NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 16-Jan-2007
Day Change Summary
Previous Current
12-Jan-2007 16-Jan-2007 Change Change % Previous Week
Open 8.420 8.688 0.268 3.2% 8.600
High 8.509 8.700 0.191 2.2% 8.790
Low 8.400 8.475 0.075 0.9% 8.400
Close 8.612 8.618 0.006 0.1% 8.612
Range 0.109 0.225 0.116 106.4% 0.390
ATR 0.171 0.174 0.004 2.3% 0.000
Volume 411 169 -242 -58.9% 2,158
Daily Pivots for day following 16-Jan-2007
Classic Woodie Camarilla DeMark
R4 9.273 9.170 8.742
R3 9.048 8.945 8.680
R2 8.823 8.823 8.659
R1 8.720 8.720 8.639 8.659
PP 8.598 8.598 8.598 8.567
S1 8.495 8.495 8.597 8.434
S2 8.373 8.373 8.577
S3 8.148 8.270 8.556
S4 7.923 8.045 8.494
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 9.771 9.581 8.827
R3 9.381 9.191 8.719
R2 8.991 8.991 8.684
R1 8.801 8.801 8.648 8.896
PP 8.601 8.601 8.601 8.648
S1 8.411 8.411 8.576 8.506
S2 8.211 8.211 8.541
S3 7.821 8.021 8.505
S4 7.431 7.631 8.398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.790 8.400 0.390 4.5% 0.188 2.2% 56% False False 446
10 8.790 8.310 0.480 5.6% 0.156 1.8% 64% False False 418
20 9.000 8.270 0.730 8.5% 0.148 1.7% 48% False False 367
40 9.500 8.270 1.230 14.3% 0.125 1.5% 28% False False 481
60 9.500 8.270 1.230 14.3% 0.125 1.4% 28% False False 505
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.656
2.618 9.289
1.618 9.064
1.000 8.925
0.618 8.839
HIGH 8.700
0.618 8.614
0.500 8.588
0.382 8.561
LOW 8.475
0.618 8.336
1.000 8.250
1.618 8.111
2.618 7.886
4.250 7.519
Fisher Pivots for day following 16-Jan-2007
Pivot 1 day 3 day
R1 8.608 8.595
PP 8.598 8.573
S1 8.588 8.550

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

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