NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 23-Jan-2007
Day Change Summary
Previous Current
22-Jan-2007 23-Jan-2007 Change Change % Previous Week
Open 8.750 8.905 0.155 1.8% 8.688
High 8.880 9.038 0.158 1.8% 8.700
Low 8.720 8.780 0.060 0.7% 8.320
Close 8.905 8.907 0.002 0.0% 8.690
Range 0.160 0.258 0.098 61.3% 0.380
ATR 0.180 0.186 0.006 3.1% 0.000
Volume 1,461 727 -734 -50.2% 4,204
Daily Pivots for day following 23-Jan-2007
Classic Woodie Camarilla DeMark
R4 9.682 9.553 9.049
R3 9.424 9.295 8.978
R2 9.166 9.166 8.954
R1 9.037 9.037 8.931 9.102
PP 8.908 8.908 8.908 8.941
S1 8.779 8.779 8.883 8.844
S2 8.650 8.650 8.860
S3 8.392 8.521 8.836
S4 8.134 8.263 8.765
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 9.038 8.320 0.718 8.1% 0.181 2.0% 82% True False 1,244
10 9.038 8.320 0.718 8.1% 0.185 2.1% 82% True False 845
20 9.038 8.270 0.768 8.6% 0.158 1.8% 83% True False 600
40 9.500 8.270 1.230 13.8% 0.134 1.5% 52% False False 559
60 9.500 8.270 1.230 13.8% 0.132 1.5% 52% False False 586
80 9.500 8.270 1.230 13.8% 0.127 1.4% 52% False False 518
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 10.135
2.618 9.713
1.618 9.455
1.000 9.296
0.618 9.197
HIGH 9.038
0.618 8.939
0.500 8.909
0.382 8.879
LOW 8.780
0.618 8.621
1.000 8.522
1.618 8.363
2.618 8.105
4.250 7.684
Fisher Pivots for day following 23-Jan-2007
Pivot 1 day 3 day
R1 8.909 8.858
PP 8.908 8.809
S1 8.908 8.760

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

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