NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 03-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2006 |
03-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
8.450 |
8.550 |
0.100 |
1.2% |
8.180 |
| High |
8.500 |
8.750 |
0.250 |
2.9% |
8.750 |
| Low |
8.390 |
8.550 |
0.160 |
1.9% |
8.090 |
| Close |
8.553 |
8.666 |
0.113 |
1.3% |
8.666 |
| Range |
0.110 |
0.200 |
0.090 |
81.8% |
0.660 |
| ATR |
0.140 |
0.144 |
0.004 |
3.1% |
0.000 |
| Volume |
34 |
36 |
2 |
5.9% |
3,378 |
|
| Daily Pivots for day following 03-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.255 |
9.161 |
8.776 |
|
| R3 |
9.055 |
8.961 |
8.721 |
|
| R2 |
8.855 |
8.855 |
8.703 |
|
| R1 |
8.761 |
8.761 |
8.684 |
8.808 |
| PP |
8.655 |
8.655 |
8.655 |
8.679 |
| S1 |
8.561 |
8.561 |
8.648 |
8.608 |
| S2 |
8.455 |
8.455 |
8.629 |
|
| S3 |
8.255 |
8.361 |
8.611 |
|
| S4 |
8.055 |
8.161 |
8.556 |
|
|
| Weekly Pivots for week ending 03-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.482 |
10.234 |
9.029 |
|
| R3 |
9.822 |
9.574 |
8.848 |
|
| R2 |
9.162 |
9.162 |
8.787 |
|
| R1 |
8.914 |
8.914 |
8.727 |
9.038 |
| PP |
8.502 |
8.502 |
8.502 |
8.564 |
| S1 |
8.254 |
8.254 |
8.606 |
8.378 |
| S2 |
7.842 |
7.842 |
8.545 |
|
| S3 |
7.182 |
7.594 |
8.485 |
|
| S4 |
6.522 |
6.934 |
8.303 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.600 |
|
2.618 |
9.274 |
|
1.618 |
9.074 |
|
1.000 |
8.950 |
|
0.618 |
8.874 |
|
HIGH |
8.750 |
|
0.618 |
8.674 |
|
0.500 |
8.650 |
|
0.382 |
8.626 |
|
LOW |
8.550 |
|
0.618 |
8.426 |
|
1.000 |
8.350 |
|
1.618 |
8.226 |
|
2.618 |
8.026 |
|
4.250 |
7.700 |
|
|
| Fisher Pivots for day following 03-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
8.661 |
8.614 |
| PP |
8.655 |
8.562 |
| S1 |
8.650 |
8.510 |
|