NYMEX Natural Gas Future December 2007

Trading Metrics calculated at close of trading on 09-Oct-2006

Day Change Summary
	Previous	Current
	06-Oct-2006	09-Oct-2006	Change	Change %	Previous Week
Open	9.000	9.159	0.159	1.8%	8.850
High	9.170	9.350	0.180	2.0%	9.180
Low	9.000	9.159	0.159	1.8%	8.760
Close	9.059	9.192	0.133	1.5%	9.059
Range	0.170	0.191	0.021	12.4%	0.420
ATR
Volume	45	61	16	35.6%	2,400

Daily Pivots for day following 09-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	9.807	9.690	9.297
R3	9.616	9.499	9.245
R2	9.425	9.425	9.227
R1	9.308	9.308	9.210	9.367
PP	9.234	9.234	9.234	9.263
S1	9.117	9.117	9.174	9.176
S2	9.043	9.043	9.157
S3	8.852	8.926	9.139
S4	8.661	8.735	9.087

Weekly Pivots for week ending 06-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	10.260	10.079	9.290
R3	9.840	9.659	9.175
R2	9.420	9.420	9.136
R1	9.239	9.239	9.098	9.330
PP	9.000	9.000	9.000	9.045
S1	8.819	8.819	9.021	8.910
S2	8.580	8.580	8.982
S3	8.160	8.399	8.944
S4	7.740	7.979	8.828

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9.350	8.760	0.590	6.4%	0.140	1.5%	73%	True	False	223
10	9.350	8.520	0.830	9.0%	0.115	1.3%	81%	True	False	750

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	0.026
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	10.162
2.618	9.850
1.618	9.659
1.000	9.541
0.618	9.468
HIGH	9.350
0.618	9.277
0.500	9.255
0.382	9.232
LOW	9.159
0.618	9.041
1.000	8.968
1.618	8.850
2.618	8.659
4.250	8.347

Fisher Pivots for day following 09-Oct-2006
Pivot	1 day	3 day
R1	9.255	9.186
PP	9.234	9.181
S1	9.213	9.175

Download as Excel Spreadsheet

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

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