NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 18-Jan-2007
Day Change Summary
Previous Current
17-Jan-2007 18-Jan-2007 Change Change % Previous Week
Open 8.581 8.440 -0.141 -1.6% 8.600
High 8.581 8.440 -0.141 -1.6% 8.790
Low 8.400 8.320 -0.080 -1.0% 8.400
Close 8.392 8.416 0.024 0.3% 8.612
Range 0.181 0.120 -0.061 -33.7% 0.390
ATR 0.178 0.173 -0.004 -2.3% 0.000
Volume 140 2,029 1,889 1,349.3% 2,158
Daily Pivots for day following 18-Jan-2007
Classic Woodie Camarilla DeMark
R4 8.752 8.704 8.482
R3 8.632 8.584 8.449
R2 8.512 8.512 8.438
R1 8.464 8.464 8.427 8.428
PP 8.392 8.392 8.392 8.374
S1 8.344 8.344 8.405 8.308
S2 8.272 8.272 8.394
S3 8.152 8.224 8.383
S4 8.032 8.104 8.350
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 8.700 8.320 0.380 4.5% 0.181 2.2% 25% False True 659
10 8.790 8.310 0.480 5.7% 0.165 2.0% 22% False False 599
20 8.980 8.270 0.710 8.4% 0.150 1.8% 21% False False 439
40 9.500 8.270 1.230 14.6% 0.125 1.5% 12% False False 528
60 9.500 8.270 1.230 14.6% 0.127 1.5% 12% False False 531
80 9.500 8.270 1.230 14.6% 0.124 1.5% 12% False False 554
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 3 trading days
Fibonacci Retracements and Extensions
4.250 8.950
2.618 8.754
1.618 8.634
1.000 8.560
0.618 8.514
HIGH 8.440
0.618 8.394
0.500 8.380
0.382 8.366
LOW 8.320
0.618 8.246
1.000 8.200
1.618 8.126
2.618 8.006
4.250 7.810
Fisher Pivots for day following 18-Jan-2007
Pivot 1 day 3 day
R1 8.404 8.510
PP 8.392 8.479
S1 8.380 8.447

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

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