NYMEX Natural Gas Future December 2007

Trading Metrics calculated at close of trading on 23-Oct-2006

Day Change Summary
	Previous	Current
	20-Oct-2006	23-Oct-2006	Change	Change %	Previous Week
Open	9.100	9.120	0.020	0.2%	9.050
High	9.100	9.120	0.020	0.2%	9.350
Low	9.100	9.000	-0.100	-1.1%	9.050
Close	9.176	9.021	-0.155	-1.7%	9.176
Range	0.000	0.120	0.120		0.300
ATR	0.156	0.157	0.001	0.9%	0.000
Volume	592	548	-44	-7.4%	1,375

Daily Pivots for day following 23-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	9.407	9.334	9.087
R3	9.287	9.214	9.054
R2	9.167	9.167	9.043
R1	9.094	9.094	9.032	9.071
PP	9.047	9.047	9.047	9.035
S1	8.974	8.974	9.010	8.951
S2	8.927	8.927	8.999
S3	8.807	8.854	8.988
S4	8.687	8.734	8.955

Weekly Pivots for week ending 20-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	10.092	9.934	9.341
R3	9.792	9.634	9.259
R2	9.492	9.492	9.231
R1	9.334	9.334	9.204	9.413
PP	9.192	9.192	9.192	9.232
S1	9.034	9.034	9.149	9.113
S2	8.892	8.892	9.121
S3	8.592	8.734	9.094
S4	8.292	8.434	9.011

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	3.9%	0.113	1.3%	6%	False	True	353
10	9.350	8.890	0.460	5.1%	0.115	1.3%	28%	False	False	274
20	9.350	8.520	0.830	9.2%	0.115	1.3%	60%	False	False	512

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9.630
2.618	9.434
1.618	9.314
1.000	9.240
0.618	9.194
HIGH	9.120
0.618	9.074
0.500	9.060
0.382	9.046
LOW	9.000
0.618	8.926
1.000	8.880
1.618	8.806
2.618	8.686
4.250	8.490

Fisher Pivots for day following 23-Oct-2006
Pivot	1 day	3 day
R1	9.060	9.114
PP	9.047	9.083
S1	9.034	9.052

Download as Excel Spreadsheet

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

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