NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 24-Jan-2007
Day Change Summary
Previous Current
23-Jan-2007 24-Jan-2007 Change Change % Previous Week
Open 8.905 8.780 -0.125 -1.4% 8.688
High 9.038 8.805 -0.233 -2.6% 8.700
Low 8.780 8.700 -0.080 -0.9% 8.320
Close 8.907 8.749 -0.158 -1.8% 8.690
Range 0.258 0.105 -0.153 -59.3% 0.380
ATR 0.186 0.187 0.002 0.8% 0.000
Volume 727 1,503 776 106.7% 4,204
Daily Pivots for day following 24-Jan-2007
Classic Woodie Camarilla DeMark
R4 9.066 9.013 8.807
R3 8.961 8.908 8.778
R2 8.856 8.856 8.768
R1 8.803 8.803 8.759 8.777
PP 8.751 8.751 8.751 8.739
S1 8.698 8.698 8.739 8.672
S2 8.646 8.646 8.730
S3 8.541 8.593 8.720
S4 8.436 8.488 8.691
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 8.2% 0.166 1.9% 60% False False 1,517
10 9.038 8.320 0.718 8.2% 0.173 2.0% 60% False False 926
20 9.038 8.270 0.768 8.8% 0.159 1.8% 62% False False 661
40 9.500 8.270 1.230 14.1% 0.137 1.6% 39% False False 592
60 9.500 8.270 1.230 14.1% 0.130 1.5% 39% False False 600
80 9.500 8.270 1.230 14.1% 0.127 1.5% 39% False False 531
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.021
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 9.251
2.618 9.080
1.618 8.975
1.000 8.910
0.618 8.870
HIGH 8.805
0.618 8.765
0.500 8.753
0.382 8.740
LOW 8.700
0.618 8.635
1.000 8.595
1.618 8.530
2.618 8.425
4.250 8.254
Fisher Pivots for day following 24-Jan-2007
Pivot 1 day 3 day
R1 8.753 8.869
PP 8.751 8.829
S1 8.750 8.789

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

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