NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 19-Dec-2006
Day Change Summary
Previous Current
18-Dec-2006 19-Dec-2006 Change Change % Previous Week
Open 8.950 8.860 -0.090 -1.0% 9.070
High 8.980 9.000 0.020 0.2% 9.250
Low 8.900 8.820 -0.080 -0.9% 8.980
Close 8.930 8.953 0.023 0.3% 9.089
Range 0.080 0.180 0.100 125.0% 0.270
ATR 0.148 0.151 0.002 1.5% 0.000
Volume 571 147 -424 -74.3% 1,182
Daily Pivots for day following 19-Dec-2006
Classic Woodie Camarilla DeMark
R4 9.464 9.389 9.052
R3 9.284 9.209 9.003
R2 9.104 9.104 8.986
R1 9.029 9.029 8.970 9.067
PP 8.924 8.924 8.924 8.943
S1 8.849 8.849 8.937 8.887
S2 8.744 8.744 8.920
S3 8.564 8.669 8.904
S4 8.384 8.489 8.854
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 8.820 0.430 4.8% 0.115 1.3% 31% False True 321
10 9.300 8.820 0.480 5.4% 0.107 1.2% 28% False True 476
20 9.500 8.820 0.680 7.6% 0.100 1.1% 20% False True 617
40 9.500 8.500 1.000 11.2% 0.115 1.3% 45% False False 576
60 9.500 8.380 1.120 12.5% 0.115 1.3% 51% False False 592
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 9.765
2.618 9.471
1.618 9.291
1.000 9.180
0.618 9.111
HIGH 9.000
0.618 8.931
0.500 8.910
0.382 8.889
LOW 8.820
0.618 8.709
1.000 8.640
1.618 8.529
2.618 8.349
4.250 8.055
Fisher Pivots for day following 19-Dec-2006
Pivot 1 day 3 day
R1 8.939 8.958
PP 8.924 8.956
S1 8.910 8.955

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

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