NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 23-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2006 |
23-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
9.100 |
9.120 |
0.020 |
0.2% |
9.050 |
| High |
9.100 |
9.120 |
0.020 |
0.2% |
9.350 |
| Low |
9.100 |
9.000 |
-0.100 |
-1.1% |
9.050 |
| Close |
9.176 |
9.021 |
-0.155 |
-1.7% |
9.176 |
| Range |
0.000 |
0.120 |
0.120 |
|
0.300 |
| ATR |
0.156 |
0.157 |
0.001 |
0.9% |
0.000 |
| Volume |
592 |
548 |
-44 |
-7.4% |
1,375 |
|
| Daily Pivots for day following 23-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.407 |
9.334 |
9.087 |
|
| R3 |
9.287 |
9.214 |
9.054 |
|
| R2 |
9.167 |
9.167 |
9.043 |
|
| R1 |
9.094 |
9.094 |
9.032 |
9.071 |
| PP |
9.047 |
9.047 |
9.047 |
9.035 |
| S1 |
8.974 |
8.974 |
9.010 |
8.951 |
| S2 |
8.927 |
8.927 |
8.999 |
|
| S3 |
8.807 |
8.854 |
8.988 |
|
| S4 |
8.687 |
8.734 |
8.955 |
|
|
| Weekly Pivots for week ending 20-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.092 |
9.934 |
9.341 |
|
| R3 |
9.792 |
9.634 |
9.259 |
|
| R2 |
9.492 |
9.492 |
9.231 |
|
| R1 |
9.334 |
9.334 |
9.204 |
9.413 |
| PP |
9.192 |
9.192 |
9.192 |
9.232 |
| S1 |
9.034 |
9.034 |
9.149 |
9.113 |
| S2 |
8.892 |
8.892 |
9.121 |
|
| S3 |
8.592 |
8.734 |
9.094 |
|
| S4 |
8.292 |
8.434 |
9.011 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.630 |
|
2.618 |
9.434 |
|
1.618 |
9.314 |
|
1.000 |
9.240 |
|
0.618 |
9.194 |
|
HIGH |
9.120 |
|
0.618 |
9.074 |
|
0.500 |
9.060 |
|
0.382 |
9.046 |
|
LOW |
9.000 |
|
0.618 |
8.926 |
|
1.000 |
8.880 |
|
1.618 |
8.806 |
|
2.618 |
8.686 |
|
4.250 |
8.490 |
|
|
| Fisher Pivots for day following 23-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
9.060 |
9.114 |
| PP |
9.047 |
9.083 |
| S1 |
9.034 |
9.052 |
|