NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 09-Jan-2007
Day Change Summary
Previous Current
08-Jan-2007 09-Jan-2007 Change Change % Previous Week
Open 8.600 8.520 -0.080 -0.9% 8.450
High 8.620 8.710 0.090 1.0% 8.576
Low 8.580 8.485 -0.095 -1.1% 8.310
Close 8.552 8.704 0.152 1.8% 8.427
Range 0.040 0.225 0.185 462.5% 0.266
ATR 0.164 0.168 0.004 2.7% 0.000
Volume 96 697 601 626.0% 1,859
Daily Pivots for day following 09-Jan-2007
Classic Woodie Camarilla DeMark
R4 9.308 9.231 8.828
R3 9.083 9.006 8.766
R2 8.858 8.858 8.745
R1 8.781 8.781 8.725 8.820
PP 8.633 8.633 8.633 8.652
S1 8.556 8.556 8.683 8.595
S2 8.408 8.408 8.663
S3 8.183 8.331 8.642
S4 7.958 8.106 8.580
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 8.710 8.310 0.400 4.6% 0.144 1.7% 99% True False 460
10 8.710 8.270 0.440 5.1% 0.145 1.7% 99% True False 396
20 9.250 8.270 0.980 11.3% 0.133 1.5% 44% False False 342
40 9.500 8.270 1.230 14.1% 0.116 1.3% 35% False False 488
60 9.500 8.270 1.230 14.1% 0.119 1.4% 35% False False 493
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.666
2.618 9.299
1.618 9.074
1.000 8.935
0.618 8.849
HIGH 8.710
0.618 8.624
0.500 8.598
0.382 8.571
LOW 8.485
0.618 8.346
1.000 8.260
1.618 8.121
2.618 7.896
4.250 7.529
Fisher Pivots for day following 09-Jan-2007
Pivot 1 day 3 day
R1 8.669 8.639
PP 8.633 8.575
S1 8.598 8.510

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

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