NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 28-Dec-2006
Day Change Summary
Previous Current
27-Dec-2006 28-Dec-2006 Change Change % Previous Week
Open 8.390 8.400 0.010 0.1% 8.950
High 8.400 8.490 0.090 1.1% 9.000
Low 8.270 8.400 0.130 1.6% 8.690
Close 8.315 8.440 0.125 1.5% 8.705
Range 0.130 0.090 -0.040 -30.8% 0.310
ATR 0.161 0.162 0.001 0.6% 0.000
Volume 542 321 -221 -40.8% 1,555
Daily Pivots for day following 28-Dec-2006
Classic Woodie Camarilla DeMark
R4 8.713 8.667 8.490
R3 8.623 8.577 8.465
R2 8.533 8.533 8.457
R1 8.487 8.487 8.448 8.510
PP 8.443 8.443 8.443 8.455
S1 8.397 8.397 8.432 8.420
S2 8.353 8.353 8.424
S3 8.263 8.307 8.415
S4 8.173 8.217 8.391
Weekly Pivots for week ending 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 9.728 9.527 8.876
R3 9.418 9.217 8.790
R2 9.108 9.108 8.762
R1 8.907 8.907 8.733 8.853
PP 8.798 8.798 8.798 8.771
S1 8.597 8.597 8.677 8.543
S2 8.488 8.488 8.648
S3 8.178 8.287 8.620
S4 7.868 7.977 8.535
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.790 8.270 0.520 6.2% 0.124 1.5% 33% False False 343
10 9.095 8.270 0.825 9.8% 0.133 1.6% 21% False False 363
20 9.400 8.270 1.130 13.4% 0.117 1.4% 15% False False 456
40 9.500 8.270 1.230 14.6% 0.117 1.4% 14% False False 507
60 9.500 8.270 1.230 14.6% 0.119 1.4% 14% False False 476
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 0.025
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 8.873
2.618 8.726
1.618 8.636
1.000 8.580
0.618 8.546
HIGH 8.490
0.618 8.456
0.500 8.445
0.382 8.434
LOW 8.400
0.618 8.344
1.000 8.310
1.618 8.254
2.618 8.164
4.250 8.018
Fisher Pivots for day following 28-Dec-2006
Pivot 1 day 3 day
R1 8.445 8.438
PP 8.443 8.437
S1 8.442 8.435

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

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