NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 14-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2006 |
14-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
8.999 |
9.060 |
0.061 |
0.7% |
8.850 |
| High |
9.000 |
9.140 |
0.140 |
1.6% |
9.230 |
| Low |
8.970 |
9.060 |
0.090 |
1.0% |
8.750 |
| Close |
9.054 |
9.087 |
0.033 |
0.4% |
9.044 |
| Range |
0.030 |
0.080 |
0.050 |
166.7% |
0.480 |
| ATR |
0.170 |
0.164 |
-0.006 |
-3.5% |
0.000 |
| Volume |
23 |
908 |
885 |
3,847.8% |
913 |
|
| Daily Pivots for day following 14-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.336 |
9.291 |
9.131 |
|
| R3 |
9.256 |
9.211 |
9.109 |
|
| R2 |
9.176 |
9.176 |
9.102 |
|
| R1 |
9.131 |
9.131 |
9.094 |
9.154 |
| PP |
9.096 |
9.096 |
9.096 |
9.107 |
| S1 |
9.051 |
9.051 |
9.080 |
9.074 |
| S2 |
9.016 |
9.016 |
9.072 |
|
| S3 |
8.936 |
8.971 |
9.065 |
|
| S4 |
8.856 |
8.891 |
9.043 |
|
|
| Weekly Pivots for week ending 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.448 |
10.226 |
9.308 |
|
| R3 |
9.968 |
9.746 |
9.176 |
|
| R2 |
9.488 |
9.488 |
9.132 |
|
| R1 |
9.266 |
9.266 |
9.088 |
9.377 |
| PP |
9.008 |
9.008 |
9.008 |
9.064 |
| S1 |
8.786 |
8.786 |
9.000 |
8.897 |
| S2 |
8.528 |
8.528 |
8.956 |
|
| S3 |
8.048 |
8.306 |
8.912 |
|
| S4 |
7.568 |
7.826 |
8.780 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.480 |
|
2.618 |
9.349 |
|
1.618 |
9.269 |
|
1.000 |
9.220 |
|
0.618 |
9.189 |
|
HIGH |
9.140 |
|
0.618 |
9.109 |
|
0.500 |
9.100 |
|
0.382 |
9.091 |
|
LOW |
9.060 |
|
0.618 |
9.011 |
|
1.000 |
8.980 |
|
1.618 |
8.931 |
|
2.618 |
8.851 |
|
4.250 |
8.720 |
|
|
| Fisher Pivots for day following 14-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
9.100 |
9.076 |
| PP |
9.096 |
9.066 |
| S1 |
9.091 |
9.055 |
|