NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 04-Jan-2007
Day Change Summary
Previous Current
03-Jan-2007 04-Jan-2007 Change Change % Previous Week
Open 8.530 8.450 -0.080 -0.9% 8.740
High 8.530 8.575 0.045 0.5% 8.790
Low 8.440 8.350 -0.090 -1.1% 8.270
Close 8.450 8.425 -0.025 -0.3% 8.563
Range 0.090 0.225 0.135 150.0% 0.520
ATR 0.158 0.163 0.005 3.0% 0.000
Volume 9 1,259 1,250 13,888.9% 1,606
Daily Pivots for day following 04-Jan-2007
Classic Woodie Camarilla DeMark
R4 9.125 9.000 8.549
R3 8.900 8.775 8.487
R2 8.675 8.675 8.466
R1 8.550 8.550 8.446 8.500
PP 8.450 8.450 8.450 8.425
S1 8.325 8.325 8.404 8.275
S2 8.225 8.225 8.384
S3 8.000 8.100 8.363
S4 7.775 7.875 8.301
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 8.350 0.226 2.7% 0.142 1.7% 33% False True 424
10 8.920 8.270 0.650 7.7% 0.143 1.7% 24% False False 371
20 9.300 8.270 1.030 12.2% 0.121 1.4% 15% False False 361
40 9.500 8.270 1.230 14.6% 0.126 1.5% 13% False False 482
60 9.500 8.270 1.230 14.6% 0.120 1.4% 13% False False 488
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 9.531
2.618 9.164
1.618 8.939
1.000 8.800
0.618 8.714
HIGH 8.575
0.618 8.489
0.500 8.463
0.382 8.436
LOW 8.350
0.618 8.211
1.000 8.125
1.618 7.986
2.618 7.761
4.250 7.394
Fisher Pivots for day following 04-Jan-2007
Pivot 1 day 3 day
R1 8.463 8.463
PP 8.450 8.450
S1 8.438 8.438

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

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