NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 29-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2006 |
29-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
9.275 |
9.310 |
0.035 |
0.4% |
9.200 |
| High |
9.400 |
9.470 |
0.070 |
0.7% |
9.270 |
| Low |
9.247 |
9.310 |
0.063 |
0.7% |
9.070 |
| Close |
9.355 |
9.474 |
0.119 |
1.3% |
9.053 |
| Range |
0.153 |
0.160 |
0.007 |
4.6% |
0.200 |
| ATR |
0.158 |
0.158 |
0.000 |
0.1% |
0.000 |
| Volume |
942 |
1,391 |
449 |
47.7% |
2,819 |
|
| Daily Pivots for day following 29-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.898 |
9.846 |
9.562 |
|
| R3 |
9.738 |
9.686 |
9.518 |
|
| R2 |
9.578 |
9.578 |
9.503 |
|
| R1 |
9.526 |
9.526 |
9.489 |
9.552 |
| PP |
9.418 |
9.418 |
9.418 |
9.431 |
| S1 |
9.366 |
9.366 |
9.459 |
9.392 |
| S2 |
9.258 |
9.258 |
9.445 |
|
| S3 |
9.098 |
9.206 |
9.430 |
|
| S4 |
8.938 |
9.046 |
9.386 |
|
|
| Weekly Pivots for week ending 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.731 |
9.592 |
9.163 |
|
| R3 |
9.531 |
9.392 |
9.108 |
|
| R2 |
9.331 |
9.331 |
9.090 |
|
| R1 |
9.192 |
9.192 |
9.071 |
9.162 |
| PP |
9.131 |
9.131 |
9.131 |
9.116 |
| S1 |
8.992 |
8.992 |
9.035 |
8.962 |
| S2 |
8.931 |
8.931 |
9.016 |
|
| S3 |
8.731 |
8.792 |
8.998 |
|
| S4 |
8.531 |
8.592 |
8.943 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.150 |
|
2.618 |
9.889 |
|
1.618 |
9.729 |
|
1.000 |
9.630 |
|
0.618 |
9.569 |
|
HIGH |
9.470 |
|
0.618 |
9.409 |
|
0.500 |
9.390 |
|
0.382 |
9.371 |
|
LOW |
9.310 |
|
0.618 |
9.211 |
|
1.000 |
9.150 |
|
1.618 |
9.051 |
|
2.618 |
8.891 |
|
4.250 |
8.630 |
|
|
| Fisher Pivots for day following 29-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
9.446 |
9.436 |
| PP |
9.418 |
9.397 |
| S1 |
9.390 |
9.359 |
|