NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 06-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
4.760 |
4.795 |
0.035 |
0.7% |
4.689 |
| High |
4.853 |
4.809 |
-0.044 |
-0.9% |
4.868 |
| Low |
4.746 |
4.717 |
-0.029 |
-0.6% |
4.686 |
| Close |
4.837 |
4.721 |
-0.116 |
-2.4% |
4.795 |
| Range |
0.107 |
0.092 |
-0.015 |
-14.0% |
0.182 |
| ATR |
0.104 |
0.105 |
0.001 |
1.1% |
0.000 |
| Volume |
2,025 |
1,998 |
-27 |
-1.3% |
13,076 |
|
| Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.025 |
4.965 |
4.772 |
|
| R3 |
4.933 |
4.873 |
4.746 |
|
| R2 |
4.841 |
4.841 |
4.738 |
|
| R1 |
4.781 |
4.781 |
4.729 |
4.765 |
| PP |
4.749 |
4.749 |
4.749 |
4.741 |
| S1 |
4.689 |
4.689 |
4.713 |
4.673 |
| S2 |
4.657 |
4.657 |
4.704 |
|
| S3 |
4.565 |
4.597 |
4.696 |
|
| S4 |
4.473 |
4.505 |
4.670 |
|
|
| 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 |
5.200 |
|
2.618 |
5.050 |
|
1.618 |
4.958 |
|
1.000 |
4.901 |
|
0.618 |
4.866 |
|
HIGH |
4.809 |
|
0.618 |
4.774 |
|
0.500 |
4.763 |
|
0.382 |
4.752 |
|
LOW |
4.717 |
|
0.618 |
4.660 |
|
1.000 |
4.625 |
|
1.618 |
4.568 |
|
2.618 |
4.476 |
|
4.250 |
4.326 |
|
|
| Fisher Pivots for day following 06-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.763 |
4.785 |
| PP |
4.749 |
4.764 |
| S1 |
4.735 |
4.742 |
|