NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 21-Dec-2006
Day Change Summary
Previous Current
20-Dec-2006 21-Dec-2006 Change Change % Previous Week
Open 8.900 8.740 -0.160 -1.8% 9.070
High 8.980 8.920 -0.060 -0.7% 9.250
Low 8.840 8.730 -0.110 -1.2% 8.980
Close 8.824 8.866 0.042 0.5% 9.089
Range 0.140 0.190 0.050 35.7% 0.270
ATR 0.150 0.153 0.003 1.9% 0.000
Volume 348 196 -152 -43.7% 1,182
Daily Pivots for day following 21-Dec-2006
Classic Woodie Camarilla DeMark
R4 9.409 9.327 8.971
R3 9.219 9.137 8.918
R2 9.029 9.029 8.901
R1 8.947 8.947 8.883 8.988
PP 8.839 8.839 8.839 8.859
S1 8.757 8.757 8.849 8.798
S2 8.649 8.649 8.831
S3 8.459 8.567 8.814
S4 8.269 8.377 8.762
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 9.095 8.730 0.365 4.1% 0.141 1.6% 37% False True 382
10 9.300 8.730 0.570 6.4% 0.109 1.2% 24% False True 322
20 9.500 8.730 0.770 8.7% 0.108 1.2% 18% False True 527
40 9.500 8.500 1.000 11.3% 0.120 1.4% 37% False False 572
60 9.500 8.500 1.000 11.3% 0.117 1.3% 37% False False 525
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 0.020
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 9.728
2.618 9.417
1.618 9.227
1.000 9.110
0.618 9.037
HIGH 8.920
0.618 8.847
0.500 8.825
0.382 8.803
LOW 8.730
0.618 8.613
1.000 8.540
1.618 8.423
2.618 8.233
4.250 7.923
Fisher Pivots for day following 21-Dec-2006
Pivot 1 day 3 day
R1 8.852 8.866
PP 8.839 8.865
S1 8.825 8.865

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

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