NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 26-Dec-2006
Day Change Summary
Previous Current
25-Dec-2006 26-Dec-2006 Change Change % Previous Week
Open 8.740 8.600 -0.140 -1.6% 8.950
High 8.790 8.600 -0.190 -2.2% 9.000
Low 8.690 8.400 -0.290 -3.3% 8.690
Close 8.705 8.428 -0.277 -3.2% 8.705
Range 0.100 0.200 0.100 100.0% 0.310
ATR 0.150 0.161 0.011 7.3% 0.000
Volume 293 269 -24 -8.2% 1,555
Daily Pivots for day following 26-Dec-2006
Classic Woodie Camarilla DeMark
R4 9.076 8.952 8.538
R3 8.876 8.752 8.483
R2 8.676 8.676 8.465
R1 8.552 8.552 8.446 8.514
PP 8.476 8.476 8.476 8.457
S1 8.352 8.352 8.410 8.314
S2 8.276 8.276 8.391
S3 8.076 8.152 8.373
S4 7.876 7.952 8.318
Weekly Pivots for week ending 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 9.728 9.527 8.876
R3 9.418 9.217 8.790
R2 9.108 9.108 8.762
R1 8.907 8.907 8.733 8.853
PP 8.798 8.798 8.798 8.771
S1 8.597 8.597 8.677 8.543
S2 8.488 8.488 8.648
S3 8.178 8.287 8.620
S4 7.868 7.977 8.535
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.980 8.400 0.580 6.9% 0.146 1.7% 5% False True 279
10 9.250 8.400 0.850 10.1% 0.131 1.5% 3% False True 300
20 9.500 8.400 1.100 13.1% 0.117 1.4% 3% False True 490
40 9.500 8.400 1.100 13.1% 0.116 1.4% 3% False True 546
60 9.500 8.400 1.100 13.1% 0.118 1.4% 3% False True 485
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 0.030
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 9.450
2.618 9.124
1.618 8.924
1.000 8.800
0.618 8.724
HIGH 8.600
0.618 8.524
0.500 8.500
0.382 8.476
LOW 8.400
0.618 8.276
1.000 8.200
1.618 8.076
2.618 7.876
4.250 7.550
Fisher Pivots for day following 26-Dec-2006
Pivot 1 day 3 day
R1 8.500 8.595
PP 8.476 8.539
S1 8.452 8.484

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

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