NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 19-Jan-2007
Day Change Summary
Previous Current
18-Jan-2007 19-Jan-2007 Change Change % Previous Week
Open 8.440 8.482 0.042 0.5% 8.688
High 8.440 8.670 0.230 2.7% 8.700
Low 8.320 8.482 0.162 1.9% 8.320
Close 8.416 8.690 0.274 3.3% 8.690
Range 0.120 0.188 0.068 56.7% 0.380
ATR 0.173 0.179 0.006 3.3% 0.000
Volume 2,029 1,866 -163 -8.0% 4,204
Daily Pivots for day following 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 9.178 9.122 8.793
R3 8.990 8.934 8.742
R2 8.802 8.802 8.724
R1 8.746 8.746 8.707 8.774
PP 8.614 8.614 8.614 8.628
S1 8.558 8.558 8.673 8.586
S2 8.426 8.426 8.656
S3 8.238 8.370 8.638
S4 8.050 8.182 8.587
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 9.710 9.580 8.899
R3 9.330 9.200 8.795
R2 8.950 8.950 8.760
R1 8.820 8.820 8.725 8.885
PP 8.570 8.570 8.570 8.603
S1 8.440 8.440 8.655 8.505
S2 8.190 8.190 8.620
S3 7.810 8.060 8.586
S4 7.430 7.680 8.481
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 4.4% 0.165 1.9% 97% False False 923
10 8.790 8.310 0.480 5.5% 0.161 1.9% 79% False False 660
20 8.920 8.270 0.650 7.5% 0.152 1.7% 65% False False 515
40 9.500 8.270 1.230 14.2% 0.128 1.5% 34% False False 574
60 9.500 8.270 1.230 14.2% 0.128 1.5% 34% False False 553
80 9.500 8.270 1.230 14.2% 0.125 1.4% 34% False False 543
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.469
2.618 9.162
1.618 8.974
1.000 8.858
0.618 8.786
HIGH 8.670
0.618 8.598
0.500 8.576
0.382 8.554
LOW 8.482
0.618 8.366
1.000 8.294
1.618 8.178
2.618 7.990
4.250 7.683
Fisher Pivots for day following 19-Jan-2007
Pivot 1 day 3 day
R1 8.652 8.625
PP 8.614 8.560
S1 8.576 8.495

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

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