NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 12-Mar-2007
Day Change Summary
Previous Current
09-Mar-2007 12-Mar-2007 Change Change % Previous Week
Open 9.100 8.900 -0.200 -2.2% 8.974
High 9.100 8.924 -0.176 -1.9% 9.220
Low 8.970 8.840 -0.130 -1.4% 8.940
Close 8.967 8.840 -0.127 -1.4% 8.967
Range 0.130 0.084 -0.046 -35.4% 0.280
ATR 0.159 0.157 -0.002 -1.4% 0.000
Volume 856 745 -111 -13.0% 2,591
Daily Pivots for day following 12-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.120 9.064 8.886
R3 9.036 8.980 8.863
R2 8.952 8.952 8.855
R1 8.896 8.896 8.848 8.882
PP 8.868 8.868 8.868 8.861
S1 8.812 8.812 8.832 8.798
S2 8.784 8.784 8.825
S3 8.700 8.728 8.817
S4 8.616 8.644 8.794
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.882 9.705 9.121
R3 9.602 9.425 9.044
R2 9.322 9.322 9.018
R1 9.145 9.145 8.993 9.094
PP 9.042 9.042 9.042 9.017
S1 8.865 8.865 8.941 8.814
S2 8.762 8.762 8.916
S3 8.482 8.585 8.890
S4 8.202 8.305 8.813
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.220 8.840 0.380 4.3% 0.114 1.3% 0% False True 564
10 9.302 8.840 0.462 5.2% 0.122 1.4% 0% False True 613
20 9.361 8.840 0.521 5.9% 0.138 1.6% 0% False True 569
40 9.419 8.320 1.099 12.4% 0.162 1.8% 47% False False 724
60 9.419 8.270 1.149 13.0% 0.155 1.8% 50% False False 613
80 9.500 8.270 1.230 13.9% 0.143 1.6% 46% False False 611
100 9.500 8.270 1.230 13.9% 0.138 1.6% 46% False False 595
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 0.038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.281
2.618 9.144
1.618 9.060
1.000 9.008
0.618 8.976
HIGH 8.924
0.618 8.892
0.500 8.882
0.382 8.872
LOW 8.840
0.618 8.788
1.000 8.756
1.618 8.704
2.618 8.620
4.250 8.483
Fisher Pivots for day following 12-Mar-2007
Pivot 1 day 3 day
R1 8.882 8.980
PP 8.868 8.933
S1 8.854 8.887

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

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