NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 17-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2006 |
17-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
8.470 |
8.760 |
0.290 |
3.4% |
8.350 |
| High |
8.520 |
8.760 |
0.240 |
2.8% |
8.780 |
| Low |
8.470 |
8.600 |
0.130 |
1.5% |
8.300 |
| Close |
8.653 |
8.597 |
-0.056 |
-0.6% |
8.320 |
| Range |
0.050 |
0.160 |
0.110 |
220.0% |
0.480 |
| ATR |
0.161 |
0.161 |
0.000 |
-0.1% |
0.000 |
| Volume |
485 |
1,575 |
1,090 |
224.7% |
2,838 |
|
| Daily Pivots for day following 17-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.132 |
9.025 |
8.685 |
|
| R3 |
8.972 |
8.865 |
8.641 |
|
| R2 |
8.812 |
8.812 |
8.626 |
|
| R1 |
8.705 |
8.705 |
8.612 |
8.679 |
| PP |
8.652 |
8.652 |
8.652 |
8.639 |
| S1 |
8.545 |
8.545 |
8.582 |
8.519 |
| S2 |
8.492 |
8.492 |
8.568 |
|
| S3 |
8.332 |
8.385 |
8.553 |
|
| S4 |
8.172 |
8.225 |
8.509 |
|
|
| Weekly Pivots for week ending 13-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.907 |
9.593 |
8.584 |
|
| R3 |
9.427 |
9.113 |
8.452 |
|
| R2 |
8.947 |
8.947 |
8.408 |
|
| R1 |
8.633 |
8.633 |
8.364 |
8.550 |
| PP |
8.467 |
8.467 |
8.467 |
8.425 |
| S1 |
8.153 |
8.153 |
8.276 |
8.070 |
| S2 |
7.987 |
7.987 |
8.232 |
|
| S3 |
7.507 |
7.673 |
8.188 |
|
| S4 |
7.027 |
7.193 |
8.056 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.440 |
|
2.618 |
9.179 |
|
1.618 |
9.019 |
|
1.000 |
8.920 |
|
0.618 |
8.859 |
|
HIGH |
8.760 |
|
0.618 |
8.699 |
|
0.500 |
8.680 |
|
0.382 |
8.661 |
|
LOW |
8.600 |
|
0.618 |
8.501 |
|
1.000 |
8.440 |
|
1.618 |
8.341 |
|
2.618 |
8.181 |
|
4.250 |
7.920 |
|
|
| Fisher Pivots for day following 17-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
8.680 |
8.575 |
| PP |
8.652 |
8.552 |
| S1 |
8.625 |
8.530 |
|