NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 31-Jan-2007
Day Change Summary
Previous Current
30-Jan-2007 31-Jan-2007 Change Change % Previous Week
Open 8.871 8.977 0.106 1.2% 8.750
High 9.006 9.119 0.113 1.3% 9.038
Low 8.697 8.920 0.223 2.6% 8.465
Close 9.046 9.016 -0.030 -0.3% 8.756
Range 0.309 0.199 -0.110 -35.6% 0.573
ATR 0.204 0.204 0.000 -0.2% 0.000
Volume 154 310 156 101.3% 4,887
Daily Pivots for day following 31-Jan-2007
Classic Woodie Camarilla DeMark
R4 9.615 9.515 9.125
R3 9.416 9.316 9.071
R2 9.217 9.217 9.052
R1 9.117 9.117 9.034 9.167
PP 9.018 9.018 9.018 9.044
S1 8.918 8.918 8.998 8.968
S2 8.819 8.819 8.980
S3 8.620 8.719 8.961
S4 8.421 8.520 8.907
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 9.119 8.465 0.654 7.3% 0.200 2.2% 84% True False 381
10 9.119 8.320 0.799 8.9% 0.183 2.0% 87% True False 949
20 9.119 8.310 0.809 9.0% 0.172 1.9% 87% True False 673
40 9.300 8.270 1.030 11.4% 0.147 1.6% 72% False False 564
60 9.500 8.270 1.230 13.6% 0.139 1.5% 61% False False 528
80 9.500 8.270 1.230 13.6% 0.134 1.5% 61% False False 520
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 0.042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.965
2.618 9.640
1.618 9.441
1.000 9.318
0.618 9.242
HIGH 9.119
0.618 9.043
0.500 9.020
0.382 8.996
LOW 8.920
0.618 8.797
1.000 8.721
1.618 8.598
2.618 8.399
4.250 8.074
Fisher Pivots for day following 31-Jan-2007
Pivot 1 day 3 day
R1 9.020 8.978
PP 9.018 8.940
S1 9.017 8.902

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

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