NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 29-Dec-2006
Day Change Summary
Previous Current
28-Dec-2006 29-Dec-2006 Change Change % Previous Week
Open 7.800 7.750 -0.050 -0.6% 8.150
High 7.853 7.880 0.027 0.3% 8.180
Low 7.791 7.735 -0.056 -0.7% 7.650
Close 7.825 7.933 0.108 1.4% 7.933
Range 0.062 0.145 0.083 133.9% 0.530
ATR 0.156 0.155 -0.001 -0.5% 0.000
Volume 177 142 -35 -19.8% 795
Daily Pivots for day following 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 8.284 8.254 8.013
R3 8.139 8.109 7.973
R2 7.994 7.994 7.960
R1 7.964 7.964 7.946 7.979
PP 7.849 7.849 7.849 7.857
S1 7.819 7.819 7.920 7.834
S2 7.704 7.704 7.906
S3 7.559 7.674 7.893
S4 7.414 7.529 7.853
Weekly Pivots for week ending 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 9.511 9.252 8.225
R3 8.981 8.722 8.079
R2 8.451 8.451 8.030
R1 8.192 8.192 7.982 8.057
PP 7.921 7.921 7.921 7.853
S1 7.662 7.662 7.884 7.527
S2 7.391 7.391 7.836
S3 6.861 7.132 7.787
S4 6.331 6.602 7.642
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.180 7.650 0.530 6.7% 0.128 1.6% 53% False False 159
10 8.390 7.650 0.740 9.3% 0.120 1.5% 38% False False 264
20 8.749 7.650 1.099 13.9% 0.106 1.3% 26% False False 349
40 9.090 7.650 1.440 18.2% 0.105 1.3% 20% False False 368
60 9.090 7.650 1.440 18.2% 0.102 1.3% 20% False False 558
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.496
2.618 8.260
1.618 8.115
1.000 8.025
0.618 7.970
HIGH 7.880
0.618 7.825
0.500 7.808
0.382 7.790
LOW 7.735
0.618 7.645
1.000 7.590
1.618 7.500
2.618 7.355
4.250 7.119
Fisher Pivots for day following 29-Dec-2006
Pivot 1 day 3 day
R1 7.891 7.877
PP 7.849 7.821
S1 7.808 7.765

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

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