NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 11-Jan-2007
Day Change Summary
Previous Current
10-Jan-2007 11-Jan-2007 Change Change % Previous Week
Open 8.788 8.670 -0.118 -1.3% 8.450
High 8.790 8.670 -0.120 -1.4% 8.576
Low 8.680 8.400 -0.280 -3.2% 8.310
Close 8.726 8.427 -0.299 -3.4% 8.427
Range 0.110 0.270 0.160 145.5% 0.266
ATR 0.164 0.175 0.012 7.1% 0.000
Volume 407 547 140 34.4% 1,859
Daily Pivots for day following 11-Jan-2007
Classic Woodie Camarilla DeMark
R4 9.309 9.138 8.576
R3 9.039 8.868 8.501
R2 8.769 8.769 8.477
R1 8.598 8.598 8.452 8.549
PP 8.499 8.499 8.499 8.474
S1 8.328 8.328 8.402 8.279
S2 8.229 8.229 8.378
S3 7.959 8.058 8.353
S4 7.689 7.788 8.279
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 8.790 8.310 0.480 5.7% 0.157 1.9% 24% False False 397
10 8.790 8.310 0.480 5.7% 0.150 1.8% 24% False False 410
20 9.250 8.270 0.980 11.6% 0.142 1.7% 16% False False 373
40 9.500 8.270 1.230 14.6% 0.123 1.5% 13% False False 510
60 9.500 8.270 1.230 14.6% 0.123 1.5% 13% False False 505
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 9.818
2.618 9.377
1.618 9.107
1.000 8.940
0.618 8.837
HIGH 8.670
0.618 8.567
0.500 8.535
0.382 8.503
LOW 8.400
0.618 8.233
1.000 8.130
1.618 7.963
2.618 7.693
4.250 7.253
Fisher Pivots for day following 11-Jan-2007
Pivot 1 day 3 day
R1 8.535 8.595
PP 8.499 8.539
S1 8.463 8.483

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

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