NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 05-Jan-2007
Day Change Summary
Previous Current
04-Jan-2007 05-Jan-2007 Change Change % Previous Week
Open 8.450 8.410 -0.040 -0.5% 8.450
High 8.575 8.450 -0.125 -1.5% 8.576
Low 8.350 8.310 -0.040 -0.5% 8.310
Close 8.425 8.427 0.002 0.0% 8.427
Range 0.225 0.140 -0.085 -37.8% 0.266
ATR 0.163 0.161 -0.002 -1.0% 0.000
Volume 1,259 241 -1,018 -80.9% 1,859
Daily Pivots for day following 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 8.816 8.761 8.504
R3 8.676 8.621 8.466
R2 8.536 8.536 8.453
R1 8.481 8.481 8.440 8.509
PP 8.396 8.396 8.396 8.409
S1 8.341 8.341 8.414 8.369
S2 8.256 8.256 8.401
S3 8.116 8.201 8.389
S4 7.976 8.061 8.350
Weekly Pivots for week ending 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 9.236 9.097 8.573
R3 8.970 8.831 8.500
R2 8.704 8.704 8.476
R1 8.565 8.565 8.451 8.502
PP 8.438 8.438 8.438 8.406
S1 8.299 8.299 8.403 8.236
S2 8.172 8.172 8.378
S3 7.906 8.033 8.354
S4 7.640 7.767 8.281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.576 8.310 0.266 3.2% 0.152 1.8% 44% False True 408
10 8.790 8.270 0.520 6.2% 0.138 1.6% 30% False False 375
20 9.300 8.270 1.030 12.2% 0.124 1.5% 15% False False 349
40 9.500 8.270 1.230 14.6% 0.121 1.4% 13% False False 486
60 9.500 8.270 1.230 14.6% 0.120 1.4% 13% False False 490
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.045
2.618 8.817
1.618 8.677
1.000 8.590
0.618 8.537
HIGH 8.450
0.618 8.397
0.500 8.380
0.382 8.363
LOW 8.310
0.618 8.223
1.000 8.170
1.618 8.083
2.618 7.943
4.250 7.715
Fisher Pivots for day following 05-Jan-2007
Pivot 1 day 3 day
R1 8.411 8.443
PP 8.396 8.437
S1 8.380 8.432

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

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