NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 09-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2006 |
09-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
9.000 |
9.159 |
0.159 |
1.8% |
8.850 |
| High |
9.170 |
9.350 |
0.180 |
2.0% |
9.180 |
| Low |
9.000 |
9.159 |
0.159 |
1.8% |
8.760 |
| Close |
9.059 |
9.192 |
0.133 |
1.5% |
9.059 |
| Range |
0.170 |
0.191 |
0.021 |
12.4% |
0.420 |
| ATR |
|
|
|
|
|
| Volume |
45 |
61 |
16 |
35.6% |
2,400 |
|
| Daily Pivots for day following 09-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.807 |
9.690 |
9.297 |
|
| R3 |
9.616 |
9.499 |
9.245 |
|
| R2 |
9.425 |
9.425 |
9.227 |
|
| R1 |
9.308 |
9.308 |
9.210 |
9.367 |
| PP |
9.234 |
9.234 |
9.234 |
9.263 |
| S1 |
9.117 |
9.117 |
9.174 |
9.176 |
| S2 |
9.043 |
9.043 |
9.157 |
|
| S3 |
8.852 |
8.926 |
9.139 |
|
| S4 |
8.661 |
8.735 |
9.087 |
|
|
| Weekly Pivots for week ending 06-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.260 |
10.079 |
9.290 |
|
| R3 |
9.840 |
9.659 |
9.175 |
|
| R2 |
9.420 |
9.420 |
9.136 |
|
| R1 |
9.239 |
9.239 |
9.098 |
9.330 |
| PP |
9.000 |
9.000 |
9.000 |
9.045 |
| S1 |
8.819 |
8.819 |
9.021 |
8.910 |
| S2 |
8.580 |
8.580 |
8.982 |
|
| S3 |
8.160 |
8.399 |
8.944 |
|
| S4 |
7.740 |
7.979 |
8.828 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.162 |
|
2.618 |
9.850 |
|
1.618 |
9.659 |
|
1.000 |
9.541 |
|
0.618 |
9.468 |
|
HIGH |
9.350 |
|
0.618 |
9.277 |
|
0.500 |
9.255 |
|
0.382 |
9.232 |
|
LOW |
9.159 |
|
0.618 |
9.041 |
|
1.000 |
8.968 |
|
1.618 |
8.850 |
|
2.618 |
8.659 |
|
4.250 |
8.347 |
|
|
| Fisher Pivots for day following 09-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
9.255 |
9.186 |
| PP |
9.234 |
9.181 |
| S1 |
9.213 |
9.175 |
|