NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 30-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2006 |
30-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
8.500 |
8.180 |
-0.320 |
-3.8% |
8.570 |
| High |
8.630 |
8.200 |
-0.430 |
-5.0% |
8.728 |
| Low |
8.450 |
8.130 |
-0.320 |
-3.8% |
8.450 |
| Close |
8.318 |
8.130 |
-0.188 |
-2.3% |
8.318 |
| Range |
0.180 |
0.070 |
-0.110 |
-61.1% |
0.278 |
| ATR |
0.142 |
0.145 |
0.003 |
2.3% |
0.000 |
| Volume |
235 |
197 |
-38 |
-16.2% |
7,367 |
|
| Daily Pivots for day following 30-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.363 |
8.317 |
8.169 |
|
| R3 |
8.293 |
8.247 |
8.149 |
|
| R2 |
8.223 |
8.223 |
8.143 |
|
| R1 |
8.177 |
8.177 |
8.136 |
8.165 |
| PP |
8.153 |
8.153 |
8.153 |
8.148 |
| S1 |
8.107 |
8.107 |
8.124 |
8.095 |
| S2 |
8.083 |
8.083 |
8.117 |
|
| S3 |
8.013 |
8.037 |
8.111 |
|
| S4 |
7.943 |
7.967 |
8.092 |
|
|
| Weekly Pivots for week ending 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.333 |
9.103 |
8.471 |
|
| R3 |
9.055 |
8.825 |
8.394 |
|
| R2 |
8.777 |
8.777 |
8.369 |
|
| R1 |
8.547 |
8.547 |
8.343 |
8.523 |
| PP |
8.499 |
8.499 |
8.499 |
8.487 |
| S1 |
8.269 |
8.269 |
8.293 |
8.245 |
| S2 |
8.221 |
8.221 |
8.267 |
|
| S3 |
7.943 |
7.991 |
8.242 |
|
| S4 |
7.665 |
7.713 |
8.165 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.498 |
|
2.618 |
8.383 |
|
1.618 |
8.313 |
|
1.000 |
8.270 |
|
0.618 |
8.243 |
|
HIGH |
8.200 |
|
0.618 |
8.173 |
|
0.500 |
8.165 |
|
0.382 |
8.157 |
|
LOW |
8.130 |
|
0.618 |
8.087 |
|
1.000 |
8.060 |
|
1.618 |
8.017 |
|
2.618 |
7.947 |
|
4.250 |
7.833 |
|
|
| Fisher Pivots for day following 30-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
8.165 |
8.429 |
| PP |
8.153 |
8.329 |
| S1 |
8.142 |
8.230 |
|