NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 27-Feb-2007
Day Change Summary
Previous Current
26-Feb-2007 27-Feb-2007 Change Change % Previous Week
Open 9.344 9.155 -0.189 -2.0% 9.150
High 9.361 9.302 -0.059 -0.6% 9.339
Low 9.210 9.050 -0.160 -1.7% 8.970
Close 9.269 9.158 -0.111 -1.2% 9.328
Range 0.151 0.252 0.101 66.9% 0.369
ATR 0.180 0.186 0.005 2.8% 0.000
Volume 259 434 175 67.6% 2,069
Daily Pivots for day following 27-Feb-2007
Classic Woodie Camarilla DeMark
R4 9.926 9.794 9.297
R3 9.674 9.542 9.227
R2 9.422 9.422 9.204
R1 9.290 9.290 9.181 9.356
PP 9.170 9.170 9.170 9.203
S1 9.038 9.038 9.135 9.104
S2 8.918 8.918 9.112
S3 8.666 8.786 9.089
S4 8.414 8.534 9.019
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 9.050 0.311 3.4% 0.153 1.7% 35% False True 394
10 9.361 8.956 0.405 4.4% 0.159 1.7% 50% False False 470
20 9.419 8.830 0.589 6.4% 0.174 1.9% 56% False False 688
40 9.419 8.310 1.109 12.1% 0.171 1.9% 76% False False 682
60 9.419 8.270 1.149 12.5% 0.155 1.7% 77% False False 602
80 9.500 8.270 1.230 13.4% 0.145 1.6% 72% False False 565
100 9.500 8.270 1.230 13.4% 0.141 1.5% 72% False False 554
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10.373
2.618 9.962
1.618 9.710
1.000 9.554
0.618 9.458
HIGH 9.302
0.618 9.206
0.500 9.176
0.382 9.146
LOW 9.050
0.618 8.894
1.000 8.798
1.618 8.642
2.618 8.390
4.250 7.979
Fisher Pivots for day following 27-Feb-2007
Pivot 1 day 3 day
R1 9.176 9.206
PP 9.170 9.190
S1 9.164 9.174

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

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