NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 28-Jun-2007
Day Change Summary
Previous Current
27-Jun-2007 28-Jun-2007 Change Change % Previous Week
Open 8.660 8.800 0.140 1.6% 9.730
High 8.801 8.800 -0.001 0.0% 9.740
Low 8.596 8.390 -0.206 -2.4% 8.889
Close 8.786 8.482 -0.304 -3.5% 8.973
Range 0.205 0.410 0.205 100.0% 0.851
ATR 0.173 0.190 0.017 9.8% 0.000
Volume 5,591 2,002 -3,589 -64.2% 14,363
Daily Pivots for day following 28-Jun-2007
Classic Woodie Camarilla DeMark
R4 9.787 9.545 8.708
R3 9.377 9.135 8.595
R2 8.967 8.967 8.557
R1 8.725 8.725 8.520 8.641
PP 8.557 8.557 8.557 8.516
S1 8.315 8.315 8.444 8.231
S2 8.147 8.147 8.407
S3 7.737 7.905 8.369
S4 7.327 7.495 8.257
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 11.754 11.214 9.441
R3 10.903 10.363 9.207
R2 10.052 10.052 9.129
R1 9.512 9.512 9.051 9.357
PP 9.201 9.201 9.201 9.123
S1 8.661 8.661 8.895 8.506
S2 8.350 8.350 8.817
S3 7.499 7.810 8.739
S4 6.648 6.959 8.505
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.225 8.390 0.835 9.8% 0.256 3.0% 11% False True 5,284
10 9.830 8.390 1.440 17.0% 0.225 2.6% 6% False True 3,684
20 9.838 8.390 1.448 17.1% 0.175 2.1% 6% False True 2,509
40 9.912 8.390 1.522 17.9% 0.154 1.8% 6% False True 1,738
60 9.912 8.390 1.522 17.9% 0.154 1.8% 6% False True 1,471
80 9.912 8.390 1.522 17.9% 0.147 1.7% 6% False True 1,278
100 9.912 8.390 1.522 17.9% 0.148 1.7% 6% False True 1,164
120 9.912 8.320 1.592 18.8% 0.155 1.8% 10% False False 1,088
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 195 trading days
Fibonacci Retracements and Extensions
4.250 10.543
2.618 9.873
1.618 9.463
1.000 9.210
0.618 9.053
HIGH 8.800
0.618 8.643
0.500 8.595
0.382 8.547
LOW 8.390
0.618 8.137
1.000 7.980
1.618 7.727
2.618 7.317
4.250 6.648
Fisher Pivots for day following 28-Jun-2007
Pivot 1 day 3 day
R1 8.595 8.596
PP 8.557 8.558
S1 8.520 8.520

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

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