NYMEX Natural Gas Future December 2007

Trading Metrics calculated at close of trading on 16-Oct-2006

Day Change Summary
	Previous	Current
	13-Oct-2006	16-Oct-2006	Change	Change %	Previous Week
Open	8.920	9.050	0.130	1.5%	9.159
High	8.930	9.100	0.170	1.9%	9.350
Low	8.890	9.050	0.160	1.8%	8.890
Close	8.905	9.238	0.333	3.7%	8.905
Range	0.040	0.050	0.010	25.0%	0.460
ATR	0.159	0.161	0.003	1.6%	0.000
Volume	90	155	65	72.2%	881

Daily Pivots for day following 16-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	9.279	9.309	9.266
R3	9.229	9.259	9.252
R2	9.179	9.179	9.247
R1	9.209	9.209	9.243	9.194
PP	9.129	9.129	9.129	9.122
S1	9.159	9.159	9.233	9.144
S2	9.079	9.079	9.229
S3	9.029	9.109	9.224
S4	8.979	9.059	9.211

Weekly Pivots for week ending 13-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	10.428	10.127	9.158
R3	9.968	9.667	9.032
R2	9.508	9.508	8.989
R1	9.207	9.207	8.947	9.128
PP	9.048	9.048	9.048	9.009
S1	8.747	8.747	8.863	8.668
S2	8.588	8.588	8.821
S3	8.128	8.287	8.779
S4	7.668	7.827	8.652

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9.320	8.890	0.430	4.7%	0.116	1.3%	81%	False	False	195
10	9.350	8.760	0.590	6.4%	0.128	1.4%	81%	False	False	209

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9.313
2.618	9.231
1.618	9.181
1.000	9.150
0.618	9.131
HIGH	9.100
0.618	9.081
0.500	9.075
0.382	9.069
LOW	9.050
0.618	9.019
1.000	9.000
1.618	8.969
2.618	8.919
4.250	8.838

Fisher Pivots for day following 16-Oct-2006
Pivot	1 day	3 day
R1	9.184	9.157
PP	9.129	9.076
S1	9.075	8.995

Download as Excel Spreadsheet

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

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