NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 15-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2006 |
15-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
9.060 |
9.150 |
0.090 |
1.0% |
8.850 |
| High |
9.140 |
9.280 |
0.140 |
1.5% |
9.230 |
| Low |
9.060 |
9.090 |
0.030 |
0.3% |
8.750 |
| Close |
9.087 |
9.174 |
0.087 |
1.0% |
9.044 |
| Range |
0.080 |
0.190 |
0.110 |
137.5% |
0.480 |
| ATR |
0.164 |
0.166 |
0.002 |
1.3% |
0.000 |
| Volume |
908 |
859 |
-49 |
-5.4% |
913 |
|
| Daily Pivots for day following 15-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.751 |
9.653 |
9.279 |
|
| R3 |
9.561 |
9.463 |
9.226 |
|
| R2 |
9.371 |
9.371 |
9.209 |
|
| R1 |
9.273 |
9.273 |
9.191 |
9.322 |
| PP |
9.181 |
9.181 |
9.181 |
9.206 |
| S1 |
9.083 |
9.083 |
9.157 |
9.132 |
| S2 |
8.991 |
8.991 |
9.139 |
|
| S3 |
8.801 |
8.893 |
9.122 |
|
| S4 |
8.611 |
8.703 |
9.070 |
|
|
| 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 |
10.088 |
|
2.618 |
9.777 |
|
1.618 |
9.587 |
|
1.000 |
9.470 |
|
0.618 |
9.397 |
|
HIGH |
9.280 |
|
0.618 |
9.207 |
|
0.500 |
9.185 |
|
0.382 |
9.163 |
|
LOW |
9.090 |
|
0.618 |
8.973 |
|
1.000 |
8.900 |
|
1.618 |
8.783 |
|
2.618 |
8.593 |
|
4.250 |
8.283 |
|
|
| Fisher Pivots for day following 15-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
9.185 |
9.158 |
| PP |
9.181 |
9.141 |
| S1 |
9.178 |
9.125 |
|