NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 28-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2006 |
28-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
8.770 |
8.820 |
0.050 |
0.6% |
8.780 |
| High |
8.820 |
8.940 |
0.120 |
1.4% |
8.840 |
| Low |
8.770 |
8.820 |
0.050 |
0.6% |
8.630 |
| Close |
8.807 |
8.925 |
0.118 |
1.3% |
8.603 |
| Range |
0.050 |
0.120 |
0.070 |
140.0% |
0.210 |
| ATR |
0.153 |
0.151 |
-0.001 |
-0.9% |
0.000 |
| Volume |
376 |
815 |
439 |
116.8% |
1,884 |
|
| Daily Pivots for day following 28-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.255 |
9.210 |
8.991 |
|
| R3 |
9.135 |
9.090 |
8.958 |
|
| R2 |
9.015 |
9.015 |
8.947 |
|
| R1 |
8.970 |
8.970 |
8.936 |
8.993 |
| PP |
8.895 |
8.895 |
8.895 |
8.906 |
| S1 |
8.850 |
8.850 |
8.914 |
8.873 |
| S2 |
8.775 |
8.775 |
8.903 |
|
| S3 |
8.655 |
8.730 |
8.892 |
|
| S4 |
8.535 |
8.610 |
8.859 |
|
|
| 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 |
9.450 |
|
2.618 |
9.254 |
|
1.618 |
9.134 |
|
1.000 |
9.060 |
|
0.618 |
9.014 |
|
HIGH |
8.940 |
|
0.618 |
8.894 |
|
0.500 |
8.880 |
|
0.382 |
8.866 |
|
LOW |
8.820 |
|
0.618 |
8.746 |
|
1.000 |
8.700 |
|
1.618 |
8.626 |
|
2.618 |
8.506 |
|
4.250 |
8.310 |
|
|
| Fisher Pivots for day following 28-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
8.910 |
8.878 |
| PP |
8.895 |
8.832 |
| S1 |
8.880 |
8.785 |
|