NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 22-Jan-2007
Day Change Summary
Previous Current
19-Jan-2007 22-Jan-2007 Change Change % Previous Week
Open 8.482 8.750 0.268 3.2% 8.688
High 8.670 8.880 0.210 2.4% 8.700
Low 8.482 8.720 0.238 2.8% 8.320
Close 8.690 8.905 0.215 2.5% 8.690
Range 0.188 0.160 -0.028 -14.9% 0.380
ATR 0.179 0.180 0.001 0.4% 0.000
Volume 1,866 1,461 -405 -21.7% 4,204
Daily Pivots for day following 22-Jan-2007
Classic Woodie Camarilla DeMark
R4 9.315 9.270 8.993
R3 9.155 9.110 8.949
R2 8.995 8.995 8.934
R1 8.950 8.950 8.920 8.973
PP 8.835 8.835 8.835 8.846
S1 8.790 8.790 8.890 8.813
S2 8.675 8.675 8.876
S3 8.515 8.630 8.861
S4 8.355 8.470 8.817
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 8.880 8.320 0.560 6.3% 0.175 2.0% 104% True False 1,133
10 8.880 8.320 0.560 6.3% 0.163 1.8% 104% True False 782
20 8.880 8.270 0.610 6.9% 0.150 1.7% 104% True False 579
40 9.500 8.270 1.230 13.8% 0.129 1.5% 52% False False 553
60 9.500 8.270 1.230 13.8% 0.130 1.5% 52% False False 575
80 9.500 8.270 1.230 13.8% 0.125 1.4% 52% False False 538
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 0.012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.560
2.618 9.299
1.618 9.139
1.000 9.040
0.618 8.979
HIGH 8.880
0.618 8.819
0.500 8.800
0.382 8.781
LOW 8.720
0.618 8.621
1.000 8.560
1.618 8.461
2.618 8.301
4.250 8.040
Fisher Pivots for day following 22-Jan-2007
Pivot 1 day 3 day
R1 8.870 8.803
PP 8.835 8.702
S1 8.800 8.600

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

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