NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 06-Mar-2007
Day Change Summary
Previous Current
05-Mar-2007 06-Mar-2007 Change Change % Previous Week
Open 8.974 9.030 0.056 0.6% 9.344
High 9.010 9.170 0.160 1.8% 9.361
Low 8.940 9.005 0.065 0.7% 8.900
Close 8.985 9.183 0.198 2.2% 8.999
Range 0.070 0.165 0.095 135.7% 0.461
ATR 0.168 0.169 0.001 0.7% 0.000
Volume 514 168 -346 -67.3% 3,060
Daily Pivots for day following 06-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.614 9.564 9.274
R3 9.449 9.399 9.228
R2 9.284 9.284 9.213
R1 9.234 9.234 9.198 9.259
PP 9.119 9.119 9.119 9.132
S1 9.069 9.069 9.168 9.094
S2 8.954 8.954 9.153
S3 8.789 8.904 9.138
S4 8.624 8.739 9.092
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 10.470 10.195 9.253
R3 10.009 9.734 9.126
R2 9.548 9.548 9.084
R1 9.273 9.273 9.041 9.180
PP 9.087 9.087 9.087 9.040
S1 8.812 8.812 8.957 8.719
S2 8.626 8.626 8.914
S3 8.165 8.351 8.872
S4 7.704 7.890 8.745
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.170 8.900 0.270 2.9% 0.113 1.2% 105% True False 609
10 9.361 8.900 0.461 5.0% 0.133 1.4% 61% False False 502
20 9.419 8.900 0.519 5.7% 0.150 1.6% 55% False False 708
40 9.419 8.320 1.099 12.0% 0.170 1.8% 79% False False 709
60 9.419 8.270 1.149 12.5% 0.155 1.7% 79% False False 577
80 9.500 8.270 1.230 13.4% 0.142 1.5% 74% False False 596
100 9.500 8.270 1.230 13.4% 0.138 1.5% 74% False False 577
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9.871
2.618 9.602
1.618 9.437
1.000 9.335
0.618 9.272
HIGH 9.170
0.618 9.107
0.500 9.088
0.382 9.068
LOW 9.005
0.618 8.903
1.000 8.840
1.618 8.738
2.618 8.573
4.250 8.304
Fisher Pivots for day following 06-Mar-2007
Pivot 1 day 3 day
R1 9.151 9.140
PP 9.119 9.098
S1 9.088 9.055

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

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