NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 19-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2006 |
19-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
8.497 |
8.580 |
0.083 |
1.0% |
8.350 |
| High |
8.597 |
8.680 |
0.083 |
1.0% |
8.780 |
| Low |
8.497 |
8.500 |
0.003 |
0.0% |
8.300 |
| Close |
8.607 |
8.640 |
0.033 |
0.4% |
8.320 |
| Range |
0.100 |
0.180 |
0.080 |
80.0% |
0.480 |
| ATR |
0.157 |
0.159 |
0.002 |
1.1% |
0.000 |
| Volume |
231 |
178 |
-53 |
-22.9% |
2,838 |
|
| Daily Pivots for day following 19-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.147 |
9.073 |
8.739 |
|
| R3 |
8.967 |
8.893 |
8.690 |
|
| R2 |
8.787 |
8.787 |
8.673 |
|
| R1 |
8.713 |
8.713 |
8.657 |
8.750 |
| PP |
8.607 |
8.607 |
8.607 |
8.625 |
| S1 |
8.533 |
8.533 |
8.624 |
8.570 |
| S2 |
8.427 |
8.427 |
8.607 |
|
| S3 |
8.247 |
8.353 |
8.591 |
|
| S4 |
8.067 |
8.173 |
8.541 |
|
|
| 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 |
9.445 |
|
2.618 |
9.151 |
|
1.618 |
8.971 |
|
1.000 |
8.860 |
|
0.618 |
8.791 |
|
HIGH |
8.680 |
|
0.618 |
8.611 |
|
0.500 |
8.590 |
|
0.382 |
8.569 |
|
LOW |
8.500 |
|
0.618 |
8.389 |
|
1.000 |
8.320 |
|
1.618 |
8.209 |
|
2.618 |
8.029 |
|
4.250 |
7.735 |
|
|
| Fisher Pivots for day following 19-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
8.623 |
8.636 |
| PP |
8.607 |
8.632 |
| S1 |
8.590 |
8.629 |
|