NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 27-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2006 |
27-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
8.630 |
8.770 |
0.140 |
1.6% |
8.780 |
| High |
8.710 |
8.820 |
0.110 |
1.3% |
8.840 |
| Low |
8.630 |
8.770 |
0.140 |
1.6% |
8.630 |
| Close |
8.603 |
8.807 |
0.204 |
2.4% |
8.603 |
| Range |
0.080 |
0.050 |
-0.030 |
-37.5% |
0.210 |
| ATR |
0.148 |
0.153 |
0.005 |
3.3% |
0.000 |
| Volume |
434 |
376 |
-58 |
-13.4% |
1,884 |
|
| Daily Pivots for day following 27-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.949 |
8.928 |
8.835 |
|
| R3 |
8.899 |
8.878 |
8.821 |
|
| R2 |
8.849 |
8.849 |
8.816 |
|
| R1 |
8.828 |
8.828 |
8.812 |
8.839 |
| PP |
8.799 |
8.799 |
8.799 |
8.804 |
| S1 |
8.778 |
8.778 |
8.802 |
8.789 |
| S2 |
8.749 |
8.749 |
8.798 |
|
| S3 |
8.699 |
8.728 |
8.793 |
|
| S4 |
8.649 |
8.678 |
8.780 |
|
|
| Weekly Pivots for week ending 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.321 |
9.172 |
8.719 |
|
| R3 |
9.111 |
8.962 |
8.661 |
|
| R2 |
8.901 |
8.901 |
8.642 |
|
| R1 |
8.752 |
8.752 |
8.622 |
8.722 |
| PP |
8.691 |
8.691 |
8.691 |
8.676 |
| S1 |
8.542 |
8.542 |
8.584 |
8.512 |
| S2 |
8.481 |
8.481 |
8.565 |
|
| S3 |
8.271 |
8.332 |
8.545 |
|
| S4 |
8.061 |
8.122 |
8.488 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.033 |
|
2.618 |
8.951 |
|
1.618 |
8.901 |
|
1.000 |
8.870 |
|
0.618 |
8.851 |
|
HIGH |
8.820 |
|
0.618 |
8.801 |
|
0.500 |
8.795 |
|
0.382 |
8.789 |
|
LOW |
8.770 |
|
0.618 |
8.739 |
|
1.000 |
8.720 |
|
1.618 |
8.689 |
|
2.618 |
8.639 |
|
4.250 |
8.558 |
|
|
| Fisher Pivots for day following 27-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
8.803 |
8.783 |
| PP |
8.799 |
8.759 |
| S1 |
8.795 |
8.735 |
|