NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 16-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2006 |
16-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
8.360 |
8.470 |
0.110 |
1.3% |
8.350 |
| High |
8.360 |
8.520 |
0.160 |
1.9% |
8.780 |
| Low |
8.300 |
8.470 |
0.170 |
2.0% |
8.300 |
| Close |
8.320 |
8.653 |
0.333 |
4.0% |
8.320 |
| Range |
0.060 |
0.050 |
-0.010 |
-16.7% |
0.480 |
| ATR |
0.158 |
0.161 |
0.003 |
1.9% |
0.000 |
| Volume |
247 |
485 |
238 |
96.4% |
2,838 |
|
| Daily Pivots for day following 16-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.698 |
8.725 |
8.681 |
|
| R3 |
8.648 |
8.675 |
8.667 |
|
| R2 |
8.598 |
8.598 |
8.662 |
|
| R1 |
8.625 |
8.625 |
8.658 |
8.612 |
| PP |
8.548 |
8.548 |
8.548 |
8.541 |
| S1 |
8.575 |
8.575 |
8.648 |
8.562 |
| S2 |
8.498 |
8.498 |
8.644 |
|
| S3 |
8.448 |
8.525 |
8.639 |
|
| S4 |
8.398 |
8.475 |
8.626 |
|
|
| 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 |
8.733 |
|
2.618 |
8.651 |
|
1.618 |
8.601 |
|
1.000 |
8.570 |
|
0.618 |
8.551 |
|
HIGH |
8.520 |
|
0.618 |
8.501 |
|
0.500 |
8.495 |
|
0.382 |
8.489 |
|
LOW |
8.470 |
|
0.618 |
8.439 |
|
1.000 |
8.420 |
|
1.618 |
8.389 |
|
2.618 |
8.339 |
|
4.250 |
8.258 |
|
|
| Fisher Pivots for day following 16-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
8.600 |
8.572 |
| PP |
8.548 |
8.491 |
| S1 |
8.495 |
8.410 |
|