NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 08-Jan-2007
Day Change Summary
Previous Current
05-Jan-2007 08-Jan-2007 Change Change % Previous Week
Open 8.410 8.600 0.190 2.3% 8.450
High 8.450 8.620 0.170 2.0% 8.576
Low 8.310 8.580 0.270 3.2% 8.310
Close 8.427 8.552 0.125 1.5% 8.427
Range 0.140 0.040 -0.100 -71.4% 0.266
ATR 0.161 0.164 0.002 1.4% 0.000
Volume 241 96 -145 -60.2% 1,859
Daily Pivots for day following 08-Jan-2007
Classic Woodie Camarilla DeMark
R4 8.704 8.668 8.574
R3 8.664 8.628 8.563
R2 8.624 8.624 8.559
R1 8.588 8.588 8.556 8.586
PP 8.584 8.584 8.584 8.583
S1 8.548 8.548 8.548 8.546
S2 8.544 8.544 8.545
S3 8.504 8.508 8.541
S4 8.464 8.468 8.530
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 8.620 8.310 0.310 3.6% 0.124 1.5% 78% True False 391
10 8.790 8.270 0.520 6.1% 0.132 1.5% 54% False False 356
20 9.250 8.270 0.980 11.5% 0.124 1.5% 29% False False 314
40 9.500 8.270 1.230 14.4% 0.114 1.3% 23% False False 484
60 9.500 8.270 1.230 14.4% 0.117 1.4% 23% False False 489
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 20 trading days
Fibonacci Retracements and Extensions
4.250 8.790
2.618 8.725
1.618 8.685
1.000 8.660
0.618 8.645
HIGH 8.620
0.618 8.605
0.500 8.600
0.382 8.595
LOW 8.580
0.618 8.555
1.000 8.540
1.618 8.515
2.618 8.475
4.250 8.410
Fisher Pivots for day following 08-Jan-2007
Pivot 1 day 3 day
R1 8.600 8.523
PP 8.584 8.494
S1 8.568 8.465

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

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