NYMEX Natural Gas Future December 2007

Trading Metrics calculated at close of trading on 11-Oct-2006

Day Change Summary
	Previous	Current
	10-Oct-2006	11-Oct-2006	Change	Change %	Previous Week
Open	9.320	9.320	0.000	0.0%	8.850
High	9.320	9.320	0.000	0.0%	9.180
Low	9.200	9.100	-0.100	-1.1%	8.760
Close	9.286	9.095	-0.191	-2.1%	9.059
Range	0.120	0.220	0.100	83.3%	0.420
ATR	0.162	0.166	0.004	2.6%	0.000
Volume	130	140	10	7.7%	2,400

Daily Pivots for day following 11-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	9.832	9.683	9.216
R3	9.612	9.463	9.156
R2	9.392	9.392	9.135
R1	9.243	9.243	9.115	9.208
PP	9.172	9.172	9.172	9.154
S1	9.023	9.023	9.075	8.988
S2	8.952	8.952	9.055
S3	8.732	8.803	9.035
S4	8.512	8.583	8.974

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	9.000	0.350	3.8%	0.156	1.7%	27%	False	False	148
10	9.350	8.530	0.820	9.0%	0.128	1.4%	69%	False	False	365

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 14 trading days

Fibonacci Retracements and Extensions
4.250	10.255
2.618	9.896
1.618	9.676
1.000	9.540
0.618	9.456
HIGH	9.320
0.618	9.236
0.500	9.210
0.382	9.184
LOW	9.100
0.618	8.964
1.000	8.880
1.618	8.744
2.618	8.524
4.250	8.165

Fisher Pivots for day following 11-Oct-2006
Pivot	1 day	3 day
R1	9.210	9.225
PP	9.172	9.182
S1	9.133	9.138

Download as Excel Spreadsheet

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

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