NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 22-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2006 |
22-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
8.700 |
8.630 |
-0.070 |
-0.8% |
8.500 |
| High |
8.840 |
8.710 |
-0.130 |
-1.5% |
8.800 |
| Low |
8.700 |
8.630 |
-0.070 |
-0.8% |
8.470 |
| Close |
8.747 |
8.603 |
-0.144 |
-1.6% |
8.802 |
| Range |
0.140 |
0.080 |
-0.060 |
-42.9% |
0.330 |
| ATR |
0.150 |
0.148 |
-0.002 |
-1.6% |
0.000 |
| Volume |
1,361 |
434 |
-927 |
-68.1% |
1,289 |
|
| Daily Pivots for day following 22-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.888 |
8.825 |
8.647 |
|
| R3 |
8.808 |
8.745 |
8.625 |
|
| R2 |
8.728 |
8.728 |
8.618 |
|
| R1 |
8.665 |
8.665 |
8.610 |
8.657 |
| PP |
8.648 |
8.648 |
8.648 |
8.643 |
| S1 |
8.585 |
8.585 |
8.596 |
8.577 |
| S2 |
8.568 |
8.568 |
8.588 |
|
| S3 |
8.488 |
8.505 |
8.581 |
|
| S4 |
8.408 |
8.425 |
8.559 |
|
|
| Weekly Pivots for week ending 17-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.681 |
9.571 |
8.984 |
|
| R3 |
9.351 |
9.241 |
8.893 |
|
| R2 |
9.021 |
9.021 |
8.863 |
|
| R1 |
8.911 |
8.911 |
8.832 |
8.966 |
| PP |
8.691 |
8.691 |
8.691 |
8.718 |
| S1 |
8.581 |
8.581 |
8.772 |
8.636 |
| S2 |
8.361 |
8.361 |
8.742 |
|
| S3 |
8.031 |
8.251 |
8.711 |
|
| S4 |
7.701 |
7.921 |
8.621 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.050 |
|
2.618 |
8.919 |
|
1.618 |
8.839 |
|
1.000 |
8.790 |
|
0.618 |
8.759 |
|
HIGH |
8.710 |
|
0.618 |
8.679 |
|
0.500 |
8.670 |
|
0.382 |
8.661 |
|
LOW |
8.630 |
|
0.618 |
8.581 |
|
1.000 |
8.550 |
|
1.618 |
8.501 |
|
2.618 |
8.421 |
|
4.250 |
8.290 |
|
|
| Fisher Pivots for day following 22-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
8.670 |
8.735 |
| PP |
8.648 |
8.691 |
| S1 |
8.625 |
8.647 |
|