NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 12-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2006 |
12-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
9.320 |
9.050 |
-0.270 |
-2.9% |
8.850 |
| High |
9.320 |
9.050 |
-0.270 |
-2.9% |
9.180 |
| Low |
9.100 |
8.900 |
-0.200 |
-2.2% |
8.760 |
| Close |
9.095 |
8.921 |
-0.174 |
-1.9% |
9.059 |
| Range |
0.220 |
0.150 |
-0.070 |
-31.8% |
0.420 |
| ATR |
0.166 |
0.168 |
0.002 |
1.3% |
0.000 |
| Volume |
140 |
460 |
320 |
228.6% |
2,400 |
|
| Daily Pivots for day following 12-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.407 |
9.314 |
9.004 |
|
| R3 |
9.257 |
9.164 |
8.962 |
|
| R2 |
9.107 |
9.107 |
8.949 |
|
| R1 |
9.014 |
9.014 |
8.935 |
8.986 |
| PP |
8.957 |
8.957 |
8.957 |
8.943 |
| S1 |
8.864 |
8.864 |
8.907 |
8.836 |
| S2 |
8.807 |
8.807 |
8.894 |
|
| S3 |
8.657 |
8.714 |
8.880 |
|
| S4 |
8.507 |
8.564 |
8.839 |
|
|
| 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 |
9.688 |
|
2.618 |
9.443 |
|
1.618 |
9.293 |
|
1.000 |
9.200 |
|
0.618 |
9.143 |
|
HIGH |
9.050 |
|
0.618 |
8.993 |
|
0.500 |
8.975 |
|
0.382 |
8.957 |
|
LOW |
8.900 |
|
0.618 |
8.807 |
|
1.000 |
8.750 |
|
1.618 |
8.657 |
|
2.618 |
8.507 |
|
4.250 |
8.263 |
|
|
| Fisher Pivots for day following 12-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
8.975 |
9.110 |
| PP |
8.957 |
9.047 |
| S1 |
8.939 |
8.984 |
|