NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 26-Jan-2007
Day Change Summary
Previous Current
25-Jan-2007 26-Jan-2007 Change Change % Previous Week
Open 8.690 8.655 -0.035 -0.4% 8.750
High 8.700 8.726 0.026 0.3% 9.038
Low 8.465 8.655 0.190 2.2% 8.465
Close 8.522 8.756 0.234 2.7% 8.756
Range 0.235 0.071 -0.164 -69.8% 0.573
ATR 0.194 0.195 0.001 0.4% 0.000
Volume 544 652 108 19.9% 4,887
Daily Pivots for day following 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 8.925 8.912 8.795
R3 8.854 8.841 8.776
R2 8.783 8.783 8.769
R1 8.770 8.770 8.763 8.777
PP 8.712 8.712 8.712 8.716
S1 8.699 8.699 8.749 8.706
S2 8.641 8.641 8.743
S3 8.570 8.628 8.736
S4 8.499 8.557 8.717
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 10.472 10.187 9.071
R3 9.899 9.614 8.914
R2 9.326 9.326 8.861
R1 9.041 9.041 8.809 9.184
PP 8.753 8.753 8.753 8.824
S1 8.468 8.468 8.703 8.611
S2 8.180 8.180 8.651
S3 7.607 7.895 8.598
S4 7.034 7.322 8.441
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.038 8.465 0.573 6.5% 0.166 1.9% 51% False False 977
10 9.038 8.320 0.718 8.2% 0.165 1.9% 61% False False 950
20 9.038 8.310 0.728 8.3% 0.157 1.8% 61% False False 680
40 9.500 8.270 1.230 14.0% 0.136 1.6% 40% False False 564
60 9.500 8.270 1.230 14.0% 0.131 1.5% 40% False False 586
80 9.500 8.270 1.230 14.0% 0.129 1.5% 40% False False 524
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 0.022
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 9.028
2.618 8.912
1.618 8.841
1.000 8.797
0.618 8.770
HIGH 8.726
0.618 8.699
0.500 8.691
0.382 8.682
LOW 8.655
0.618 8.611
1.000 8.584
1.618 8.540
2.618 8.469
4.250 8.353
Fisher Pivots for day following 26-Jan-2007
Pivot 1 day 3 day
R1 8.734 8.716
PP 8.712 8.675
S1 8.691 8.635

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

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