NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 06-Dec-2006
Day Change Summary
Previous Current
05-Dec-2006 06-Dec-2006 Change Change % Previous Week
Open 8.909 8.910 0.001 0.0% 9.250
High 9.030 9.140 0.110 1.2% 9.500
Low 8.909 8.910 0.001 0.0% 9.247
Close 8.947 9.130 0.183 2.0% 9.338
Range 0.121 0.230 0.109 90.1% 0.253
ATR 0.164 0.169 0.005 2.9% 0.000
Volume 1,552 1,584 32 2.1% 3,142
Daily Pivots for day following 06-Dec-2006
Classic Woodie Camarilla DeMark
R4 9.750 9.670 9.257
R3 9.520 9.440 9.193
R2 9.290 9.290 9.172
R1 9.210 9.210 9.151 9.250
PP 9.060 9.060 9.060 9.080
S1 8.980 8.980 9.109 9.020
S2 8.830 8.830 9.088
S3 8.600 8.750 9.067
S4 8.370 8.520 9.004
Weekly Pivots for week ending 01-Dec-2006
Classic Woodie Camarilla DeMark
R4 10.121 9.982 9.477
R3 9.868 9.729 9.408
R2 9.615 9.615 9.384
R1 9.476 9.476 9.361 9.546
PP 9.362 9.362 9.362 9.396
S1 9.223 9.223 9.315 9.293
S2 9.109 9.109 9.292
S3 8.856 8.970 9.268
S4 8.603 8.717 9.199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.500 8.909 0.591 6.5% 0.121 1.3% 37% False False 770
10 9.500 8.909 0.591 6.5% 0.111 1.2% 37% False False 912
20 9.500 8.750 0.750 8.2% 0.132 1.4% 51% False False 602
40 9.500 8.500 1.000 11.0% 0.120 1.3% 63% False False 552
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.001
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 10.118
2.618 9.742
1.618 9.512
1.000 9.370
0.618 9.282
HIGH 9.140
0.618 9.052
0.500 9.025
0.382 8.998
LOW 8.910
0.618 8.768
1.000 8.680
1.618 8.538
2.618 8.308
4.250 7.933
Fisher Pivots for day following 06-Dec-2006
Pivot 1 day 3 day
R1 9.095 9.095
PP 9.060 9.060
S1 9.025 9.025

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

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