NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 12-Jan-2007
Day Change Summary
Previous Current
11-Jan-2007 12-Jan-2007 Change Change % Previous Week
Open 8.670 8.420 -0.250 -2.9% 8.600
High 8.670 8.509 -0.161 -1.9% 8.790
Low 8.400 8.400 0.000 0.0% 8.400
Close 8.427 8.612 0.185 2.2% 8.612
Range 0.270 0.109 -0.161 -59.6% 0.390
ATR 0.175 0.171 -0.005 -2.7% 0.000
Volume 547 411 -136 -24.9% 2,158
Daily Pivots for day following 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 8.834 8.832 8.672
R3 8.725 8.723 8.642
R2 8.616 8.616 8.632
R1 8.614 8.614 8.622 8.615
PP 8.507 8.507 8.507 8.508
S1 8.505 8.505 8.602 8.506
S2 8.398 8.398 8.592
S3 8.289 8.396 8.582
S4 8.180 8.287 8.552
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 9.771 9.581 8.827
R3 9.381 9.191 8.719
R2 8.991 8.991 8.684
R1 8.801 8.801 8.648 8.896
PP 8.601 8.601 8.601 8.648
S1 8.411 8.411 8.576 8.506
S2 8.211 8.211 8.541
S3 7.821 8.021 8.505
S4 7.431 7.631 8.398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.790 8.400 0.390 4.5% 0.151 1.8% 54% False True 431
10 8.790 8.310 0.480 5.6% 0.152 1.8% 63% False False 419
20 9.095 8.270 0.825 9.6% 0.142 1.6% 41% False False 391
40 9.500 8.270 1.230 14.3% 0.124 1.4% 28% False False 498
60 9.500 8.270 1.230 14.3% 0.122 1.4% 28% False False 509
Crabel Price Patterns
NR True
NR4 True
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 0.022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8.972
2.618 8.794
1.618 8.685
1.000 8.618
0.618 8.576
HIGH 8.509
0.618 8.467
0.500 8.455
0.382 8.442
LOW 8.400
0.618 8.333
1.000 8.291
1.618 8.224
2.618 8.115
4.250 7.937
Fisher Pivots for day following 12-Jan-2007
Pivot 1 day 3 day
R1 8.560 8.606
PP 8.507 8.601
S1 8.455 8.595

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

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