NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 12-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
4.665 |
4.782 |
0.117 |
2.5% |
4.760 |
| High |
4.801 |
4.795 |
-0.006 |
-0.1% |
4.853 |
| Low |
4.665 |
4.697 |
0.032 |
0.7% |
4.590 |
| Close |
4.765 |
4.782 |
0.017 |
0.4% |
4.710 |
| Range |
0.136 |
0.098 |
-0.038 |
-27.9% |
0.263 |
| ATR |
0.109 |
0.108 |
-0.001 |
-0.7% |
0.000 |
| Volume |
1,757 |
1,325 |
-432 |
-24.6% |
10,142 |
|
| Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.052 |
5.015 |
4.836 |
|
| R3 |
4.954 |
4.917 |
4.809 |
|
| R2 |
4.856 |
4.856 |
4.800 |
|
| R1 |
4.819 |
4.819 |
4.791 |
4.831 |
| PP |
4.758 |
4.758 |
4.758 |
4.764 |
| S1 |
4.721 |
4.721 |
4.773 |
4.733 |
| S2 |
4.660 |
4.660 |
4.764 |
|
| S3 |
4.562 |
4.623 |
4.755 |
|
| S4 |
4.464 |
4.525 |
4.728 |
|
|
| 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 |
5.212 |
|
2.618 |
5.052 |
|
1.618 |
4.954 |
|
1.000 |
4.893 |
|
0.618 |
4.856 |
|
HIGH |
4.795 |
|
0.618 |
4.758 |
|
0.500 |
4.746 |
|
0.382 |
4.734 |
|
LOW |
4.697 |
|
0.618 |
4.636 |
|
1.000 |
4.599 |
|
1.618 |
4.538 |
|
2.618 |
4.440 |
|
4.250 |
4.281 |
|
|
| Fisher Pivots for day following 12-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.770 |
4.762 |
| PP |
4.758 |
4.741 |
| S1 |
4.746 |
4.721 |
|