NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 21-Dec-2006
Day Change Summary
Previous Current
20-Dec-2006 21-Dec-2006 Change Change % Previous Week
Open 8.365 8.150 -0.215 -2.6% 8.600
High 8.365 8.320 -0.045 -0.5% 8.720
Low 8.245 8.150 -0.095 -1.2% 8.400
Close 8.224 8.281 0.057 0.7% 8.539
Range 0.120 0.170 0.050 41.7% 0.320
ATR 0.143 0.145 0.002 1.4% 0.000
Volume 371 718 347 93.5% 2,151
Daily Pivots for day following 21-Dec-2006
Classic Woodie Camarilla DeMark
R4 8.760 8.691 8.375
R3 8.590 8.521 8.328
R2 8.420 8.420 8.312
R1 8.351 8.351 8.297 8.386
PP 8.250 8.250 8.250 8.268
S1 8.181 8.181 8.265 8.216
S2 8.080 8.080 8.250
S3 7.910 8.011 8.234
S4 7.740 7.841 8.188
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 8.520 8.150 0.370 4.5% 0.120 1.4% 35% False True 517
10 8.749 8.150 0.599 7.2% 0.102 1.2% 22% False True 408
20 9.090 8.150 0.940 11.4% 0.096 1.2% 14% False True 477
40 9.090 8.090 1.000 12.1% 0.103 1.2% 19% False False 535
60 9.090 7.980 1.110 13.4% 0.103 1.2% 27% False False 581
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 0.012
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 9.043
2.618 8.765
1.618 8.595
1.000 8.490
0.618 8.425
HIGH 8.320
0.618 8.255
0.500 8.235
0.382 8.215
LOW 8.150
0.618 8.045
1.000 7.980
1.618 7.875
2.618 7.705
4.250 7.428
Fisher Pivots for day following 21-Dec-2006
Pivot 1 day 3 day
R1 8.266 8.276
PP 8.250 8.270
S1 8.235 8.265

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

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