NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 27-Oct-2006
Day Change Summary
Previous Current
26-Oct-2006 27-Oct-2006 Change Change % Previous Week
Open 9.248 9.052 -0.196 -2.1% 9.120
High 9.248 9.100 -0.148 -1.6% 9.250
Low 9.000 8.940 -0.060 -0.7% 8.940
Close 9.002 8.763 -0.239 -2.7% 8.763
Range 0.248 0.160 -0.088 -35.5% 0.310
ATR 0.159 0.159 0.000 0.1% 0.000
Volume 639 1,236 597 93.4% 2,630
Daily Pivots for day following 27-Oct-2006
Classic Woodie Camarilla DeMark
R4 9.414 9.249 8.851
R3 9.254 9.089 8.807
R2 9.094 9.094 8.792
R1 8.929 8.929 8.778 8.932
PP 8.934 8.934 8.934 8.936
S1 8.769 8.769 8.748 8.772
S2 8.774 8.774 8.734
S3 8.614 8.609 8.719
S4 8.454 8.449 8.675
Weekly Pivots for week ending 27-Oct-2006
Classic Woodie Camarilla DeMark
R4 9.914 9.649 8.934
R3 9.604 9.339 8.848
R2 9.294 9.294 8.820
R1 9.029 9.029 8.791 9.007
PP 8.984 8.984 8.984 8.973
S1 8.719 8.719 8.735 8.697
S2 8.674 8.674 8.706
S3 8.364 8.409 8.678
S4 8.054 8.099 8.593
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.250 8.940 0.310 3.5% 0.138 1.6% -57% False True 526
10 9.350 8.940 0.410 4.7% 0.119 1.4% -43% False True 400
20 9.350 8.760 0.590 6.7% 0.121 1.4% 1% False False 364
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 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.780
2.618 9.519
1.618 9.359
1.000 9.260
0.618 9.199
HIGH 9.100
0.618 9.039
0.500 9.020
0.382 9.001
LOW 8.940
0.618 8.841
1.000 8.780
1.618 8.681
2.618 8.521
4.250 8.260
Fisher Pivots for day following 27-Oct-2006
Pivot 1 day 3 day
R1 9.020 9.095
PP 8.934 8.984
S1 8.849 8.874

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

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