NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 27-Dec-2006
Day Change Summary
Previous Current
26-Dec-2006 27-Dec-2006 Change Change % Previous Week
Open 8.000 7.790 -0.210 -2.6% 8.390
High 8.000 7.800 -0.200 -2.5% 8.390
Low 7.790 7.650 -0.140 -1.8% 8.105
Close 7.813 7.700 -0.113 -1.4% 8.120
Range 0.210 0.150 -0.060 -28.6% 0.285
ATR 0.155 0.156 0.001 0.4% 0.000
Volume 136 152 16 11.8% 1,848
Daily Pivots for day following 27-Dec-2006
Classic Woodie Camarilla DeMark
R4 8.167 8.083 7.783
R3 8.017 7.933 7.741
R2 7.867 7.867 7.728
R1 7.783 7.783 7.714 7.750
PP 7.717 7.717 7.717 7.700
S1 7.633 7.633 7.686 7.600
S2 7.567 7.567 7.673
S3 7.417 7.483 7.659
S4 7.267 7.333 7.618
Weekly Pivots for week ending 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 9.060 8.875 8.277
R3 8.775 8.590 8.198
R2 8.490 8.490 8.172
R1 8.305 8.305 8.146 8.255
PP 8.205 8.205 8.205 8.180
S1 8.020 8.020 8.094 7.970
S2 7.920 7.920 8.068
S3 7.635 7.735 8.042
S4 7.350 7.450 7.963
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.320 7.650 0.670 8.7% 0.136 1.8% 7% False True 276
10 8.720 7.650 1.070 13.9% 0.120 1.6% 5% False True 334
20 9.070 7.650 1.420 18.4% 0.099 1.3% 4% False True 363
40 9.090 7.650 1.440 18.7% 0.106 1.4% 3% False True 438
60 9.090 7.650 1.440 18.7% 0.104 1.4% 3% False True 555
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 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.438
2.618 8.193
1.618 8.043
1.000 7.950
0.618 7.893
HIGH 7.800
0.618 7.743
0.500 7.725
0.382 7.707
LOW 7.650
0.618 7.557
1.000 7.500
1.618 7.407
2.618 7.257
4.250 7.013
Fisher Pivots for day following 27-Dec-2006
Pivot 1 day 3 day
R1 7.725 7.915
PP 7.717 7.843
S1 7.708 7.772

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

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