NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 27-Nov-2006
Day Change Summary
Previous Current
22-Nov-2006 27-Nov-2006 Change Change % Previous Week
Open 9.120 9.250 0.130 1.4% 9.200
High 9.140 9.250 0.110 1.2% 9.270
Low 9.070 9.250 0.180 2.0% 9.070
Close 9.053 9.247 0.194 2.1% 9.053
Range 0.070 0.000 -0.070 -100.0% 0.200
ATR 0.155 0.158 0.003 1.9% 0.000
Volume 470 179 -291 -61.9% 2,819
Daily Pivots for day following 27-Nov-2006
Classic Woodie Camarilla DeMark
R4 9.249 9.248 9.247
R3 9.249 9.248 9.247
R2 9.249 9.249 9.247
R1 9.248 9.248 9.247 9.249
PP 9.249 9.249 9.249 9.249
S1 9.248 9.248 9.247 9.249
S2 9.249 9.249 9.247
S3 9.249 9.248 9.247
S4 9.249 9.248 9.247
Weekly Pivots for week ending 24-Nov-2006
Classic Woodie Camarilla DeMark
R4 9.731 9.592 9.163
R3 9.531 9.392 9.108
R2 9.331 9.331 9.090
R1 9.192 9.192 9.071 9.162
PP 9.131 9.131 9.131 9.116
S1 8.992 8.992 9.035 8.962
S2 8.931 8.931 9.016
S3 8.731 8.792 8.998
S4 8.531 8.592 8.943
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.270 9.060 0.210 2.3% 0.080 0.9% 89% False False 626
10 9.280 8.970 0.310 3.4% 0.091 1.0% 89% False False 508
20 9.280 8.500 0.780 8.4% 0.116 1.3% 96% False False 615
40 9.350 8.500 0.850 9.2% 0.117 1.3% 88% False False 469
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.013
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 9.250
2.618 9.250
1.618 9.250
1.000 9.250
0.618 9.250
HIGH 9.250
0.618 9.250
0.500 9.250
0.382 9.250
LOW 9.250
0.618 9.250
1.000 9.250
1.618 9.250
2.618 9.250
4.250 9.250
Fisher Pivots for day following 27-Nov-2006
Pivot 1 day 3 day
R1 9.250 9.221
PP 9.249 9.196
S1 9.248 9.170

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

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