NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 24-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2006 |
24-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
9.120 |
9.060 |
-0.060 |
-0.7% |
9.050 |
| High |
9.120 |
9.060 |
-0.060 |
-0.7% |
9.350 |
| Low |
9.000 |
9.050 |
0.050 |
0.6% |
9.050 |
| Close |
9.021 |
9.061 |
0.040 |
0.4% |
9.176 |
| Range |
0.120 |
0.010 |
-0.110 |
-91.7% |
0.300 |
| ATR |
0.157 |
0.149 |
-0.008 |
-5.4% |
0.000 |
| Volume |
548 |
151 |
-397 |
-72.4% |
1,375 |
|
| Daily Pivots for day following 24-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.087 |
9.084 |
9.067 |
|
| R3 |
9.077 |
9.074 |
9.064 |
|
| R2 |
9.067 |
9.067 |
9.063 |
|
| R1 |
9.064 |
9.064 |
9.062 |
9.066 |
| PP |
9.057 |
9.057 |
9.057 |
9.058 |
| S1 |
9.054 |
9.054 |
9.060 |
9.056 |
| S2 |
9.047 |
9.047 |
9.059 |
|
| S3 |
9.037 |
9.044 |
9.058 |
|
| S4 |
9.027 |
9.034 |
9.056 |
|
|
| 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 |
9.103 |
|
2.618 |
9.086 |
|
1.618 |
9.076 |
|
1.000 |
9.070 |
|
0.618 |
9.066 |
|
HIGH |
9.060 |
|
0.618 |
9.056 |
|
0.500 |
9.055 |
|
0.382 |
9.054 |
|
LOW |
9.050 |
|
0.618 |
9.044 |
|
1.000 |
9.040 |
|
1.618 |
9.034 |
|
2.618 |
9.024 |
|
4.250 |
9.008 |
|
|
| Fisher Pivots for day following 24-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
9.059 |
9.061 |
| PP |
9.057 |
9.060 |
| S1 |
9.055 |
9.060 |
|