NYMEX Natural Gas Future December 2007

Trading Metrics calculated at close of trading on 26-Oct-2006

Day Change Summary
	Previous	Current
	25-Oct-2006	26-Oct-2006	Change	Change %	Previous Week
Open	9.100	9.248	0.148	1.6%	9.050
High	9.250	9.248	-0.002	0.0%	9.350
Low	9.100	9.000	-0.100	-1.1%	9.050
Close	9.248	9.002	-0.246	-2.7%	9.176
Range	0.150	0.248	0.098	65.3%	0.300
ATR	0.152	0.159	0.007	4.5%	0.000
Volume	56	639	583	1,041.1%	1,375

Daily Pivots for day following 26-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	9.827	9.663	9.138
R3	9.579	9.415	9.070
R2	9.331	9.331	9.047
R1	9.167	9.167	9.025	9.125
PP	9.083	9.083	9.083	9.063
S1	8.919	8.919	8.979	8.877
S2	8.835	8.835	8.957
S3	8.587	8.671	8.934
S4	8.339	8.423	8.866

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	9.250	9.000	0.250	2.8%	0.106	1.2%	1%	False	True	397
10	9.350	8.890	0.460	5.1%	0.107	1.2%	24%	False	False	285
20	9.350	8.530	0.820	9.1%	0.119	1.3%	58%	False	False	323

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	0.015
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	10.302
2.618	9.897
1.618	9.649
1.000	9.496
0.618	9.401
HIGH	9.248
0.618	9.153
0.500	9.124
0.382	9.095
LOW	9.000
0.618	8.847
1.000	8.752
1.618	8.599
2.618	8.351
4.250	7.946

Fisher Pivots for day following 26-Oct-2006
Pivot	1 day	3 day
R1	9.124	9.125
PP	9.083	9.084
S1	9.043	9.043

Download as Excel Spreadsheet

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

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