NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 24-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2006 |
24-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
8.570 |
8.510 |
-0.060 |
-0.7% |
8.470 |
| High |
8.570 |
8.530 |
-0.040 |
-0.5% |
8.760 |
| Low |
8.550 |
8.510 |
-0.040 |
-0.5% |
8.470 |
| Close |
8.471 |
8.511 |
0.040 |
0.5% |
8.626 |
| Range |
0.020 |
0.020 |
0.000 |
0.0% |
0.290 |
| ATR |
0.144 |
0.138 |
-0.006 |
-4.2% |
0.000 |
| Volume |
435 |
2,558 |
2,123 |
488.0% |
2,725 |
|
| Daily Pivots for day following 24-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.577 |
8.564 |
8.522 |
|
| R3 |
8.557 |
8.544 |
8.517 |
|
| R2 |
8.537 |
8.537 |
8.515 |
|
| R1 |
8.524 |
8.524 |
8.513 |
8.531 |
| PP |
8.517 |
8.517 |
8.517 |
8.520 |
| S1 |
8.504 |
8.504 |
8.509 |
8.511 |
| S2 |
8.497 |
8.497 |
8.507 |
|
| S3 |
8.477 |
8.484 |
8.506 |
|
| S4 |
8.457 |
8.464 |
8.500 |
|
|
| Weekly Pivots for week ending 20-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.489 |
9.347 |
8.786 |
|
| R3 |
9.199 |
9.057 |
8.706 |
|
| R2 |
8.909 |
8.909 |
8.679 |
|
| R1 |
8.767 |
8.767 |
8.653 |
8.838 |
| PP |
8.619 |
8.619 |
8.619 |
8.654 |
| S1 |
8.477 |
8.477 |
8.599 |
8.548 |
| S2 |
8.329 |
8.329 |
8.573 |
|
| S3 |
8.039 |
8.187 |
8.546 |
|
| S4 |
7.749 |
7.897 |
8.467 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.615 |
|
2.618 |
8.582 |
|
1.618 |
8.562 |
|
1.000 |
8.550 |
|
0.618 |
8.542 |
|
HIGH |
8.530 |
|
0.618 |
8.522 |
|
0.500 |
8.520 |
|
0.382 |
8.518 |
|
LOW |
8.510 |
|
0.618 |
8.498 |
|
1.000 |
8.490 |
|
1.618 |
8.478 |
|
2.618 |
8.458 |
|
4.250 |
8.425 |
|
|
| Fisher Pivots for day following 24-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
8.520 |
8.590 |
| PP |
8.517 |
8.564 |
| S1 |
8.514 |
8.537 |
|