NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 15-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2006 |
15-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
8.690 |
8.492 |
-0.198 |
-2.3% |
8.600 |
High |
8.720 |
8.520 |
-0.200 |
-2.3% |
8.720 |
Low |
8.630 |
8.400 |
-0.230 |
-2.7% |
8.400 |
Close |
8.603 |
8.539 |
-0.064 |
-0.7% |
8.539 |
Range |
0.090 |
0.120 |
0.030 |
33.3% |
0.320 |
ATR |
0.136 |
0.140 |
0.005 |
3.5% |
0.000 |
Volume |
91 |
927 |
836 |
918.7% |
2,151 |
|
Daily Pivots for day following 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.846 |
8.813 |
8.605 |
|
R3 |
8.726 |
8.693 |
8.572 |
|
R2 |
8.606 |
8.606 |
8.561 |
|
R1 |
8.573 |
8.573 |
8.550 |
8.590 |
PP |
8.486 |
8.486 |
8.486 |
8.495 |
S1 |
8.453 |
8.453 |
8.528 |
8.470 |
S2 |
8.366 |
8.366 |
8.517 |
|
S3 |
8.246 |
8.333 |
8.506 |
|
S4 |
8.126 |
8.213 |
8.473 |
|
|
Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.513 |
9.346 |
8.715 |
|
R3 |
9.193 |
9.026 |
8.627 |
|
R2 |
8.873 |
8.873 |
8.598 |
|
R1 |
8.706 |
8.706 |
8.568 |
8.630 |
PP |
8.553 |
8.553 |
8.553 |
8.515 |
S1 |
8.386 |
8.386 |
8.510 |
8.310 |
S2 |
8.233 |
8.233 |
8.480 |
|
S3 |
7.913 |
8.066 |
8.451 |
|
S4 |
7.593 |
7.746 |
8.363 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.030 |
2.618 |
8.834 |
1.618 |
8.714 |
1.000 |
8.640 |
0.618 |
8.594 |
HIGH |
8.520 |
0.618 |
8.474 |
0.500 |
8.460 |
0.382 |
8.446 |
LOW |
8.400 |
0.618 |
8.326 |
1.000 |
8.280 |
1.618 |
8.206 |
2.618 |
8.086 |
4.250 |
7.890 |
|
|
Fisher Pivots for day following 15-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
8.513 |
8.560 |
PP |
8.486 |
8.553 |
S1 |
8.460 |
8.546 |
|