NYMEX Natural Gas Future November 2007

Trading Metrics calculated at close of trading on 26-Dec-2006

Day Change Summary
	Previous	Current
	25-Dec-2006	26-Dec-2006	Change	Change %	Previous Week
Open	8.150	8.000	-0.150	-1.8%	8.390
High	8.180	8.000	-0.180	-2.2%	8.390
Low	8.105	7.790	-0.315	-3.9%	8.105
Close	8.120	7.813	-0.307	-3.8%	8.120
Range	0.075	0.210	0.135	180.0%	0.285
ATR	0.142	0.155	0.013	9.5%	0.000
Volume	188	136	-52	-27.7%	1,848

Daily Pivots for day following 26-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	8.498	8.365	7.929
R3	8.288	8.155	7.871
R2	8.078	8.078	7.852
R1	7.945	7.945	7.832	7.907
PP	7.868	7.868	7.868	7.848
S1	7.735	7.735	7.794	7.697
S2	7.658	7.658	7.775
S3	7.448	7.525	7.755
S4	7.238	7.315	7.698

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	8.365	7.790	0.575	7.4%	0.130	1.7%	4%	False	True	320
10	8.720	7.790	0.930	11.9%	0.113	1.4%	2%	False	True	364
20	9.090	7.790	1.300	16.6%	0.101	1.3%	2%	False	True	421
40	9.090	7.790	1.300	16.6%	0.104	1.3%	2%	False	True	439
60	9.090	7.790	1.300	16.6%	0.103	1.3%	2%	False	True	563

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	0.016
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	8.893
2.618	8.550
1.618	8.340
1.000	8.210
0.618	8.130
HIGH	8.000
0.618	7.920
0.500	7.895
0.382	7.870
LOW	7.790
0.618	7.660
1.000	7.580
1.618	7.450
2.618	7.240
4.250	6.898

Fisher Pivots for day following 26-Dec-2006
Pivot	1 day	3 day
R1	7.895	7.985
PP	7.868	7.928
S1	7.840	7.870

Download as Excel Spreadsheet

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

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