NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 05-Mar-2007
Day Change Summary
Previous Current
02-Mar-2007 05-Mar-2007 Change Change % Previous Week
Open 9.030 8.974 -0.056 -0.6% 9.344
High 9.053 9.010 -0.043 -0.5% 9.361
Low 8.956 8.940 -0.016 -0.2% 8.900
Close 8.999 8.985 -0.014 -0.2% 8.999
Range 0.097 0.070 -0.027 -27.8% 0.461
ATR 0.175 0.168 -0.008 -4.3% 0.000
Volume 1,129 514 -615 -54.5% 3,060
Daily Pivots for day following 05-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.188 9.157 9.024
R3 9.118 9.087 9.004
R2 9.048 9.048 8.998
R1 9.017 9.017 8.991 9.033
PP 8.978 8.978 8.978 8.986
S1 8.947 8.947 8.979 8.963
S2 8.908 8.908 8.972
S3 8.838 8.877 8.966
S4 8.768 8.807 8.947
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 10.470 10.195 9.253
R3 10.009 9.734 9.126
R2 9.548 9.548 9.084
R1 9.273 9.273 9.041 9.180
PP 9.087 9.087 9.087 9.040
S1 8.812 8.812 8.957 8.719
S2 8.626 8.626 8.914
S3 8.165 8.351 8.872
S4 7.704 7.890 8.745
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.302 8.900 0.402 4.5% 0.130 1.4% 21% False False 663
10 9.361 8.900 0.461 5.1% 0.144 1.6% 18% False False 520
20 9.419 8.900 0.519 5.8% 0.147 1.6% 16% False False 721
40 9.419 8.320 1.099 12.2% 0.167 1.9% 61% False False 707
60 9.419 8.270 1.149 12.8% 0.152 1.7% 62% False False 588
80 9.500 8.270 1.230 13.7% 0.144 1.6% 58% False False 596
100 9.500 8.270 1.230 13.7% 0.139 1.5% 58% False False 577
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.044
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 9.308
2.618 9.193
1.618 9.123
1.000 9.080
0.618 9.053
HIGH 9.010
0.618 8.983
0.500 8.975
0.382 8.967
LOW 8.940
0.618 8.897
1.000 8.870
1.618 8.827
2.618 8.757
4.250 8.643
Fisher Pivots for day following 05-Mar-2007
Pivot 1 day 3 day
R1 8.982 8.982
PP 8.978 8.979
S1 8.975 8.977

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

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