NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 11-Dec-2006
Day Change Summary
Previous Current
08-Dec-2006 11-Dec-2006 Change Change % Previous Week
Open 9.300 9.070 -0.230 -2.5% 9.120
High 9.300 9.120 -0.180 -1.9% 9.300
Low 9.270 9.070 -0.200 -2.2% 8.909
Close 9.204 9.175 -0.029 -0.3% 9.204
Range 0.030 0.050 0.020 66.7% 0.391
ATR 0.156 0.155 -0.002 -1.0% 0.000
Volume 782 139 -643 -82.2% 4,498
Daily Pivots for day following 11-Dec-2006
Classic Woodie Camarilla DeMark
R4 9.272 9.273 9.203
R3 9.222 9.223 9.189
R2 9.172 9.172 9.184
R1 9.173 9.173 9.180 9.173
PP 9.122 9.122 9.122 9.121
S1 9.123 9.123 9.170 9.123
S2 9.072 9.072 9.166
S3 9.022 9.073 9.161
S4 8.972 9.023 9.148
Weekly Pivots for week ending 08-Dec-2006
Classic Woodie Camarilla DeMark
R4 10.311 10.148 9.419
R3 9.920 9.757 9.312
R2 9.529 9.529 9.276
R1 9.366 9.366 9.240 9.448
PP 9.138 9.138 9.138 9.178
S1 8.975 8.975 9.168 9.057
S2 8.747 8.747 9.132
S3 8.356 8.584 9.096
S4 7.965 8.193 8.989
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.300 8.909 0.391 4.3% 0.102 1.1% 68% False False 910
10 9.500 8.909 0.591 6.4% 0.108 1.2% 45% False False 760
20 9.500 8.909 0.591 6.4% 0.100 1.1% 45% False False 634
40 9.500 8.500 1.000 10.9% 0.112 1.2% 68% False False 569
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 -0.001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.333
2.618 9.251
1.618 9.201
1.000 9.170
0.618 9.151
HIGH 9.120
0.618 9.101
0.500 9.095
0.382 9.089
LOW 9.070
0.618 9.039
1.000 9.020
1.618 8.989
2.618 8.939
4.250 8.858
Fisher Pivots for day following 11-Dec-2006
Pivot 1 day 3 day
R1 9.148 9.185
PP 9.122 9.182
S1 9.095 9.178

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

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