NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 15-Dec-2006
Day Change Summary
Previous Current
14-Dec-2006 15-Dec-2006 Change Change % Previous Week
Open 9.180 9.095 -0.085 -0.9% 9.070
High 9.250 9.095 -0.155 -1.7% 9.250
Low 9.150 8.980 -0.170 -1.9% 8.980
Close 9.138 9.089 -0.049 -0.5% 9.089
Range 0.100 0.115 0.015 15.0% 0.270
ATR 0.144 0.145 0.001 0.7% 0.000
Volume 44 652 608 1,381.8% 1,182
Daily Pivots for day following 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 9.400 9.359 9.152
R3 9.285 9.244 9.121
R2 9.170 9.170 9.110
R1 9.129 9.129 9.100 9.092
PP 9.055 9.055 9.055 9.036
S1 9.014 9.014 9.078 8.977
S2 8.940 8.940 9.068
S3 8.825 8.899 9.057
S4 8.710 8.784 9.026
Weekly Pivots for week ending 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 9.916 9.773 9.238
R3 9.646 9.503 9.163
R2 9.376 9.376 9.139
R1 9.233 9.233 9.114 9.305
PP 9.106 9.106 9.106 9.142
S1 8.963 8.963 9.064 9.035
S2 8.836 8.836 9.040
S3 8.566 8.693 9.015
S4 8.296 8.423 8.941
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.250 8.980 0.270 3.0% 0.094 1.0% 40% False True 236
10 9.300 8.909 0.391 4.3% 0.106 1.2% 46% False False 568
20 9.500 8.909 0.591 6.5% 0.102 1.1% 30% False False 594
40 9.500 8.500 1.000 11.0% 0.113 1.2% 59% False False 575
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.007
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 9.584
2.618 9.396
1.618 9.281
1.000 9.210
0.618 9.166
HIGH 9.095
0.618 9.051
0.500 9.038
0.382 9.024
LOW 8.980
0.618 8.909
1.000 8.865
1.618 8.794
2.618 8.679
4.250 8.491
Fisher Pivots for day following 15-Dec-2006
Pivot 1 day 3 day
R1 9.072 9.115
PP 9.055 9.106
S1 9.038 9.098

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

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