NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 07-Mar-2007
Day Change Summary
Previous Current
06-Mar-2007 07-Mar-2007 Change Change % Previous Week
Open 9.030 9.150 0.120 1.3% 9.344
High 9.170 9.220 0.050 0.5% 9.361
Low 9.005 9.110 0.105 1.2% 8.900
Close 9.183 9.159 -0.024 -0.3% 8.999
Range 0.165 0.110 -0.055 -33.3% 0.461
ATR 0.169 0.165 -0.004 -2.5% 0.000
Volume 168 497 329 195.8% 3,060
Daily Pivots for day following 07-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.493 9.436 9.220
R3 9.383 9.326 9.189
R2 9.273 9.273 9.179
R1 9.216 9.216 9.169 9.245
PP 9.163 9.163 9.163 9.177
S1 9.106 9.106 9.149 9.135
S2 9.053 9.053 9.139
S3 8.943 8.996 9.129
S4 8.833 8.886 9.099
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 9.220 8.900 0.320 3.5% 0.116 1.3% 81% True False 548
10 9.361 8.900 0.461 5.0% 0.133 1.4% 56% False False 498
20 9.419 8.900 0.519 5.7% 0.148 1.6% 50% False False 712
40 9.419 8.320 1.099 12.0% 0.167 1.8% 76% False False 704
60 9.419 8.270 1.149 12.5% 0.156 1.7% 77% False False 583
80 9.500 8.270 1.230 13.4% 0.142 1.5% 72% False False 596
100 9.500 8.270 1.230 13.4% 0.138 1.5% 72% False False 578
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.688
2.618 9.508
1.618 9.398
1.000 9.330
0.618 9.288
HIGH 9.220
0.618 9.178
0.500 9.165
0.382 9.152
LOW 9.110
0.618 9.042
1.000 9.000
1.618 8.932
2.618 8.822
4.250 8.643
Fisher Pivots for day following 07-Mar-2007
Pivot 1 day 3 day
R1 9.165 9.133
PP 9.163 9.106
S1 9.161 9.080

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

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