Change Change % Previous Week
Open 8.745 8.600 -0.145 -1.7% 8.660
High 8.749 8.600 -0.149 -1.7% 8.749
Low 8.690 8.500 -0.190 -2.2% 8.460
Close 8.654 8.615 -0.039 -0.5% 8.654
Range 0.059 0.100 0.041 69.5% 0.289
ATR 0.143 0.144 0.001 0.6% 0.000
Volume 273 530 257 94.1% 2,202
Daily Pivots for day following 11-Dec-2006
Classic Woodie Camarilla DeMark
R4 8.872 8.843 8.670
R3 8.772 8.743 8.643
R2 8.672 8.672 8.633
R1 8.643 8.643 8.624 8.658
PP 8.572 8.572 8.572 8.579
S1 8.543 8.543 8.606 8.558
S2 8.472 8.472 8.597
S3 8.372 8.443 8.588
S4 8.272 8.343 8.560
Weekly Pivots for week ending 08-Dec-2006
Classic Woodie Camarilla DeMark
R4 9.488 9.360 8.813
R3 9.199 9.071 8.733
R2 8.910 8.910 8.707
R1 8.782 8.782 8.680 8.702
PP 8.621 8.621 8.621 8.581
S1 8.493 8.493 8.628 8.413
S2 8.332 8.332 8.601
S3 8.043 8.204 8.575
S4 7.754 7.915 8.495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.749 8.460 0.289 3.4% 0.103 1.2% 54% False False 539
10 9.090 8.460 0.630 7.3% 0.092 1.1% 25% False False 545
20 9.090 8.460 0.630 7.3% 0.096 1.1% 25% False False 459
40 9.090 8.090 1.000 11.6% 0.096 1.1% 53% False False 602
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 0.007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.025
2.618 8.862
1.618 8.762
1.000 8.700
0.618 8.662
HIGH 8.600
0.618 8.562
0.500 8.550
0.382 8.538
LOW 8.500
0.618 8.438
1.000 8.400
1.618 8.338
2.618 8.238
4.250 8.075
Fisher Pivots for day following 11-Dec-2006
Pivot 1 day 3 day
R1 8.593 8.625
PP 8.572 8.621
S1 8.550 8.618

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

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