NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 17-Jan-2007
Day Change Summary
Previous Current
16-Jan-2007 17-Jan-2007 Change Change % Previous Week
Open 8.688 8.581 -0.107 -1.2% 8.600
High 8.700 8.581 -0.119 -1.4% 8.790
Low 8.475 8.400 -0.075 -0.9% 8.400
Close 8.618 8.392 -0.226 -2.6% 8.612
Range 0.225 0.181 -0.044 -19.6% 0.390
ATR 0.174 0.178 0.003 1.8% 0.000
Volume 169 140 -29 -17.2% 2,158
Daily Pivots for day following 17-Jan-2007
Classic Woodie Camarilla DeMark
R4 9.001 8.877 8.492
R3 8.820 8.696 8.442
R2 8.639 8.639 8.425
R1 8.515 8.515 8.409 8.487
PP 8.458 8.458 8.458 8.443
S1 8.334 8.334 8.375 8.306
S2 8.277 8.277 8.359
S3 8.096 8.153 8.342
S4 7.915 7.972 8.292
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 4.6% 0.179 2.1% -2% False True 334
10 8.790 8.310 0.480 5.7% 0.162 1.9% 17% False False 397
20 9.000 8.270 0.730 8.7% 0.153 1.8% 17% False False 345
40 9.500 8.270 1.230 14.7% 0.126 1.5% 10% False False 481
60 9.500 8.270 1.230 14.7% 0.125 1.5% 10% False False 507
80 9.500 8.270 1.230 14.7% 0.124 1.5% 10% False False 531
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.350
2.618 9.055
1.618 8.874
1.000 8.762
0.618 8.693
HIGH 8.581
0.618 8.512
0.500 8.491
0.382 8.469
LOW 8.400
0.618 8.288
1.000 8.219
1.618 8.107
2.618 7.926
4.250 7.631
Fisher Pivots for day following 17-Jan-2007
Pivot 1 day 3 day
R1 8.491 8.550
PP 8.458 8.497
S1 8.425 8.445

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

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