NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 11-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2006 |
11-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
8.745 |
8.600 |
-0.145 |
-1.7% |
8.660 |
High |
8.749 |
8.600 |
-0.149 |
-1.7% |
8.749 |
Low |
8.690 |
8.500 |
-0.190 |
-2.2% |
8.460 |
Close |
8.654 |
8.615 |
-0.039 |
-0.5% |
8.654 |
Range |
0.059 |
0.100 |
0.041 |
69.5% |
0.289 |
ATR |
0.143 |
0.144 |
0.001 |
0.6% |
0.000 |
Volume |
273 |
530 |
257 |
94.1% |
2,202 |
|
Daily Pivots for day following 11-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.872 |
8.843 |
8.670 |
|
R3 |
8.772 |
8.743 |
8.643 |
|
R2 |
8.672 |
8.672 |
8.633 |
|
R1 |
8.643 |
8.643 |
8.624 |
8.658 |
PP |
8.572 |
8.572 |
8.572 |
8.579 |
S1 |
8.543 |
8.543 |
8.606 |
8.558 |
S2 |
8.472 |
8.472 |
8.597 |
|
S3 |
8.372 |
8.443 |
8.588 |
|
S4 |
8.272 |
8.343 |
8.560 |
|
|
Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.488 |
9.360 |
8.813 |
|
R3 |
9.199 |
9.071 |
8.733 |
|
R2 |
8.910 |
8.910 |
8.707 |
|
R1 |
8.782 |
8.782 |
8.680 |
8.702 |
PP |
8.621 |
8.621 |
8.621 |
8.581 |
S1 |
8.493 |
8.493 |
8.628 |
8.413 |
S2 |
8.332 |
8.332 |
8.601 |
|
S3 |
8.043 |
8.204 |
8.575 |
|
S4 |
7.754 |
7.915 |
8.495 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.025 |
2.618 |
8.862 |
1.618 |
8.762 |
1.000 |
8.700 |
0.618 |
8.662 |
HIGH |
8.600 |
0.618 |
8.562 |
0.500 |
8.550 |
0.382 |
8.538 |
LOW |
8.500 |
0.618 |
8.438 |
1.000 |
8.400 |
1.618 |
8.338 |
2.618 |
8.238 |
4.250 |
8.075 |
|
|
Fisher Pivots for day following 11-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
8.593 |
8.625 |
PP |
8.572 |
8.621 |
S1 |
8.550 |
8.618 |
|