NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 05-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2006 |
05-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
8.860 |
9.160 |
0.300 |
3.4% |
8.500 |
| High |
9.000 |
9.180 |
0.180 |
2.0% |
8.700 |
| Low |
8.860 |
9.100 |
0.240 |
2.7% |
8.380 |
| Close |
8.940 |
9.145 |
0.205 |
2.3% |
8.763 |
| Range |
0.140 |
0.080 |
-0.060 |
-42.9% |
0.320 |
| ATR |
|
|
|
|
|
| Volume |
559 |
367 |
-192 |
-34.3% |
7,795 |
|
| Daily Pivots for day following 05-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.382 |
9.343 |
9.189 |
|
| R3 |
9.302 |
9.263 |
9.167 |
|
| R2 |
9.222 |
9.222 |
9.160 |
|
| R1 |
9.183 |
9.183 |
9.152 |
9.163 |
| PP |
9.142 |
9.142 |
9.142 |
9.131 |
| S1 |
9.103 |
9.103 |
9.138 |
9.083 |
| S2 |
9.062 |
9.062 |
9.130 |
|
| S3 |
8.982 |
9.023 |
9.123 |
|
| S4 |
8.902 |
8.943 |
9.101 |
|
|
| Weekly Pivots for week ending 29-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.574 |
9.489 |
8.939 |
|
| R3 |
9.254 |
9.169 |
8.851 |
|
| R2 |
8.934 |
8.934 |
8.822 |
|
| R1 |
8.849 |
8.849 |
8.792 |
8.892 |
| PP |
8.614 |
8.614 |
8.614 |
8.636 |
| S1 |
8.529 |
8.529 |
8.734 |
8.572 |
| S2 |
8.294 |
8.294 |
8.704 |
|
| S3 |
7.974 |
8.209 |
8.675 |
|
| S4 |
7.654 |
7.889 |
8.587 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.520 |
|
2.618 |
9.389 |
|
1.618 |
9.309 |
|
1.000 |
9.260 |
|
0.618 |
9.229 |
|
HIGH |
9.180 |
|
0.618 |
9.149 |
|
0.500 |
9.140 |
|
0.382 |
9.131 |
|
LOW |
9.100 |
|
0.618 |
9.051 |
|
1.000 |
9.020 |
|
1.618 |
8.971 |
|
2.618 |
8.891 |
|
4.250 |
8.760 |
|
|
| Fisher Pivots for day following 05-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
9.143 |
9.087 |
| PP |
9.142 |
9.028 |
| S1 |
9.140 |
8.970 |
|