NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 20-Feb-2007
Day Change Summary
Previous Current
19-Feb-2007 20-Feb-2007 Change Change % Previous Week
Open 9.150 9.042 -0.108 -1.2% 9.125
High 9.203 9.250 0.047 0.5% 9.203
Low 9.100 8.970 -0.130 -1.4% 8.950
Close 9.106 9.227 0.121 1.3% 9.168
Range 0.103 0.280 0.177 171.8% 0.253
ATR 0.192 0.198 0.006 3.3% 0.000
Volume 441 350 -91 -20.6% 4,459
Daily Pivots for day following 20-Feb-2007
Classic Woodie Camarilla DeMark
R4 9.989 9.888 9.381
R3 9.709 9.608 9.304
R2 9.429 9.429 9.278
R1 9.328 9.328 9.253 9.379
PP 9.149 9.149 9.149 9.174
S1 9.048 9.048 9.201 9.099
S2 8.869 8.869 9.176
S3 8.589 8.768 9.150
S4 8.309 8.488 9.073
Weekly Pivots for week ending 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 9.866 9.770 9.307
R3 9.613 9.517 9.238
R2 9.360 9.360 9.214
R1 9.264 9.264 9.191 9.312
PP 9.107 9.107 9.107 9.131
S1 9.011 9.011 9.145 9.059
S2 8.854 8.854 9.122
S3 8.601 8.758 9.098
S4 8.348 8.505 9.029
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.250 8.956 0.294 3.2% 0.166 1.8% 92% True False 546
10 9.419 8.950 0.469 5.1% 0.167 1.8% 59% False False 915
20 9.419 8.465 0.954 10.3% 0.181 2.0% 80% False False 745
40 9.419 8.270 1.149 12.5% 0.170 1.8% 83% False False 672
60 9.500 8.270 1.230 13.3% 0.150 1.6% 78% False False 621
80 9.500 8.270 1.230 13.3% 0.144 1.6% 78% False False 625
100 9.500 8.270 1.230 13.3% 0.138 1.5% 78% False False 564
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.049
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 10.440
2.618 9.983
1.618 9.703
1.000 9.530
0.618 9.423
HIGH 9.250
0.618 9.143
0.500 9.110
0.382 9.077
LOW 8.970
0.618 8.797
1.000 8.690
1.618 8.517
2.618 8.237
4.250 7.780
Fisher Pivots for day following 20-Feb-2007
Pivot 1 day 3 day
R1 9.188 9.188
PP 9.149 9.149
S1 9.110 9.110

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

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