NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 13-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2006 |
13-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
8.490 |
8.360 |
-0.130 |
-1.5% |
8.350 |
| High |
8.500 |
8.360 |
-0.140 |
-1.6% |
8.780 |
| Low |
8.400 |
8.300 |
-0.100 |
-1.2% |
8.300 |
| Close |
8.354 |
8.320 |
-0.034 |
-0.4% |
8.320 |
| Range |
0.100 |
0.060 |
-0.040 |
-40.0% |
0.480 |
| ATR |
0.166 |
0.158 |
-0.008 |
-4.6% |
0.000 |
| Volume |
1,321 |
247 |
-1,074 |
-81.3% |
2,838 |
|
| Daily Pivots for day following 13-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.507 |
8.473 |
8.353 |
|
| R3 |
8.447 |
8.413 |
8.337 |
|
| R2 |
8.387 |
8.387 |
8.331 |
|
| R1 |
8.353 |
8.353 |
8.326 |
8.340 |
| PP |
8.327 |
8.327 |
8.327 |
8.320 |
| S1 |
8.293 |
8.293 |
8.315 |
8.280 |
| S2 |
8.267 |
8.267 |
8.309 |
|
| S3 |
8.207 |
8.233 |
8.304 |
|
| S4 |
8.147 |
8.173 |
8.287 |
|
|
| Weekly Pivots for week ending 13-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.907 |
9.593 |
8.584 |
|
| R3 |
9.427 |
9.113 |
8.452 |
|
| R2 |
8.947 |
8.947 |
8.408 |
|
| R1 |
8.633 |
8.633 |
8.364 |
8.550 |
| PP |
8.467 |
8.467 |
8.467 |
8.425 |
| S1 |
8.153 |
8.153 |
8.276 |
8.070 |
| S2 |
7.987 |
7.987 |
8.232 |
|
| S3 |
7.507 |
7.673 |
8.188 |
|
| S4 |
7.027 |
7.193 |
8.056 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.615 |
|
2.618 |
8.517 |
|
1.618 |
8.457 |
|
1.000 |
8.420 |
|
0.618 |
8.397 |
|
HIGH |
8.360 |
|
0.618 |
8.337 |
|
0.500 |
8.330 |
|
0.382 |
8.323 |
|
LOW |
8.300 |
|
0.618 |
8.263 |
|
1.000 |
8.240 |
|
1.618 |
8.203 |
|
2.618 |
8.143 |
|
4.250 |
8.045 |
|
|
| Fisher Pivots for day following 13-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
8.330 |
8.540 |
| PP |
8.327 |
8.467 |
| S1 |
8.323 |
8.393 |
|