NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 05-Dec-2006
Day Change Summary
Previous Current
04-Dec-2006 05-Dec-2006 Change Change % Previous Week
Open 8.660 8.520 -0.140 -1.6% 8.770
High 8.670 8.585 -0.085 -1.0% 9.090
Low 8.655 8.460 -0.195 -2.3% 8.770
Close 8.544 8.492 -0.052 -0.6% 8.908
Range 0.015 0.125 0.110 733.3% 0.320
ATR 0.157 0.155 -0.002 -1.4% 0.000
Volume 36 1,236 1,200 3,333.3% 3,099
Daily Pivots for day following 05-Dec-2006
Classic Woodie Camarilla DeMark
R4 8.887 8.815 8.561
R3 8.762 8.690 8.526
R2 8.637 8.637 8.515
R1 8.565 8.565 8.503 8.539
PP 8.512 8.512 8.512 8.499
S1 8.440 8.440 8.481 8.414
S2 8.387 8.387 8.469
S3 8.262 8.315 8.458
S4 8.137 8.190 8.423
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 8.460 0.630 7.4% 0.082 1.0% 5% False True 636
10 9.090 8.460 0.630 7.4% 0.086 1.0% 5% False True 625
20 9.090 8.400 0.690 8.1% 0.096 1.1% 13% False False 446
40 9.090 8.090 1.000 11.8% 0.098 1.2% 40% False False 631
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9.116
2.618 8.912
1.618 8.787
1.000 8.710
0.618 8.662
HIGH 8.585
0.618 8.537
0.500 8.523
0.382 8.508
LOW 8.460
0.618 8.383
1.000 8.335
1.618 8.258
2.618 8.133
4.250 7.929
Fisher Pivots for day following 05-Dec-2006
Pivot 1 day 3 day
R1 8.523 8.705
PP 8.512 8.634
S1 8.502 8.563

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

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