NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 18-Dec-2006
Day Change Summary
Previous Current
15-Dec-2006 18-Dec-2006 Change Change % Previous Week
Open 8.492 8.390 -0.102 -1.2% 8.600
High 8.520 8.390 -0.130 -1.5% 8.720
Low 8.400 8.320 -0.080 -1.0% 8.400
Close 8.539 8.340 -0.199 -2.3% 8.539
Range 0.120 0.070 -0.050 -41.7% 0.320
ATR 0.140 0.146 0.006 4.0% 0.000
Volume 927 441 -486 -52.4% 2,151
Daily Pivots for day following 18-Dec-2006
Classic Woodie Camarilla DeMark
R4 8.560 8.520 8.379
R3 8.490 8.450 8.359
R2 8.420 8.420 8.353
R1 8.380 8.380 8.346 8.365
PP 8.350 8.350 8.350 8.343
S1 8.310 8.310 8.334 8.295
S2 8.280 8.280 8.327
S3 8.210 8.240 8.321
S4 8.140 8.170 8.302
Weekly Pivots for week ending 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 9.513 9.346 8.715
R3 9.193 9.026 8.627
R2 8.873 8.873 8.598
R1 8.706 8.706 8.568 8.630
PP 8.553 8.553 8.553 8.515
S1 8.386 8.386 8.510 8.310
S2 8.233 8.233 8.480
S3 7.913 8.066 8.451
S4 7.593 7.746 8.363
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.720 8.320 0.400 4.8% 0.091 1.1% 5% False True 412
10 8.749 8.320 0.429 5.1% 0.097 1.2% 5% False True 475
20 9.090 8.320 0.770 9.2% 0.085 1.0% 3% False True 508
40 9.090 8.090 1.000 12.0% 0.093 1.1% 25% False False 586
60 9.090 7.900 1.190 14.3% 0.104 1.2% 37% False False 723
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.017
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 8.688
2.618 8.573
1.618 8.503
1.000 8.460
0.618 8.433
HIGH 8.390
0.618 8.363
0.500 8.355
0.382 8.347
LOW 8.320
0.618 8.277
1.000 8.250
1.618 8.207
2.618 8.137
4.250 8.023
Fisher Pivots for day following 18-Dec-2006
Pivot 1 day 3 day
R1 8.355 8.520
PP 8.350 8.460
S1 8.345 8.400

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

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