NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 26-Jun-2007
Day Change Summary
Previous Current
25-Jun-2007 26-Jun-2007 Change Change % Previous Week
Open 8.900 8.760 -0.140 -1.6% 9.730
High 8.967 8.791 -0.176 -2.0% 9.740
Low 8.776 8.652 -0.124 -1.4% 8.889
Close 8.800 8.687 -0.113 -1.3% 8.973
Range 0.191 0.139 -0.052 -27.2% 0.851
ATR 0.172 0.170 -0.002 -1.0% 0.000
Volume 3,525 9,983 6,458 183.2% 14,363
Daily Pivots for day following 26-Jun-2007
Classic Woodie Camarilla DeMark
R4 9.127 9.046 8.763
R3 8.988 8.907 8.725
R2 8.849 8.849 8.712
R1 8.768 8.768 8.700 8.739
PP 8.710 8.710 8.710 8.696
S1 8.629 8.629 8.674 8.600
S2 8.571 8.571 8.662
S3 8.432 8.490 8.649
S4 8.293 8.351 8.611
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 11.754 11.214 9.441
R3 10.903 10.363 9.207
R2 10.052 10.052 9.129
R1 9.512 9.512 9.051 9.357
PP 9.201 9.201 9.201 9.123
S1 8.661 8.661 8.895 8.506
S2 8.350 8.350 8.817
S3 7.499 7.810 8.739
S4 6.648 6.959 8.505
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.518 8.652 0.866 10.0% 0.231 2.7% 4% False True 4,855
10 9.830 8.652 1.178 13.6% 0.187 2.1% 3% False True 3,277
20 9.838 8.652 1.186 13.7% 0.156 1.8% 3% False True 2,239
40 9.912 8.652 1.260 14.5% 0.144 1.7% 3% False True 1,586
60 9.912 8.652 1.260 14.5% 0.150 1.7% 3% False True 1,367
80 9.912 8.652 1.260 14.5% 0.142 1.6% 3% False True 1,192
100 9.912 8.652 1.260 14.5% 0.145 1.7% 3% False True 1,093
120 9.912 8.310 1.602 18.4% 0.151 1.7% 24% False False 1,028
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 9.382
2.618 9.155
1.618 9.016
1.000 8.930
0.618 8.877
HIGH 8.791
0.618 8.738
0.500 8.722
0.382 8.705
LOW 8.652
0.618 8.566
1.000 8.513
1.618 8.427
2.618 8.288
4.250 8.061
Fisher Pivots for day following 26-Jun-2007
Pivot 1 day 3 day
R1 8.722 8.939
PP 8.710 8.855
S1 8.699 8.771

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

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