NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 01-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4.605 |
4.588 |
-0.017 |
-0.4% |
4.797 |
| High |
4.615 |
4.621 |
0.006 |
0.1% |
4.809 |
| Low |
4.563 |
4.572 |
0.009 |
0.2% |
4.563 |
| Close |
4.565 |
4.608 |
0.043 |
0.9% |
4.565 |
| Range |
0.052 |
0.049 |
-0.003 |
-5.8% |
0.246 |
| ATR |
0.099 |
0.096 |
-0.003 |
-3.1% |
0.000 |
| Volume |
6,316 |
4,532 |
-1,784 |
-28.2% |
17,688 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.747 |
4.727 |
4.635 |
|
| R3 |
4.698 |
4.678 |
4.621 |
|
| R2 |
4.649 |
4.649 |
4.617 |
|
| R1 |
4.629 |
4.629 |
4.612 |
4.639 |
| PP |
4.600 |
4.600 |
4.600 |
4.606 |
| S1 |
4.580 |
4.580 |
4.604 |
4.590 |
| S2 |
4.551 |
4.551 |
4.599 |
|
| S3 |
4.502 |
4.531 |
4.595 |
|
| S4 |
4.453 |
4.482 |
4.581 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.384 |
5.220 |
4.700 |
|
| R3 |
5.138 |
4.974 |
4.633 |
|
| R2 |
4.892 |
4.892 |
4.610 |
|
| R1 |
4.728 |
4.728 |
4.588 |
4.687 |
| PP |
4.646 |
4.646 |
4.646 |
4.625 |
| S1 |
4.482 |
4.482 |
4.542 |
4.441 |
| S2 |
4.400 |
4.400 |
4.520 |
|
| S3 |
4.154 |
4.236 |
4.497 |
|
| S4 |
3.908 |
3.990 |
4.430 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.829 |
|
2.618 |
4.749 |
|
1.618 |
4.700 |
|
1.000 |
4.670 |
|
0.618 |
4.651 |
|
HIGH |
4.621 |
|
0.618 |
4.602 |
|
0.500 |
4.597 |
|
0.382 |
4.591 |
|
LOW |
4.572 |
|
0.618 |
4.542 |
|
1.000 |
4.523 |
|
1.618 |
4.493 |
|
2.618 |
4.444 |
|
4.250 |
4.364 |
|
|
| Fisher Pivots for day following 01-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.604 |
4.645 |
| PP |
4.600 |
4.632 |
| S1 |
4.597 |
4.620 |
|