NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 17-Nov-2006
Day Change Summary
Previous Current
16-Nov-2006 17-Nov-2006 Change Change % Previous Week
Open 9.200 9.060 -0.140 -1.5% 8.999
High 9.200 9.220 0.020 0.2% 9.280
Low 9.050 9.060 0.010 0.1% 8.970
Close 8.990 9.232 0.242 2.7% 9.232
Range 0.150 0.160 0.010 6.7% 0.310
ATR 0.165 0.169 0.005 2.8% 0.000
Volume 124 134 10 8.1% 2,048
Daily Pivots for day following 17-Nov-2006
Classic Woodie Camarilla DeMark
R4 9.651 9.601 9.320
R3 9.491 9.441 9.276
R2 9.331 9.331 9.261
R1 9.281 9.281 9.247 9.306
PP 9.171 9.171 9.171 9.183
S1 9.121 9.121 9.217 9.146
S2 9.011 9.011 9.203
S3 8.851 8.961 9.188
S4 8.691 8.801 9.144
Weekly Pivots for week ending 17-Nov-2006
Classic Woodie Camarilla DeMark
R4 10.091 9.971 9.403
R3 9.781 9.661 9.317
R2 9.471 9.471 9.289
R1 9.351 9.351 9.260 9.411
PP 9.161 9.161 9.161 9.191
S1 9.041 9.041 9.204 9.101
S2 8.851 8.851 9.175
S3 8.541 8.731 9.147
S4 8.231 8.421 9.062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.280 8.970 0.310 3.4% 0.122 1.3% 85% False False 409
10 9.280 8.750 0.530 5.7% 0.156 1.7% 91% False False 296
20 9.280 8.500 0.780 8.4% 0.130 1.4% 94% False False 535
40 9.350 8.380 0.970 10.5% 0.123 1.3% 88% False False 579
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 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.900
2.618 9.639
1.618 9.479
1.000 9.380
0.618 9.319
HIGH 9.220
0.618 9.159
0.500 9.140
0.382 9.121
LOW 9.060
0.618 8.961
1.000 8.900
1.618 8.801
2.618 8.641
4.250 8.380
Fisher Pivots for day following 17-Nov-2006
Pivot 1 day 3 day
R1 9.201 9.210
PP 9.171 9.187
S1 9.140 9.165

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

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