NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 02-Jan-2007
Day Change Summary
Previous Current
29-Dec-2006 02-Jan-2007 Change Change % Previous Week
Open 8.360 8.450 0.090 1.1% 8.740
High 8.540 8.576 0.036 0.4% 8.790
Low 8.360 8.450 0.090 1.1% 8.270
Close 8.563 8.563 0.000 0.0% 8.563
Range 0.180 0.126 -0.054 -30.0% 0.520
ATR 0.163 0.161 -0.003 -1.6% 0.000
Volume 181 350 169 93.4% 1,606
Daily Pivots for day following 02-Jan-2007
Classic Woodie Camarilla DeMark
R4 8.908 8.861 8.632
R3 8.782 8.735 8.598
R2 8.656 8.656 8.586
R1 8.609 8.609 8.575 8.633
PP 8.530 8.530 8.530 8.541
S1 8.483 8.483 8.551 8.507
S2 8.404 8.404 8.540
S3 8.278 8.357 8.528
S4 8.152 8.231 8.494
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 8.600 8.270 0.330 3.9% 0.145 1.7% 89% False False 332
10 9.000 8.270 0.730 8.5% 0.144 1.7% 40% False False 294
20 9.300 8.270 1.030 12.0% 0.122 1.4% 28% False False 455
40 9.500 8.270 1.230 14.4% 0.123 1.4% 24% False False 456
60 9.500 8.270 1.230 14.4% 0.121 1.4% 24% False False 469
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.112
2.618 8.906
1.618 8.780
1.000 8.702
0.618 8.654
HIGH 8.576
0.618 8.528
0.500 8.513
0.382 8.498
LOW 8.450
0.618 8.372
1.000 8.324
1.618 8.246
2.618 8.120
4.250 7.915
Fisher Pivots for day following 02-Jan-2007
Pivot 1 day 3 day
R1 8.546 8.531
PP 8.530 8.500
S1 8.513 8.468

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

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