NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 13-Mar-2007
Day Change Summary
Previous Current
12-Mar-2007 13-Mar-2007 Change Change % Previous Week
Open 8.900 8.850 -0.050 -0.6% 8.974
High 8.924 8.970 0.046 0.5% 9.220
Low 8.840 8.839 -0.001 0.0% 8.940
Close 8.840 8.870 0.030 0.3% 8.967
Range 0.084 0.131 0.047 56.0% 0.280
ATR 0.157 0.155 -0.002 -1.2% 0.000
Volume 745 438 -307 -41.2% 2,591
Daily Pivots for day following 13-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.286 9.209 8.942
R3 9.155 9.078 8.906
R2 9.024 9.024 8.894
R1 8.947 8.947 8.882 8.986
PP 8.893 8.893 8.893 8.912
S1 8.816 8.816 8.858 8.855
S2 8.762 8.762 8.846
S3 8.631 8.685 8.834
S4 8.500 8.554 8.798
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 8.839 0.381 4.3% 0.107 1.2% 8% False True 618
10 9.220 8.839 0.381 4.3% 0.110 1.2% 8% False True 614
20 9.361 8.839 0.522 5.9% 0.135 1.5% 6% False True 542
40 9.419 8.320 1.099 12.4% 0.160 1.8% 50% False False 730
60 9.419 8.270 1.149 13.0% 0.156 1.8% 52% False False 609
80 9.500 8.270 1.230 13.9% 0.142 1.6% 49% False False 606
100 9.500 8.270 1.230 13.9% 0.139 1.6% 49% False False 595
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9.527
2.618 9.313
1.618 9.182
1.000 9.101
0.618 9.051
HIGH 8.970
0.618 8.920
0.500 8.905
0.382 8.889
LOW 8.839
0.618 8.758
1.000 8.708
1.618 8.627
2.618 8.496
4.250 8.282
Fisher Pivots for day following 13-Mar-2007
Pivot 1 day 3 day
R1 8.905 8.970
PP 8.893 8.936
S1 8.882 8.903

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

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