NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 04-Dec-2006
Day Change Summary
Previous Current
01-Dec-2006 04-Dec-2006 Change Change % Previous Week
Open 8.990 8.660 -0.330 -3.7% 8.770
High 8.950 8.670 -0.280 -3.1% 9.090
Low 8.950 8.655 -0.295 -3.3% 8.770
Close 8.908 8.544 -0.364 -4.1% 8.908
Range 0.000 0.015 0.015 0.320
ATR 0.149 0.157 0.007 4.9% 0.000
Volume 280 36 -244 -87.1% 3,099
Daily Pivots for day following 04-Dec-2006
Classic Woodie Camarilla DeMark
R4 8.668 8.621 8.552
R3 8.653 8.606 8.548
R2 8.638 8.638 8.547
R1 8.591 8.591 8.545 8.607
PP 8.623 8.623 8.623 8.631
S1 8.576 8.576 8.543 8.592
S2 8.608 8.608 8.541
S3 8.593 8.561 8.540
S4 8.578 8.546 8.536
Weekly Pivots for week ending 01-Dec-2006
Classic Woodie Camarilla DeMark
R4 9.883 9.715 9.084
R3 9.563 9.395 8.996
R2 9.243 9.243 8.967
R1 9.075 9.075 8.937 9.159
PP 8.923 8.923 8.923 8.965
S1 8.755 8.755 8.879 8.839
S2 8.603 8.603 8.849
S3 8.283 8.435 8.820
S4 7.963 8.115 8.732
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.090 8.655 0.435 5.1% 0.081 0.9% -26% False True 551
10 9.090 8.630 0.460 5.4% 0.074 0.9% -19% False False 540
20 9.090 8.400 0.690 8.1% 0.099 1.2% 21% False False 386
40 9.090 8.090 1.000 11.7% 0.098 1.2% 45% False False 627
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 -0.001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.734
2.618 8.709
1.618 8.694
1.000 8.685
0.618 8.679
HIGH 8.670
0.618 8.664
0.500 8.663
0.382 8.661
LOW 8.655
0.618 8.646
1.000 8.640
1.618 8.631
2.618 8.616
4.250 8.591
Fisher Pivots for day following 04-Dec-2006
Pivot 1 day 3 day
R1 8.663 8.863
PP 8.623 8.756
S1 8.584 8.650

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

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