NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 10-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2006 |
10-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
8.650 |
8.650 |
0.000 |
0.0% |
8.500 |
| High |
8.720 |
8.550 |
-0.170 |
-1.9% |
8.720 |
| Low |
8.630 |
8.510 |
-0.120 |
-1.4% |
8.400 |
| Close |
8.676 |
8.574 |
-0.102 |
-1.2% |
8.574 |
| Range |
0.090 |
0.040 |
-0.050 |
-55.6% |
0.320 |
| ATR |
0.146 |
0.148 |
0.001 |
1.0% |
0.000 |
| Volume |
412 |
181 |
-231 |
-56.1% |
1,395 |
|
| Daily Pivots for day following 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.665 |
8.659 |
8.596 |
|
| R3 |
8.625 |
8.619 |
8.585 |
|
| R2 |
8.585 |
8.585 |
8.581 |
|
| R1 |
8.579 |
8.579 |
8.578 |
8.562 |
| PP |
8.545 |
8.545 |
8.545 |
8.536 |
| S1 |
8.539 |
8.539 |
8.570 |
8.522 |
| S2 |
8.505 |
8.505 |
8.567 |
|
| S3 |
8.465 |
8.499 |
8.563 |
|
| S4 |
8.425 |
8.459 |
8.552 |
|
|
| Weekly Pivots for week ending 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.525 |
9.369 |
8.750 |
|
| R3 |
9.205 |
9.049 |
8.662 |
|
| R2 |
8.885 |
8.885 |
8.633 |
|
| R1 |
8.729 |
8.729 |
8.603 |
8.807 |
| PP |
8.565 |
8.565 |
8.565 |
8.604 |
| S1 |
8.409 |
8.409 |
8.545 |
8.487 |
| S2 |
8.245 |
8.245 |
8.515 |
|
| S3 |
7.925 |
8.089 |
8.486 |
|
| S4 |
7.605 |
7.769 |
8.398 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.720 |
|
2.618 |
8.655 |
|
1.618 |
8.615 |
|
1.000 |
8.590 |
|
0.618 |
8.575 |
|
HIGH |
8.550 |
|
0.618 |
8.535 |
|
0.500 |
8.530 |
|
0.382 |
8.525 |
|
LOW |
8.510 |
|
0.618 |
8.485 |
|
1.000 |
8.470 |
|
1.618 |
8.445 |
|
2.618 |
8.405 |
|
4.250 |
8.340 |
|
|
| Fisher Pivots for day following 10-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
8.559 |
8.615 |
| PP |
8.545 |
8.601 |
| S1 |
8.530 |
8.588 |
|