NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 11-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2006 |
11-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
8.780 |
8.780 |
0.000 |
0.0% |
8.270 |
| High |
8.780 |
8.780 |
0.000 |
0.0% |
8.620 |
| Low |
8.670 |
8.630 |
-0.040 |
-0.5% |
8.150 |
| Close |
8.726 |
8.535 |
-0.191 |
-2.2% |
8.504 |
| Range |
0.110 |
0.150 |
0.040 |
36.4% |
0.470 |
| ATR |
0.170 |
0.168 |
-0.001 |
-0.8% |
0.000 |
| Volume |
235 |
902 |
667 |
283.8% |
3,329 |
|
| Daily Pivots for day following 11-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.098 |
8.967 |
8.618 |
|
| R3 |
8.948 |
8.817 |
8.576 |
|
| R2 |
8.798 |
8.798 |
8.563 |
|
| R1 |
8.667 |
8.667 |
8.549 |
8.658 |
| PP |
8.648 |
8.648 |
8.648 |
8.644 |
| S1 |
8.517 |
8.517 |
8.521 |
8.508 |
| S2 |
8.498 |
8.498 |
8.508 |
|
| S3 |
8.348 |
8.367 |
8.494 |
|
| S4 |
8.198 |
8.217 |
8.453 |
|
|
| Weekly Pivots for week ending 06-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.835 |
9.639 |
8.763 |
|
| R3 |
9.365 |
9.169 |
8.633 |
|
| R2 |
8.895 |
8.895 |
8.590 |
|
| R1 |
8.699 |
8.699 |
8.547 |
8.797 |
| PP |
8.425 |
8.425 |
8.425 |
8.474 |
| S1 |
8.229 |
8.229 |
8.461 |
8.327 |
| S2 |
7.955 |
7.955 |
8.418 |
|
| S3 |
7.485 |
7.759 |
8.375 |
|
| S4 |
7.015 |
7.289 |
8.246 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.418 |
|
2.618 |
9.173 |
|
1.618 |
9.023 |
|
1.000 |
8.930 |
|
0.618 |
8.873 |
|
HIGH |
8.780 |
|
0.618 |
8.723 |
|
0.500 |
8.705 |
|
0.382 |
8.687 |
|
LOW |
8.630 |
|
0.618 |
8.537 |
|
1.000 |
8.480 |
|
1.618 |
8.387 |
|
2.618 |
8.237 |
|
4.250 |
7.993 |
|
|
| Fisher Pivots for day following 11-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
8.705 |
8.640 |
| PP |
8.648 |
8.605 |
| S1 |
8.592 |
8.570 |
|