NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 29-Dec-2006
Day Change Summary
Previous Current
28-Dec-2006 29-Dec-2006 Change Change % Previous Week
Open 8.400 8.360 -0.040 -0.5% 8.740
High 8.490 8.540 0.050 0.6% 8.790
Low 8.400 8.360 -0.040 -0.5% 8.270
Close 8.440 8.563 0.123 1.5% 8.563
Range 0.090 0.180 0.090 100.0% 0.520
ATR 0.162 0.163 0.001 0.8% 0.000
Volume 321 181 -140 -43.6% 1,606
Daily Pivots for day following 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 9.028 8.975 8.662
R3 8.848 8.795 8.613
R2 8.668 8.668 8.596
R1 8.615 8.615 8.580 8.642
PP 8.488 8.488 8.488 8.501
S1 8.435 8.435 8.547 8.462
S2 8.308 8.308 8.530
S3 8.128 8.255 8.514
S4 7.948 8.075 8.464
Weekly Pivots for week ending 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 10.101 9.852 8.849
R3 9.581 9.332 8.706
R2 9.061 9.061 8.658
R1 8.812 8.812 8.611 8.677
PP 8.541 8.541 8.541 8.473
S1 8.292 8.292 8.515 8.157
S2 8.021 8.021 8.468
S3 7.501 7.772 8.420
S4 6.981 7.252 8.277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.790 8.270 0.520 6.1% 0.140 1.6% 56% False False 321
10 9.000 8.270 0.730 8.5% 0.139 1.6% 40% False False 316
20 9.300 8.270 1.030 12.0% 0.123 1.4% 28% False False 442
40 9.500 8.270 1.230 14.4% 0.120 1.4% 24% False False 449
60 9.500 8.270 1.230 14.4% 0.120 1.4% 24% False False 469
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.305
2.618 9.011
1.618 8.831
1.000 8.720
0.618 8.651
HIGH 8.540
0.618 8.471
0.500 8.450
0.382 8.429
LOW 8.360
0.618 8.249
1.000 8.180
1.618 8.069
2.618 7.889
4.250 7.595
Fisher Pivots for day following 29-Dec-2006
Pivot 1 day 3 day
R1 8.525 8.510
PP 8.488 8.458
S1 8.450 8.405

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

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