NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 11-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
4.666 |
4.665 |
-0.001 |
0.0% |
4.760 |
| High |
4.718 |
4.801 |
0.083 |
1.8% |
4.853 |
| Low |
4.640 |
4.665 |
0.025 |
0.5% |
4.590 |
| Close |
4.710 |
4.765 |
0.055 |
1.2% |
4.710 |
| Range |
0.078 |
0.136 |
0.058 |
74.4% |
0.263 |
| ATR |
0.107 |
0.109 |
0.002 |
2.0% |
0.000 |
| Volume |
3,315 |
1,757 |
-1,558 |
-47.0% |
10,142 |
|
| Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.152 |
5.094 |
4.840 |
|
| R3 |
5.016 |
4.958 |
4.802 |
|
| R2 |
4.880 |
4.880 |
4.790 |
|
| R1 |
4.822 |
4.822 |
4.777 |
4.851 |
| PP |
4.744 |
4.744 |
4.744 |
4.758 |
| S1 |
4.686 |
4.686 |
4.753 |
4.715 |
| S2 |
4.608 |
4.608 |
4.740 |
|
| S3 |
4.472 |
4.550 |
4.728 |
|
| S4 |
4.336 |
4.414 |
4.690 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.507 |
5.371 |
4.855 |
|
| R3 |
5.244 |
5.108 |
4.782 |
|
| R2 |
4.981 |
4.981 |
4.758 |
|
| R1 |
4.845 |
4.845 |
4.734 |
4.782 |
| PP |
4.718 |
4.718 |
4.718 |
4.686 |
| S1 |
4.582 |
4.582 |
4.686 |
4.519 |
| S2 |
4.455 |
4.455 |
4.662 |
|
| S3 |
4.192 |
4.319 |
4.638 |
|
| S4 |
3.929 |
4.056 |
4.565 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.379 |
|
2.618 |
5.157 |
|
1.618 |
5.021 |
|
1.000 |
4.937 |
|
0.618 |
4.885 |
|
HIGH |
4.801 |
|
0.618 |
4.749 |
|
0.500 |
4.733 |
|
0.382 |
4.717 |
|
LOW |
4.665 |
|
0.618 |
4.581 |
|
1.000 |
4.529 |
|
1.618 |
4.445 |
|
2.618 |
4.309 |
|
4.250 |
4.087 |
|
|
| Fisher Pivots for day following 11-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.754 |
4.742 |
| PP |
4.744 |
4.719 |
| S1 |
4.733 |
4.696 |
|