NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 17-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2006 |
17-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
9.200 |
9.060 |
-0.140 |
-1.5% |
8.999 |
| High |
9.200 |
9.220 |
0.020 |
0.2% |
9.280 |
| Low |
9.050 |
9.060 |
0.010 |
0.1% |
8.970 |
| Close |
8.990 |
9.232 |
0.242 |
2.7% |
9.232 |
| Range |
0.150 |
0.160 |
0.010 |
6.7% |
0.310 |
| ATR |
0.165 |
0.169 |
0.005 |
2.8% |
0.000 |
| Volume |
124 |
134 |
10 |
8.1% |
2,048 |
|
| Daily Pivots for day following 17-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.651 |
9.601 |
9.320 |
|
| R3 |
9.491 |
9.441 |
9.276 |
|
| R2 |
9.331 |
9.331 |
9.261 |
|
| R1 |
9.281 |
9.281 |
9.247 |
9.306 |
| PP |
9.171 |
9.171 |
9.171 |
9.183 |
| S1 |
9.121 |
9.121 |
9.217 |
9.146 |
| S2 |
9.011 |
9.011 |
9.203 |
|
| S3 |
8.851 |
8.961 |
9.188 |
|
| S4 |
8.691 |
8.801 |
9.144 |
|
|
| Weekly Pivots for week ending 17-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.091 |
9.971 |
9.403 |
|
| R3 |
9.781 |
9.661 |
9.317 |
|
| R2 |
9.471 |
9.471 |
9.289 |
|
| R1 |
9.351 |
9.351 |
9.260 |
9.411 |
| PP |
9.161 |
9.161 |
9.161 |
9.191 |
| S1 |
9.041 |
9.041 |
9.204 |
9.101 |
| S2 |
8.851 |
8.851 |
9.175 |
|
| S3 |
8.541 |
8.731 |
9.147 |
|
| S4 |
8.231 |
8.421 |
9.062 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.900 |
|
2.618 |
9.639 |
|
1.618 |
9.479 |
|
1.000 |
9.380 |
|
0.618 |
9.319 |
|
HIGH |
9.220 |
|
0.618 |
9.159 |
|
0.500 |
9.140 |
|
0.382 |
9.121 |
|
LOW |
9.060 |
|
0.618 |
8.961 |
|
1.000 |
8.900 |
|
1.618 |
8.801 |
|
2.618 |
8.641 |
|
4.250 |
8.380 |
|
|
| Fisher Pivots for day following 17-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
9.201 |
9.210 |
| PP |
9.171 |
9.187 |
| S1 |
9.140 |
9.165 |
|