NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 14-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
4.778 |
4.800 |
0.022 |
0.5% |
4.760 |
| High |
4.846 |
4.819 |
-0.027 |
-0.6% |
4.853 |
| Low |
4.771 |
4.726 |
-0.045 |
-0.9% |
4.590 |
| Close |
4.843 |
4.802 |
-0.041 |
-0.8% |
4.710 |
| Range |
0.075 |
0.093 |
0.018 |
24.0% |
0.263 |
| ATR |
0.106 |
0.106 |
0.001 |
0.8% |
0.000 |
| Volume |
1,935 |
2,748 |
813 |
42.0% |
10,142 |
|
| Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.061 |
5.025 |
4.853 |
|
| R3 |
4.968 |
4.932 |
4.828 |
|
| R2 |
4.875 |
4.875 |
4.819 |
|
| R1 |
4.839 |
4.839 |
4.811 |
4.857 |
| PP |
4.782 |
4.782 |
4.782 |
4.792 |
| S1 |
4.746 |
4.746 |
4.793 |
4.764 |
| S2 |
4.689 |
4.689 |
4.785 |
|
| S3 |
4.596 |
4.653 |
4.776 |
|
| S4 |
4.503 |
4.560 |
4.751 |
|
|
| 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 |
5.214 |
|
2.618 |
5.062 |
|
1.618 |
4.969 |
|
1.000 |
4.912 |
|
0.618 |
4.876 |
|
HIGH |
4.819 |
|
0.618 |
4.783 |
|
0.500 |
4.773 |
|
0.382 |
4.762 |
|
LOW |
4.726 |
|
0.618 |
4.669 |
|
1.000 |
4.633 |
|
1.618 |
4.576 |
|
2.618 |
4.483 |
|
4.250 |
4.331 |
|
|
| Fisher Pivots for day following 14-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.792 |
4.792 |
| PP |
4.782 |
4.782 |
| S1 |
4.773 |
4.772 |
|