NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 17-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2006 |
17-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
9.050 |
9.240 |
0.190 |
2.1% |
9.159 |
| High |
9.100 |
9.350 |
0.250 |
2.7% |
9.350 |
| Low |
9.050 |
9.150 |
0.100 |
1.1% |
8.890 |
| Close |
9.238 |
9.182 |
-0.056 |
-0.6% |
8.905 |
| Range |
0.050 |
0.200 |
0.150 |
300.0% |
0.460 |
| ATR |
0.161 |
0.164 |
0.003 |
1.7% |
0.000 |
| Volume |
155 |
211 |
56 |
36.1% |
881 |
|
| Daily Pivots for day following 17-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.827 |
9.705 |
9.292 |
|
| R3 |
9.627 |
9.505 |
9.237 |
|
| R2 |
9.427 |
9.427 |
9.219 |
|
| R1 |
9.305 |
9.305 |
9.200 |
9.266 |
| PP |
9.227 |
9.227 |
9.227 |
9.208 |
| S1 |
9.105 |
9.105 |
9.164 |
9.066 |
| S2 |
9.027 |
9.027 |
9.145 |
|
| S3 |
8.827 |
8.905 |
9.127 |
|
| S4 |
8.627 |
8.705 |
9.072 |
|
|
| 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 |
10.200 |
|
2.618 |
9.874 |
|
1.618 |
9.674 |
|
1.000 |
9.550 |
|
0.618 |
9.474 |
|
HIGH |
9.350 |
|
0.618 |
9.274 |
|
0.500 |
9.250 |
|
0.382 |
9.226 |
|
LOW |
9.150 |
|
0.618 |
9.026 |
|
1.000 |
8.950 |
|
1.618 |
8.826 |
|
2.618 |
8.626 |
|
4.250 |
8.300 |
|
|
| Fisher Pivots for day following 17-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
9.250 |
9.161 |
| PP |
9.227 |
9.141 |
| S1 |
9.205 |
9.120 |
|