NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 20-Nov-2006
Day Change Summary
Previous Current
17-Nov-2006 20-Nov-2006 Change Change % Previous Week
Open 9.060 9.200 0.140 1.5% 8.999
High 9.220 9.220 0.000 0.0% 9.280
Low 9.060 9.170 0.110 1.2% 8.970
Close 9.232 9.212 -0.020 -0.2% 9.232
Range 0.160 0.050 -0.110 -68.8% 0.310
ATR 0.169 0.162 -0.008 -4.5% 0.000
Volume 134 57 -77 -57.5% 2,048
Daily Pivots for day following 20-Nov-2006
Classic Woodie Camarilla DeMark
R4 9.351 9.331 9.240
R3 9.301 9.281 9.226
R2 9.251 9.251 9.221
R1 9.231 9.231 9.217 9.241
PP 9.201 9.201 9.201 9.206
S1 9.181 9.181 9.207 9.191
S2 9.151 9.151 9.203
S3 9.101 9.131 9.198
S4 9.051 9.081 9.185
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 9.050 0.230 2.5% 0.126 1.4% 70% False False 416
10 9.280 8.750 0.530 5.8% 0.152 1.7% 87% False False 292
20 9.280 8.500 0.780 8.5% 0.127 1.4% 91% False False 511
40 9.350 8.500 0.850 9.2% 0.121 1.3% 84% False False 511
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9.433
2.618 9.351
1.618 9.301
1.000 9.270
0.618 9.251
HIGH 9.220
0.618 9.201
0.500 9.195
0.382 9.189
LOW 9.170
0.618 9.139
1.000 9.120
1.618 9.089
2.618 9.039
4.250 8.958
Fisher Pivots for day following 20-Nov-2006
Pivot 1 day 3 day
R1 9.206 9.186
PP 9.201 9.161
S1 9.195 9.135

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

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