NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 26-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2006 |
26-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
9.100 |
9.248 |
0.148 |
1.6% |
9.050 |
| High |
9.250 |
9.248 |
-0.002 |
0.0% |
9.350 |
| Low |
9.100 |
9.000 |
-0.100 |
-1.1% |
9.050 |
| Close |
9.248 |
9.002 |
-0.246 |
-2.7% |
9.176 |
| Range |
0.150 |
0.248 |
0.098 |
65.3% |
0.300 |
| ATR |
0.152 |
0.159 |
0.007 |
4.5% |
0.000 |
| Volume |
56 |
639 |
583 |
1,041.1% |
1,375 |
|
| Daily Pivots for day following 26-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.827 |
9.663 |
9.138 |
|
| R3 |
9.579 |
9.415 |
9.070 |
|
| R2 |
9.331 |
9.331 |
9.047 |
|
| R1 |
9.167 |
9.167 |
9.025 |
9.125 |
| PP |
9.083 |
9.083 |
9.083 |
9.063 |
| S1 |
8.919 |
8.919 |
8.979 |
8.877 |
| S2 |
8.835 |
8.835 |
8.957 |
|
| S3 |
8.587 |
8.671 |
8.934 |
|
| S4 |
8.339 |
8.423 |
8.866 |
|
|
| 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 |
10.302 |
|
2.618 |
9.897 |
|
1.618 |
9.649 |
|
1.000 |
9.496 |
|
0.618 |
9.401 |
|
HIGH |
9.248 |
|
0.618 |
9.153 |
|
0.500 |
9.124 |
|
0.382 |
9.095 |
|
LOW |
9.000 |
|
0.618 |
8.847 |
|
1.000 |
8.752 |
|
1.618 |
8.599 |
|
2.618 |
8.351 |
|
4.250 |
7.946 |
|
|
| Fisher Pivots for day following 26-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
9.124 |
9.125 |
| PP |
9.083 |
9.084 |
| S1 |
9.043 |
9.043 |
|