NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 03-Jan-2007
Day Change Summary
Previous Current
02-Jan-2007 03-Jan-2007 Change Change % Previous Week
Open 8.450 8.530 0.080 0.9% 8.740
High 8.576 8.530 -0.046 -0.5% 8.790
Low 8.450 8.440 -0.010 -0.1% 8.270
Close 8.563 8.450 -0.113 -1.3% 8.563
Range 0.126 0.090 -0.036 -28.6% 0.520
ATR 0.161 0.158 -0.003 -1.7% 0.000
Volume 350 9 -341 -97.4% 1,606
Daily Pivots for day following 03-Jan-2007
Classic Woodie Camarilla DeMark
R4 8.743 8.687 8.500
R3 8.653 8.597 8.475
R2 8.563 8.563 8.467
R1 8.507 8.507 8.458 8.490
PP 8.473 8.473 8.473 8.465
S1 8.417 8.417 8.442 8.400
S2 8.383 8.383 8.434
S3 8.293 8.327 8.425
S4 8.203 8.237 8.401
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 8.576 8.270 0.306 3.6% 0.123 1.5% 59% False False 280
10 8.980 8.270 0.710 8.4% 0.135 1.6% 25% False False 280
20 9.300 8.270 1.030 12.2% 0.121 1.4% 17% False False 378
40 9.500 8.270 1.230 14.6% 0.123 1.5% 15% False False 453
60 9.500 8.270 1.230 14.6% 0.119 1.4% 15% False False 468
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 0.018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.913
2.618 8.766
1.618 8.676
1.000 8.620
0.618 8.586
HIGH 8.530
0.618 8.496
0.500 8.485
0.382 8.474
LOW 8.440
0.618 8.384
1.000 8.350
1.618 8.294
2.618 8.204
4.250 8.058
Fisher Pivots for day following 03-Jan-2007
Pivot 1 day 3 day
R1 8.485 8.468
PP 8.473 8.462
S1 8.462 8.456

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

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