NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 21-Feb-2007
Day Change Summary
Previous Current
20-Feb-2007 21-Feb-2007 Change Change % Previous Week
Open 9.042 9.150 0.108 1.2% 9.125
High 9.250 9.240 -0.010 -0.1% 9.203
Low 8.970 9.130 0.160 1.8% 8.950
Close 9.227 9.210 -0.017 -0.2% 9.168
Range 0.280 0.110 -0.170 -60.7% 0.253
ATR 0.198 0.192 -0.006 -3.2% 0.000
Volume 350 534 184 52.6% 4,459
Daily Pivots for day following 21-Feb-2007
Classic Woodie Camarilla DeMark
R4 9.523 9.477 9.271
R3 9.413 9.367 9.240
R2 9.303 9.303 9.230
R1 9.257 9.257 9.220 9.280
PP 9.193 9.193 9.193 9.205
S1 9.147 9.147 9.200 9.170
S2 9.083 9.083 9.190
S3 8.973 9.037 9.180
S4 8.863 8.927 9.150
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% 0.161 1.7% 86% False False 517
10 9.419 8.950 0.469 5.1% 0.164 1.8% 55% False False 926
20 9.419 8.465 0.954 10.4% 0.181 2.0% 78% False False 696
40 9.419 8.270 1.149 12.5% 0.170 1.8% 82% False False 679
60 9.500 8.270 1.230 13.4% 0.151 1.6% 76% False False 627
80 9.500 8.270 1.230 13.4% 0.143 1.5% 76% False False 624
100 9.500 8.270 1.230 13.4% 0.138 1.5% 76% False False 564
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.708
2.618 9.528
1.618 9.418
1.000 9.350
0.618 9.308
HIGH 9.240
0.618 9.198
0.500 9.185
0.382 9.172
LOW 9.130
0.618 9.062
1.000 9.020
1.618 8.952
2.618 8.842
4.250 8.663
Fisher Pivots for day following 21-Feb-2007
Pivot 1 day 3 day
R1 9.202 9.177
PP 9.193 9.143
S1 9.185 9.110

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

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