NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 02-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2006 |
02-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
8.320 |
8.450 |
0.130 |
1.6% |
8.570 |
| High |
8.350 |
8.500 |
0.150 |
1.8% |
8.728 |
| Low |
8.270 |
8.390 |
0.120 |
1.5% |
8.450 |
| Close |
8.477 |
8.553 |
0.076 |
0.9% |
8.318 |
| Range |
0.080 |
0.110 |
0.030 |
37.5% |
0.278 |
| ATR |
0.142 |
0.140 |
-0.002 |
-1.6% |
0.000 |
| Volume |
2,714 |
34 |
-2,680 |
-98.7% |
7,367 |
|
| Daily Pivots for day following 02-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.811 |
8.792 |
8.614 |
|
| R3 |
8.701 |
8.682 |
8.583 |
|
| R2 |
8.591 |
8.591 |
8.573 |
|
| R1 |
8.572 |
8.572 |
8.563 |
8.582 |
| PP |
8.481 |
8.481 |
8.481 |
8.486 |
| S1 |
8.462 |
8.462 |
8.543 |
8.472 |
| S2 |
8.371 |
8.371 |
8.533 |
|
| S3 |
8.261 |
8.352 |
8.523 |
|
| S4 |
8.151 |
8.242 |
8.493 |
|
|
| 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 |
8.968 |
|
2.618 |
8.788 |
|
1.618 |
8.678 |
|
1.000 |
8.610 |
|
0.618 |
8.568 |
|
HIGH |
8.500 |
|
0.618 |
8.458 |
|
0.500 |
8.445 |
|
0.382 |
8.432 |
|
LOW |
8.390 |
|
0.618 |
8.322 |
|
1.000 |
8.280 |
|
1.618 |
8.212 |
|
2.618 |
8.102 |
|
4.250 |
7.923 |
|
|
| Fisher Pivots for day following 02-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
8.517 |
8.467 |
| PP |
8.481 |
8.381 |
| S1 |
8.445 |
8.295 |
|