NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 01-Mar-2007
Day Change Summary
Previous Current
28-Feb-2007 01-Mar-2007 Change Change % Previous Week
Open 9.050 8.970 -0.080 -0.9% 9.150
High 9.081 9.040 -0.041 -0.5% 9.339
Low 8.990 8.900 -0.090 -1.0% 8.970
Close 9.015 9.010 -0.005 -0.1% 9.328
Range 0.091 0.140 0.049 53.8% 0.369
ATR 0.184 0.181 -0.003 -1.7% 0.000
Volume 803 435 -368 -45.8% 2,069
Daily Pivots for day following 01-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.403 9.347 9.087
R3 9.263 9.207 9.049
R2 9.123 9.123 9.036
R1 9.067 9.067 9.023 9.095
PP 8.983 8.983 8.983 8.998
S1 8.927 8.927 8.997 8.955
S2 8.843 8.843 8.984
S3 8.703 8.787 8.972
S4 8.563 8.647 8.933
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 8.900 0.461 5.1% 0.151 1.7% 24% False True 446
10 9.361 8.900 0.461 5.1% 0.148 1.6% 24% False True 444
20 9.419 8.900 0.519 5.8% 0.160 1.8% 21% False True 717
40 9.419 8.310 1.109 12.3% 0.172 1.9% 63% False False 704
60 9.419 8.270 1.149 12.8% 0.155 1.7% 64% False False 595
80 9.500 8.270 1.230 13.7% 0.147 1.6% 60% False False 578
100 9.500 8.270 1.230 13.7% 0.140 1.6% 60% False False 562
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.049
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.635
2.618 9.407
1.618 9.267
1.000 9.180
0.618 9.127
HIGH 9.040
0.618 8.987
0.500 8.970
0.382 8.953
LOW 8.900
0.618 8.813
1.000 8.760
1.618 8.673
2.618 8.533
4.250 8.305
Fisher Pivots for day following 01-Mar-2007
Pivot 1 day 3 day
R1 8.997 9.101
PP 8.983 9.071
S1 8.970 9.040

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

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