NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 26-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Dec-2006 |
26-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
8.150 |
8.000 |
-0.150 |
-1.8% |
8.390 |
| High |
8.180 |
8.000 |
-0.180 |
-2.2% |
8.390 |
| Low |
8.105 |
7.790 |
-0.315 |
-3.9% |
8.105 |
| Close |
8.120 |
7.813 |
-0.307 |
-3.8% |
8.120 |
| Range |
0.075 |
0.210 |
0.135 |
180.0% |
0.285 |
| ATR |
0.142 |
0.155 |
0.013 |
9.5% |
0.000 |
| Volume |
188 |
136 |
-52 |
-27.7% |
1,848 |
|
| Daily Pivots for day following 26-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.498 |
8.365 |
7.929 |
|
| R3 |
8.288 |
8.155 |
7.871 |
|
| R2 |
8.078 |
8.078 |
7.852 |
|
| R1 |
7.945 |
7.945 |
7.832 |
7.907 |
| PP |
7.868 |
7.868 |
7.868 |
7.848 |
| S1 |
7.735 |
7.735 |
7.794 |
7.697 |
| S2 |
7.658 |
7.658 |
7.775 |
|
| S3 |
7.448 |
7.525 |
7.755 |
|
| S4 |
7.238 |
7.315 |
7.698 |
|
|
| Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.060 |
8.875 |
8.277 |
|
| R3 |
8.775 |
8.590 |
8.198 |
|
| R2 |
8.490 |
8.490 |
8.172 |
|
| R1 |
8.305 |
8.305 |
8.146 |
8.255 |
| PP |
8.205 |
8.205 |
8.205 |
8.180 |
| S1 |
8.020 |
8.020 |
8.094 |
7.970 |
| S2 |
7.920 |
7.920 |
8.068 |
|
| S3 |
7.635 |
7.735 |
8.042 |
|
| S4 |
7.350 |
7.450 |
7.963 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.893 |
|
2.618 |
8.550 |
|
1.618 |
8.340 |
|
1.000 |
8.210 |
|
0.618 |
8.130 |
|
HIGH |
8.000 |
|
0.618 |
7.920 |
|
0.500 |
7.895 |
|
0.382 |
7.870 |
|
LOW |
7.790 |
|
0.618 |
7.660 |
|
1.000 |
7.580 |
|
1.618 |
7.450 |
|
2.618 |
7.240 |
|
4.250 |
6.898 |
|
|
| Fisher Pivots for day following 26-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
7.895 |
7.985 |
| PP |
7.868 |
7.928 |
| S1 |
7.840 |
7.870 |
|