NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 05-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
4.800 |
4.760 |
-0.040 |
-0.8% |
4.689 |
| High |
4.837 |
4.853 |
0.016 |
0.3% |
4.868 |
| Low |
4.781 |
4.746 |
-0.035 |
-0.7% |
4.686 |
| Close |
4.795 |
4.837 |
0.042 |
0.9% |
4.795 |
| Range |
0.056 |
0.107 |
0.051 |
91.1% |
0.182 |
| ATR |
0.104 |
0.104 |
0.000 |
0.2% |
0.000 |
| Volume |
4,210 |
2,025 |
-2,185 |
-51.9% |
13,076 |
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.133 |
5.092 |
4.896 |
|
| R3 |
5.026 |
4.985 |
4.866 |
|
| R2 |
4.919 |
4.919 |
4.857 |
|
| R1 |
4.878 |
4.878 |
4.847 |
4.899 |
| PP |
4.812 |
4.812 |
4.812 |
4.822 |
| S1 |
4.771 |
4.771 |
4.827 |
4.792 |
| S2 |
4.705 |
4.705 |
4.817 |
|
| S3 |
4.598 |
4.664 |
4.808 |
|
| S4 |
4.491 |
4.557 |
4.778 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.329 |
5.244 |
4.895 |
|
| R3 |
5.147 |
5.062 |
4.845 |
|
| R2 |
4.965 |
4.965 |
4.828 |
|
| R1 |
4.880 |
4.880 |
4.812 |
4.923 |
| PP |
4.783 |
4.783 |
4.783 |
4.804 |
| S1 |
4.698 |
4.698 |
4.778 |
4.741 |
| S2 |
4.601 |
4.601 |
4.762 |
|
| S3 |
4.419 |
4.516 |
4.745 |
|
| S4 |
4.237 |
4.334 |
4.695 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.308 |
|
2.618 |
5.133 |
|
1.618 |
5.026 |
|
1.000 |
4.960 |
|
0.618 |
4.919 |
|
HIGH |
4.853 |
|
0.618 |
4.812 |
|
0.500 |
4.800 |
|
0.382 |
4.787 |
|
LOW |
4.746 |
|
0.618 |
4.680 |
|
1.000 |
4.639 |
|
1.618 |
4.573 |
|
2.618 |
4.466 |
|
4.250 |
4.291 |
|
|
| Fisher Pivots for day following 05-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.825 |
4.817 |
| PP |
4.812 |
4.797 |
| S1 |
4.800 |
4.777 |
|