NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 18-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
4.830 |
4.908 |
0.078 |
1.6% |
4.712 |
| High |
4.920 |
4.962 |
0.042 |
0.9% |
4.920 |
| Low |
4.800 |
4.864 |
0.064 |
1.3% |
4.658 |
| Close |
4.914 |
4.920 |
0.006 |
0.1% |
4.914 |
| Range |
0.120 |
0.098 |
-0.022 |
-18.3% |
0.262 |
| ATR |
0.114 |
0.113 |
-0.001 |
-1.0% |
0.000 |
| Volume |
19,355 |
25,869 |
6,514 |
33.7% |
86,550 |
|
| Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.209 |
5.163 |
4.974 |
|
| R3 |
5.111 |
5.065 |
4.947 |
|
| R2 |
5.013 |
5.013 |
4.938 |
|
| R1 |
4.967 |
4.967 |
4.929 |
4.990 |
| PP |
4.915 |
4.915 |
4.915 |
4.927 |
| S1 |
4.869 |
4.869 |
4.911 |
4.892 |
| S2 |
4.817 |
4.817 |
4.902 |
|
| S3 |
4.719 |
4.771 |
4.893 |
|
| S4 |
4.621 |
4.673 |
4.866 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.617 |
5.527 |
5.058 |
|
| R3 |
5.355 |
5.265 |
4.986 |
|
| R2 |
5.093 |
5.093 |
4.962 |
|
| R1 |
5.003 |
5.003 |
4.938 |
5.048 |
| PP |
4.831 |
4.831 |
4.831 |
4.853 |
| S1 |
4.741 |
4.741 |
4.890 |
4.786 |
| S2 |
4.569 |
4.569 |
4.866 |
|
| S3 |
4.307 |
4.479 |
4.842 |
|
| S4 |
4.045 |
4.217 |
4.770 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.379 |
|
2.618 |
5.219 |
|
1.618 |
5.121 |
|
1.000 |
5.060 |
|
0.618 |
5.023 |
|
HIGH |
4.962 |
|
0.618 |
4.925 |
|
0.500 |
4.913 |
|
0.382 |
4.901 |
|
LOW |
4.864 |
|
0.618 |
4.803 |
|
1.000 |
4.766 |
|
1.618 |
4.705 |
|
2.618 |
4.607 |
|
4.250 |
4.448 |
|
|
| Fisher Pivots for day following 18-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.918 |
4.893 |
| PP |
4.915 |
4.865 |
| S1 |
4.913 |
4.838 |
|