NYMEX Natural Gas Future December 2007

Trading Metrics calculated at close of trading on 12-Oct-2006

Day Change Summary
	Previous	Current
	11-Oct-2006	12-Oct-2006	Change	Change %	Previous Week
Open	9.320	9.050	-0.270	-2.9%	8.850
High	9.320	9.050	-0.270	-2.9%	9.180
Low	9.100	8.900	-0.200	-2.2%	8.760
Close	9.095	8.921	-0.174	-1.9%	9.059
Range	0.220	0.150	-0.070	-31.8%	0.420
ATR	0.166	0.168	0.002	1.3%	0.000
Volume	140	460	320	228.6%	2,400

Daily Pivots for day following 12-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	9.407	9.314	9.004
R3	9.257	9.164	8.962
R2	9.107	9.107	8.949
R1	9.014	9.014	8.935	8.986
PP	8.957	8.957	8.957	8.943
S1	8.864	8.864	8.907	8.836
S2	8.807	8.807	8.894
S3	8.657	8.714	8.880
S4	8.507	8.564	8.839

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	8.900	0.450	5.0%	0.170	1.9%	5%	False	True	167
10	9.350	8.530	0.820	9.2%	0.131	1.5%	48%	False	False	361

Crabel Price Patterns
NR	True
NR4	False
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	0.011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9.688
2.618	9.443
1.618	9.293
1.000	9.200
0.618	9.143
HIGH	9.050
0.618	8.993
0.500	8.975
0.382	8.957
LOW	8.900
0.618	8.807
1.000	8.750
1.618	8.657
2.618	8.507
4.250	8.263

Fisher Pivots for day following 12-Oct-2006
Pivot	1 day	3 day
R1	8.975	9.110
PP	8.957	9.047
S1	8.939	8.984

Download as Excel Spreadsheet

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

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