NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 12-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2006 |
12-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
8.600 |
8.630 |
0.030 |
0.3% |
8.660 |
| High |
8.600 |
8.640 |
0.040 |
0.5% |
8.749 |
| Low |
8.500 |
8.540 |
0.040 |
0.5% |
8.460 |
| Close |
8.615 |
8.583 |
-0.032 |
-0.4% |
8.654 |
| Range |
0.100 |
0.100 |
0.000 |
0.0% |
0.289 |
| ATR |
0.144 |
0.140 |
-0.003 |
-2.2% |
0.000 |
| Volume |
530 |
146 |
-384 |
-72.5% |
2,202 |
|
| Daily Pivots for day following 12-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.888 |
8.835 |
8.638 |
|
| R3 |
8.788 |
8.735 |
8.611 |
|
| R2 |
8.688 |
8.688 |
8.601 |
|
| R1 |
8.635 |
8.635 |
8.592 |
8.612 |
| PP |
8.588 |
8.588 |
8.588 |
8.576 |
| S1 |
8.535 |
8.535 |
8.574 |
8.512 |
| S2 |
8.488 |
8.488 |
8.565 |
|
| S3 |
8.388 |
8.435 |
8.556 |
|
| S4 |
8.288 |
8.335 |
8.528 |
|
|
| Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.488 |
9.360 |
8.813 |
|
| R3 |
9.199 |
9.071 |
8.733 |
|
| R2 |
8.910 |
8.910 |
8.707 |
|
| R1 |
8.782 |
8.782 |
8.680 |
8.702 |
| PP |
8.621 |
8.621 |
8.621 |
8.581 |
| S1 |
8.493 |
8.493 |
8.628 |
8.413 |
| S2 |
8.332 |
8.332 |
8.601 |
|
| S3 |
8.043 |
8.204 |
8.575 |
|
| S4 |
7.754 |
7.915 |
8.495 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.065 |
|
2.618 |
8.902 |
|
1.618 |
8.802 |
|
1.000 |
8.740 |
|
0.618 |
8.702 |
|
HIGH |
8.640 |
|
0.618 |
8.602 |
|
0.500 |
8.590 |
|
0.382 |
8.578 |
|
LOW |
8.540 |
|
0.618 |
8.478 |
|
1.000 |
8.440 |
|
1.618 |
8.378 |
|
2.618 |
8.278 |
|
4.250 |
8.115 |
|
|
| Fisher Pivots for day following 12-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
8.590 |
8.625 |
| PP |
8.588 |
8.611 |
| S1 |
8.585 |
8.597 |
|