NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 18-Dec-2006
Day Change Summary
Previous Current
15-Dec-2006 18-Dec-2006 Change Change % Previous Week
Open 9.095 8.950 -0.145 -1.6% 9.070
High 9.095 8.980 -0.115 -1.3% 9.250
Low 8.980 8.900 -0.080 -0.9% 8.980
Close 9.089 8.930 -0.159 -1.7% 9.089
Range 0.115 0.080 -0.035 -30.4% 0.270
ATR 0.145 0.148 0.003 2.2% 0.000
Volume 652 571 -81 -12.4% 1,182
Daily Pivots for day following 18-Dec-2006
Classic Woodie Camarilla DeMark
R4 9.177 9.133 8.974
R3 9.097 9.053 8.952
R2 9.017 9.017 8.945
R1 8.973 8.973 8.937 8.955
PP 8.937 8.937 8.937 8.928
S1 8.893 8.893 8.923 8.875
S2 8.857 8.857 8.915
S3 8.777 8.813 8.908
S4 8.697 8.733 8.886
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 8.900 0.350 3.9% 0.100 1.1% 9% False True 322
10 9.300 8.900 0.400 4.5% 0.101 1.1% 8% False True 616
20 9.500 8.900 0.600 6.7% 0.099 1.1% 5% False True 617
40 9.500 8.500 1.000 11.2% 0.111 1.2% 43% False False 587
60 9.500 8.380 1.120 12.5% 0.115 1.3% 49% False False 593
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9.320
2.618 9.189
1.618 9.109
1.000 9.060
0.618 9.029
HIGH 8.980
0.618 8.949
0.500 8.940
0.382 8.931
LOW 8.900
0.618 8.851
1.000 8.820
1.618 8.771
2.618 8.691
4.250 8.560
Fisher Pivots for day following 18-Dec-2006
Pivot 1 day 3 day
R1 8.940 9.075
PP 8.937 9.027
S1 8.933 8.978

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

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