NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 18-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2006 |
18-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
8.760 |
8.497 |
-0.263 |
-3.0% |
8.350 |
| High |
8.760 |
8.597 |
-0.163 |
-1.9% |
8.780 |
| Low |
8.600 |
8.497 |
-0.103 |
-1.2% |
8.300 |
| Close |
8.597 |
8.607 |
0.010 |
0.1% |
8.320 |
| Range |
0.160 |
0.100 |
-0.060 |
-37.5% |
0.480 |
| ATR |
0.161 |
0.157 |
-0.004 |
-2.7% |
0.000 |
| Volume |
1,575 |
231 |
-1,344 |
-85.3% |
2,838 |
|
| Daily Pivots for day following 18-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.867 |
8.837 |
8.662 |
|
| R3 |
8.767 |
8.737 |
8.635 |
|
| R2 |
8.667 |
8.667 |
8.625 |
|
| R1 |
8.637 |
8.637 |
8.616 |
8.652 |
| PP |
8.567 |
8.567 |
8.567 |
8.575 |
| S1 |
8.537 |
8.537 |
8.598 |
8.552 |
| S2 |
8.467 |
8.467 |
8.589 |
|
| S3 |
8.367 |
8.437 |
8.580 |
|
| S4 |
8.267 |
8.337 |
8.552 |
|
|
| 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 |
9.022 |
|
2.618 |
8.859 |
|
1.618 |
8.759 |
|
1.000 |
8.697 |
|
0.618 |
8.659 |
|
HIGH |
8.597 |
|
0.618 |
8.559 |
|
0.500 |
8.547 |
|
0.382 |
8.535 |
|
LOW |
8.497 |
|
0.618 |
8.435 |
|
1.000 |
8.397 |
|
1.618 |
8.335 |
|
2.618 |
8.235 |
|
4.250 |
8.072 |
|
|
| Fisher Pivots for day following 18-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
8.587 |
8.615 |
| PP |
8.567 |
8.612 |
| S1 |
8.547 |
8.610 |
|