NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 28-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
4.745 |
4.713 |
-0.032 |
-0.7% |
4.890 |
| High |
4.753 |
4.726 |
-0.027 |
-0.6% |
4.958 |
| Low |
4.694 |
4.620 |
-0.074 |
-1.6% |
4.750 |
| Close |
4.711 |
4.646 |
-0.065 |
-1.4% |
4.770 |
| Range |
0.059 |
0.106 |
0.047 |
79.7% |
0.208 |
| ATR |
0.100 |
0.101 |
0.000 |
0.4% |
0.000 |
| Volume |
3,539 |
2,462 |
-1,077 |
-30.4% |
13,289 |
|
| Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.982 |
4.920 |
4.704 |
|
| R3 |
4.876 |
4.814 |
4.675 |
|
| R2 |
4.770 |
4.770 |
4.665 |
|
| R1 |
4.708 |
4.708 |
4.656 |
4.686 |
| PP |
4.664 |
4.664 |
4.664 |
4.653 |
| S1 |
4.602 |
4.602 |
4.636 |
4.580 |
| S2 |
4.558 |
4.558 |
4.627 |
|
| S3 |
4.452 |
4.496 |
4.617 |
|
| S4 |
4.346 |
4.390 |
4.588 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.450 |
5.318 |
4.884 |
|
| R3 |
5.242 |
5.110 |
4.827 |
|
| R2 |
5.034 |
5.034 |
4.808 |
|
| R1 |
4.902 |
4.902 |
4.789 |
4.864 |
| PP |
4.826 |
4.826 |
4.826 |
4.807 |
| S1 |
4.694 |
4.694 |
4.751 |
4.656 |
| S2 |
4.618 |
4.618 |
4.732 |
|
| S3 |
4.410 |
4.486 |
4.713 |
|
| S4 |
4.202 |
4.278 |
4.656 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.177 |
|
2.618 |
5.004 |
|
1.618 |
4.898 |
|
1.000 |
4.832 |
|
0.618 |
4.792 |
|
HIGH |
4.726 |
|
0.618 |
4.686 |
|
0.500 |
4.673 |
|
0.382 |
4.660 |
|
LOW |
4.620 |
|
0.618 |
4.554 |
|
1.000 |
4.514 |
|
1.618 |
4.448 |
|
2.618 |
4.342 |
|
4.250 |
4.170 |
|
|
| Fisher Pivots for day following 28-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.673 |
4.687 |
| PP |
4.664 |
4.673 |
| S1 |
4.655 |
4.660 |
|