NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 14-Dec-2006
Day Change Summary
Previous Current
13-Dec-2006 14-Dec-2006 Change Change % Previous Week
Open 8.630 8.690 0.060 0.7% 8.660
High 8.705 8.720 0.015 0.2% 8.749
Low 8.630 8.630 0.000 0.0% 8.460
Close 8.705 8.603 -0.102 -1.2% 8.654
Range 0.075 0.090 0.015 20.0% 0.289
ATR 0.139 0.136 -0.004 -2.5% 0.000
Volume 457 91 -366 -80.1% 2,202
Daily Pivots for day following 14-Dec-2006
Classic Woodie Camarilla DeMark
R4 8.921 8.852 8.653
R3 8.831 8.762 8.628
R2 8.741 8.741 8.620
R1 8.672 8.672 8.611 8.662
PP 8.651 8.651 8.651 8.646
S1 8.582 8.582 8.595 8.572
S2 8.561 8.561 8.587
S3 8.471 8.492 8.578
S4 8.381 8.402 8.554
Weekly Pivots for week ending 08-Dec-2006
Classic Woodie Camarilla DeMark
R4 9.488 9.360 8.813
R3 9.199 9.071 8.733
R2 8.910 8.910 8.707
R1 8.782 8.782 8.680 8.702
PP 8.621 8.621 8.621 8.581
S1 8.493 8.493 8.628 8.413
S2 8.332 8.332 8.601
S3 8.043 8.204 8.575
S4 7.754 7.915 8.495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.749 8.500 0.249 2.9% 0.085 1.0% 41% False False 299
10 8.950 8.460 0.490 5.7% 0.080 0.9% 29% False False 370
20 9.090 8.460 0.630 7.3% 0.098 1.1% 23% False False 456
40 9.090 8.090 1.000 11.6% 0.096 1.1% 51% False False 562
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.103
2.618 8.956
1.618 8.866
1.000 8.810
0.618 8.776
HIGH 8.720
0.618 8.686
0.500 8.675
0.382 8.664
LOW 8.630
0.618 8.574
1.000 8.540
1.618 8.484
2.618 8.394
4.250 8.248
Fisher Pivots for day following 14-Dec-2006
Pivot 1 day 3 day
R1 8.675 8.630
PP 8.651 8.621
S1 8.627 8.612

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

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