NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 30-Jan-2007
Day Change Summary
Previous Current
29-Jan-2007 30-Jan-2007 Change Change % Previous Week
Open 8.835 8.871 0.036 0.4% 8.750
High 8.870 9.006 0.136 1.5% 9.038
Low 8.685 8.697 0.012 0.1% 8.465
Close 8.669 9.046 0.377 4.3% 8.756
Range 0.185 0.309 0.124 67.0% 0.573
ATR 0.194 0.204 0.010 5.3% 0.000
Volume 247 154 -93 -37.7% 4,887
Daily Pivots for day following 30-Jan-2007
Classic Woodie Camarilla DeMark
R4 9.843 9.754 9.216
R3 9.534 9.445 9.131
R2 9.225 9.225 9.103
R1 9.136 9.136 9.074 9.181
PP 8.916 8.916 8.916 8.939
S1 8.827 8.827 9.018 8.872
S2 8.607 8.607 8.989
S3 8.298 8.518 8.961
S4 7.989 8.209 8.876
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 10.472 10.187 9.071
R3 9.899 9.614 8.914
R2 9.326 9.326 8.861
R1 9.041 9.041 8.809 9.184
PP 8.753 8.753 8.753 8.824
S1 8.468 8.468 8.703 8.611
S2 8.180 8.180 8.651
S3 7.607 7.895 8.598
S4 7.034 7.322 8.441
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.006 8.465 0.541 6.0% 0.181 2.0% 107% True False 620
10 9.038 8.320 0.718 7.9% 0.181 2.0% 101% False False 932
20 9.038 8.310 0.728 8.0% 0.169 1.9% 101% False False 675
40 9.300 8.270 1.030 11.4% 0.146 1.6% 75% False False 558
60 9.500 8.270 1.230 13.6% 0.136 1.5% 63% False False 524
80 9.500 8.270 1.230 13.6% 0.132 1.5% 63% False False 521
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 0.036
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 10.319
2.618 9.815
1.618 9.506
1.000 9.315
0.618 9.197
HIGH 9.006
0.618 8.888
0.500 8.852
0.382 8.815
LOW 8.697
0.618 8.506
1.000 8.388
1.618 8.197
2.618 7.888
4.250 7.384
Fisher Pivots for day following 30-Jan-2007
Pivot 1 day 3 day
R1 8.981 8.974
PP 8.916 8.902
S1 8.852 8.831

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

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