NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 14-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
4.778 |
4.815 |
0.037 |
0.8% |
4.785 |
| High |
4.850 |
4.834 |
-0.016 |
-0.3% |
4.865 |
| Low |
4.753 |
4.714 |
-0.039 |
-0.8% |
4.587 |
| Close |
4.845 |
4.804 |
-0.041 |
-0.8% |
4.709 |
| Range |
0.097 |
0.120 |
0.023 |
23.7% |
0.278 |
| ATR |
0.112 |
0.114 |
0.001 |
1.2% |
0.000 |
| Volume |
18,083 |
18,804 |
721 |
4.0% |
68,597 |
|
| Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.144 |
5.094 |
4.870 |
|
| R3 |
5.024 |
4.974 |
4.837 |
|
| R2 |
4.904 |
4.904 |
4.826 |
|
| R1 |
4.854 |
4.854 |
4.815 |
4.819 |
| PP |
4.784 |
4.784 |
4.784 |
4.767 |
| S1 |
4.734 |
4.734 |
4.793 |
4.699 |
| S2 |
4.664 |
4.664 |
4.782 |
|
| S3 |
4.544 |
4.614 |
4.771 |
|
| S4 |
4.424 |
4.494 |
4.738 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.554 |
5.410 |
4.862 |
|
| R3 |
5.276 |
5.132 |
4.785 |
|
| R2 |
4.998 |
4.998 |
4.760 |
|
| R1 |
4.854 |
4.854 |
4.734 |
4.787 |
| PP |
4.720 |
4.720 |
4.720 |
4.687 |
| S1 |
4.576 |
4.576 |
4.684 |
4.509 |
| S2 |
4.442 |
4.442 |
4.658 |
|
| S3 |
4.164 |
4.298 |
4.633 |
|
| S4 |
3.886 |
4.020 |
4.556 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.344 |
|
2.618 |
5.148 |
|
1.618 |
5.028 |
|
1.000 |
4.954 |
|
0.618 |
4.908 |
|
HIGH |
4.834 |
|
0.618 |
4.788 |
|
0.500 |
4.774 |
|
0.382 |
4.760 |
|
LOW |
4.714 |
|
0.618 |
4.640 |
|
1.000 |
4.594 |
|
1.618 |
4.520 |
|
2.618 |
4.400 |
|
4.250 |
4.204 |
|
|
| Fisher Pivots for day following 14-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.794 |
4.792 |
| PP |
4.784 |
4.780 |
| S1 |
4.774 |
4.769 |
|