NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 01-Dec-2006
Day Change Summary
Previous Current
30-Nov-2006 01-Dec-2006 Change Change % Previous Week
Open 9.445 9.445 0.000 0.0% 9.250
High 9.500 9.400 -0.100 -1.1% 9.500
Low 9.445 9.330 -0.115 -1.2% 9.247
Close 9.526 9.338 -0.188 -2.0% 9.338
Range 0.055 0.070 0.015 27.3% 0.253
ATR 0.151 0.154 0.003 2.2% 0.000
Volume 170 460 290 170.6% 3,142
Daily Pivots for day following 01-Dec-2006
Classic Woodie Camarilla DeMark
R4 9.566 9.522 9.377
R3 9.496 9.452 9.357
R2 9.426 9.426 9.351
R1 9.382 9.382 9.344 9.369
PP 9.356 9.356 9.356 9.350
S1 9.312 9.312 9.332 9.299
S2 9.286 9.286 9.325
S3 9.216 9.242 9.319
S4 9.146 9.172 9.300
Weekly Pivots for week ending 01-Dec-2006
Classic Woodie Camarilla DeMark
R4 10.121 9.982 9.477
R3 9.868 9.729 9.408
R2 9.615 9.615 9.384
R1 9.476 9.476 9.361 9.546
PP 9.362 9.362 9.362 9.396
S1 9.223 9.223 9.315 9.293
S2 9.109 9.109 9.292
S3 8.856 8.970 9.268
S4 8.603 8.717 9.199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.500 9.247 0.253 2.7% 0.088 0.9% 36% False False 628
10 9.500 9.050 0.450 4.8% 0.099 1.1% 64% False False 621
20 9.500 8.750 0.750 8.0% 0.116 1.2% 78% False False 456
40 9.500 8.500 1.000 10.7% 0.119 1.3% 84% False False 483
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 0.003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.698
2.618 9.583
1.618 9.513
1.000 9.470
0.618 9.443
HIGH 9.400
0.618 9.373
0.500 9.365
0.382 9.357
LOW 9.330
0.618 9.287
1.000 9.260
1.618 9.217
2.618 9.147
4.250 9.033
Fisher Pivots for day following 01-Dec-2006
Pivot 1 day 3 day
R1 9.365 9.405
PP 9.356 9.383
S1 9.347 9.360

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

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