NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 19-Dec-2006
Day Change Summary
Previous Current
18-Dec-2006 19-Dec-2006 Change Change % Previous Week
Open 8.390 8.305 -0.085 -1.0% 8.600
High 8.390 8.380 -0.010 -0.1% 8.720
Low 8.320 8.260 -0.060 -0.7% 8.400
Close 8.340 8.368 0.028 0.3% 8.539
Range 0.070 0.120 0.050 71.4% 0.320
ATR 0.146 0.144 -0.002 -1.3% 0.000
Volume 441 130 -311 -70.5% 2,151
Daily Pivots for day following 19-Dec-2006
Classic Woodie Camarilla DeMark
R4 8.696 8.652 8.434
R3 8.576 8.532 8.401
R2 8.456 8.456 8.390
R1 8.412 8.412 8.379 8.434
PP 8.336 8.336 8.336 8.347
S1 8.292 8.292 8.357 8.314
S2 8.216 8.216 8.346
S3 8.096 8.172 8.335
S4 7.976 8.052 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 8.260 0.460 5.5% 0.095 1.1% 23% False True 409
10 8.749 8.260 0.489 5.8% 0.097 1.2% 22% False True 365
20 9.090 8.260 0.830 9.9% 0.091 1.1% 13% False True 495
40 9.090 8.090 1.000 12.0% 0.096 1.2% 28% False False 583
60 9.090 7.900 1.190 14.2% 0.103 1.2% 39% False False 694
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 0.016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.890
2.618 8.694
1.618 8.574
1.000 8.500
0.618 8.454
HIGH 8.380
0.618 8.334
0.500 8.320
0.382 8.306
LOW 8.260
0.618 8.186
1.000 8.140
1.618 8.066
2.618 7.946
4.250 7.750
Fisher Pivots for day following 19-Dec-2006
Pivot 1 day 3 day
R1 8.352 8.390
PP 8.336 8.383
S1 8.320 8.375

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

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