NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 12-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2006 |
12-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
8.780 |
8.490 |
-0.290 |
-3.3% |
8.270 |
| High |
8.780 |
8.500 |
-0.280 |
-3.2% |
8.620 |
| Low |
8.630 |
8.400 |
-0.230 |
-2.7% |
8.150 |
| Close |
8.535 |
8.354 |
-0.181 |
-2.1% |
8.504 |
| Range |
0.150 |
0.100 |
-0.050 |
-33.3% |
0.470 |
| ATR |
0.168 |
0.166 |
-0.002 |
-1.4% |
0.000 |
| Volume |
902 |
1,321 |
419 |
46.5% |
3,329 |
|
| Daily Pivots for day following 12-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.718 |
8.636 |
8.409 |
|
| R3 |
8.618 |
8.536 |
8.382 |
|
| R2 |
8.518 |
8.518 |
8.372 |
|
| R1 |
8.436 |
8.436 |
8.363 |
8.427 |
| PP |
8.418 |
8.418 |
8.418 |
8.414 |
| S1 |
8.336 |
8.336 |
8.345 |
8.327 |
| S2 |
8.318 |
8.318 |
8.336 |
|
| S3 |
8.218 |
8.236 |
8.327 |
|
| S4 |
8.118 |
8.136 |
8.299 |
|
|
| Weekly Pivots for week ending 06-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.835 |
9.639 |
8.763 |
|
| R3 |
9.365 |
9.169 |
8.633 |
|
| R2 |
8.895 |
8.895 |
8.590 |
|
| R1 |
8.699 |
8.699 |
8.547 |
8.797 |
| PP |
8.425 |
8.425 |
8.425 |
8.474 |
| S1 |
8.229 |
8.229 |
8.461 |
8.327 |
| S2 |
7.955 |
7.955 |
8.418 |
|
| S3 |
7.485 |
7.759 |
8.375 |
|
| S4 |
7.015 |
7.289 |
8.246 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.925 |
|
2.618 |
8.762 |
|
1.618 |
8.662 |
|
1.000 |
8.600 |
|
0.618 |
8.562 |
|
HIGH |
8.500 |
|
0.618 |
8.462 |
|
0.500 |
8.450 |
|
0.382 |
8.438 |
|
LOW |
8.400 |
|
0.618 |
8.338 |
|
1.000 |
8.300 |
|
1.618 |
8.238 |
|
2.618 |
8.138 |
|
4.250 |
7.975 |
|
|
| Fisher Pivots for day following 12-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
8.450 |
8.590 |
| PP |
8.418 |
8.511 |
| S1 |
8.386 |
8.433 |
|