NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 28-Nov-2006
Day Change Summary
Previous Current
27-Nov-2006 28-Nov-2006 Change Change % Previous Week
Open 9.250 9.275 0.025 0.3% 9.200
High 9.250 9.400 0.150 1.6% 9.270
Low 9.250 9.247 -0.003 0.0% 9.070
Close 9.247 9.355 0.108 1.2% 9.053
Range 0.000 0.153 0.153 0.200
ATR 0.158 0.158 0.000 -0.2% 0.000
Volume 179 942 763 426.3% 2,819
Daily Pivots for day following 28-Nov-2006
Classic Woodie Camarilla DeMark
R4 9.793 9.727 9.439
R3 9.640 9.574 9.397
R2 9.487 9.487 9.383
R1 9.421 9.421 9.369 9.454
PP 9.334 9.334 9.334 9.351
S1 9.268 9.268 9.341 9.301
S2 9.181 9.181 9.327
S3 9.028 9.115 9.313
S4 8.875 8.962 9.271
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 9.400 9.070 0.330 3.5% 0.079 0.8% 86% True False 788
10 9.400 8.970 0.430 4.6% 0.100 1.1% 90% True False 598
20 9.400 8.500 0.900 9.6% 0.115 1.2% 95% True False 601
40 9.400 8.500 0.900 9.6% 0.118 1.3% 95% True False 482
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10.050
2.618 9.801
1.618 9.648
1.000 9.553
0.618 9.495
HIGH 9.400
0.618 9.342
0.500 9.324
0.382 9.305
LOW 9.247
0.618 9.152
1.000 9.094
1.618 8.999
2.618 8.846
4.250 8.597
Fisher Pivots for day following 28-Nov-2006
Pivot 1 day 3 day
R1 9.345 9.315
PP 9.334 9.275
S1 9.324 9.235

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

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