NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 26-Feb-2007
Day Change Summary
Previous Current
23-Feb-2007 26-Feb-2007 Change Change % Previous Week
Open 9.225 9.344 0.119 1.3% 9.150
High 9.339 9.361 0.022 0.2% 9.339
Low 9.219 9.210 -0.009 -0.1% 8.970
Close 9.328 9.269 -0.059 -0.6% 9.328
Range 0.120 0.151 0.031 25.8% 0.369
ATR 0.183 0.180 -0.002 -1.2% 0.000
Volume 303 259 -44 -14.5% 2,069
Daily Pivots for day following 26-Feb-2007
Classic Woodie Camarilla DeMark
R4 9.733 9.652 9.352
R3 9.582 9.501 9.311
R2 9.431 9.431 9.297
R1 9.350 9.350 9.283 9.315
PP 9.280 9.280 9.280 9.263
S1 9.199 9.199 9.255 9.164
S2 9.129 9.129 9.241
S3 8.978 9.048 9.227
S4 8.827 8.897 9.186
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 10.319 10.193 9.531
R3 9.950 9.824 9.429
R2 9.581 9.581 9.396
R1 9.455 9.455 9.362 9.518
PP 9.212 9.212 9.212 9.244
S1 9.086 9.086 9.294 9.149
S2 8.843 8.843 9.260
S3 8.474 8.717 9.227
S4 8.105 8.348 9.125
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.361 8.970 0.391 4.2% 0.158 1.7% 76% True False 377
10 9.361 8.950 0.411 4.4% 0.154 1.7% 78% True False 525
20 9.419 8.697 0.722 7.8% 0.177 1.9% 79% False False 674
40 9.419 8.310 1.109 12.0% 0.170 1.8% 86% False False 675
60 9.419 8.270 1.149 12.4% 0.152 1.6% 87% False False 602
80 9.500 8.270 1.230 13.3% 0.143 1.5% 81% False False 591
100 9.500 8.270 1.230 13.3% 0.139 1.5% 81% False False 555
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10.003
2.618 9.756
1.618 9.605
1.000 9.512
0.618 9.454
HIGH 9.361
0.618 9.303
0.500 9.286
0.382 9.268
LOW 9.210
0.618 9.117
1.000 9.059
1.618 8.966
2.618 8.815
4.250 8.568
Fisher Pivots for day following 26-Feb-2007
Pivot 1 day 3 day
R1 9.286 9.264
PP 9.280 9.258
S1 9.275 9.253

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

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