NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 16-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2006 |
16-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
8.920 |
9.050 |
0.130 |
1.5% |
9.159 |
| High |
8.930 |
9.100 |
0.170 |
1.9% |
9.350 |
| Low |
8.890 |
9.050 |
0.160 |
1.8% |
8.890 |
| Close |
8.905 |
9.238 |
0.333 |
3.7% |
8.905 |
| Range |
0.040 |
0.050 |
0.010 |
25.0% |
0.460 |
| ATR |
0.159 |
0.161 |
0.003 |
1.6% |
0.000 |
| Volume |
90 |
155 |
65 |
72.2% |
881 |
|
| Daily Pivots for day following 16-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.279 |
9.309 |
9.266 |
|
| R3 |
9.229 |
9.259 |
9.252 |
|
| R2 |
9.179 |
9.179 |
9.247 |
|
| R1 |
9.209 |
9.209 |
9.243 |
9.194 |
| PP |
9.129 |
9.129 |
9.129 |
9.122 |
| S1 |
9.159 |
9.159 |
9.233 |
9.144 |
| S2 |
9.079 |
9.079 |
9.229 |
|
| S3 |
9.029 |
9.109 |
9.224 |
|
| S4 |
8.979 |
9.059 |
9.211 |
|
|
| Weekly Pivots for week ending 13-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.428 |
10.127 |
9.158 |
|
| R3 |
9.968 |
9.667 |
9.032 |
|
| R2 |
9.508 |
9.508 |
8.989 |
|
| R1 |
9.207 |
9.207 |
8.947 |
9.128 |
| PP |
9.048 |
9.048 |
9.048 |
9.009 |
| S1 |
8.747 |
8.747 |
8.863 |
8.668 |
| S2 |
8.588 |
8.588 |
8.821 |
|
| S3 |
8.128 |
8.287 |
8.779 |
|
| S4 |
7.668 |
7.827 |
8.652 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.313 |
|
2.618 |
9.231 |
|
1.618 |
9.181 |
|
1.000 |
9.150 |
|
0.618 |
9.131 |
|
HIGH |
9.100 |
|
0.618 |
9.081 |
|
0.500 |
9.075 |
|
0.382 |
9.069 |
|
LOW |
9.050 |
|
0.618 |
9.019 |
|
1.000 |
9.000 |
|
1.618 |
8.969 |
|
2.618 |
8.919 |
|
4.250 |
8.838 |
|
|
| Fisher Pivots for day following 16-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
9.184 |
9.157 |
| PP |
9.129 |
9.076 |
| S1 |
9.075 |
8.995 |
|