NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 22-Dec-2006
Day Change Summary
Previous Current
21-Dec-2006 22-Dec-2006 Change Change % Previous Week
Open 8.150 8.150 0.000 0.0% 8.390
High 8.320 8.180 -0.140 -1.7% 8.390
Low 8.150 8.105 -0.045 -0.6% 8.105
Close 8.281 8.120 -0.161 -1.9% 8.120
Range 0.170 0.075 -0.095 -55.9% 0.285
ATR 0.145 0.147 0.002 1.6% 0.000
Volume 718 188 -530 -73.8% 1,848
Daily Pivots for day following 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 8.360 8.315 8.161
R3 8.285 8.240 8.141
R2 8.210 8.210 8.134
R1 8.165 8.165 8.127 8.150
PP 8.135 8.135 8.135 8.128
S1 8.090 8.090 8.113 8.075
S2 8.060 8.060 8.106
S3 7.985 8.015 8.099
S4 7.910 7.940 8.079
Weekly Pivots for week ending 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 9.060 8.875 8.277
R3 8.775 8.590 8.198
R2 8.490 8.490 8.172
R1 8.305 8.305 8.146 8.255
PP 8.205 8.205 8.205 8.180
S1 8.020 8.020 8.094 7.970
S2 7.920 7.920 8.068
S3 7.635 7.735 8.042
S4 7.350 7.450 7.963
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.390 8.105 0.285 3.5% 0.111 1.4% 5% False True 369
10 8.720 8.105 0.615 7.6% 0.104 1.3% 2% False True 399
20 9.090 8.105 0.985 12.1% 0.096 1.2% 2% False True 465
40 9.090 8.090 1.000 12.3% 0.104 1.3% 3% False False 524
60 9.090 7.990 1.100 13.5% 0.103 1.3% 12% False False 582
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8.499
2.618 8.376
1.618 8.301
1.000 8.255
0.618 8.226
HIGH 8.180
0.618 8.151
0.500 8.143
0.382 8.134
LOW 8.105
0.618 8.059
1.000 8.030
1.618 7.984
2.618 7.909
4.250 7.786
Fisher Pivots for day following 22-Dec-2006
Pivot 1 day 3 day
R1 8.143 8.235
PP 8.135 8.197
S1 8.128 8.158

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

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