NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 25-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2006 |
25-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
8.510 |
8.680 |
0.170 |
2.0% |
8.470 |
| High |
8.530 |
8.720 |
0.190 |
2.2% |
8.760 |
| Low |
8.510 |
8.680 |
0.170 |
2.0% |
8.470 |
| Close |
8.511 |
8.728 |
0.217 |
2.5% |
8.626 |
| Range |
0.020 |
0.040 |
0.020 |
100.0% |
0.290 |
| ATR |
0.138 |
0.143 |
0.005 |
3.7% |
0.000 |
| Volume |
2,558 |
658 |
-1,900 |
-74.3% |
2,725 |
|
| Daily Pivots for day following 25-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.829 |
8.819 |
8.750 |
|
| R3 |
8.789 |
8.779 |
8.739 |
|
| R2 |
8.749 |
8.749 |
8.735 |
|
| R1 |
8.739 |
8.739 |
8.732 |
8.744 |
| PP |
8.709 |
8.709 |
8.709 |
8.712 |
| S1 |
8.699 |
8.699 |
8.724 |
8.704 |
| S2 |
8.669 |
8.669 |
8.721 |
|
| S3 |
8.629 |
8.659 |
8.717 |
|
| S4 |
8.589 |
8.619 |
8.706 |
|
|
| Weekly Pivots for week ending 20-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.489 |
9.347 |
8.786 |
|
| R3 |
9.199 |
9.057 |
8.706 |
|
| R2 |
8.909 |
8.909 |
8.679 |
|
| R1 |
8.767 |
8.767 |
8.653 |
8.838 |
| PP |
8.619 |
8.619 |
8.619 |
8.654 |
| S1 |
8.477 |
8.477 |
8.599 |
8.548 |
| S2 |
8.329 |
8.329 |
8.573 |
|
| S3 |
8.039 |
8.187 |
8.546 |
|
| S4 |
7.749 |
7.897 |
8.467 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.890 |
|
2.618 |
8.825 |
|
1.618 |
8.785 |
|
1.000 |
8.760 |
|
0.618 |
8.745 |
|
HIGH |
8.720 |
|
0.618 |
8.705 |
|
0.500 |
8.700 |
|
0.382 |
8.695 |
|
LOW |
8.680 |
|
0.618 |
8.655 |
|
1.000 |
8.640 |
|
1.618 |
8.615 |
|
2.618 |
8.575 |
|
4.250 |
8.510 |
|
|
| Fisher Pivots for day following 25-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
8.719 |
8.690 |
| PP |
8.709 |
8.653 |
| S1 |
8.700 |
8.615 |
|