NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 05-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4.528 |
4.397 |
-0.131 |
-2.9% |
4.588 |
| High |
4.545 |
4.458 |
-0.087 |
-1.9% |
4.636 |
| Low |
4.378 |
4.365 |
-0.013 |
-0.3% |
4.365 |
| Close |
4.403 |
4.435 |
0.032 |
0.7% |
4.435 |
| Range |
0.167 |
0.093 |
-0.074 |
-44.3% |
0.271 |
| ATR |
0.100 |
0.099 |
0.000 |
-0.5% |
0.000 |
| Volume |
4,322 |
7,795 |
3,473 |
80.4% |
26,306 |
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.698 |
4.660 |
4.486 |
|
| R3 |
4.605 |
4.567 |
4.461 |
|
| R2 |
4.512 |
4.512 |
4.452 |
|
| R1 |
4.474 |
4.474 |
4.444 |
4.493 |
| PP |
4.419 |
4.419 |
4.419 |
4.429 |
| S1 |
4.381 |
4.381 |
4.426 |
4.400 |
| S2 |
4.326 |
4.326 |
4.418 |
|
| S3 |
4.233 |
4.288 |
4.409 |
|
| S4 |
4.140 |
4.195 |
4.384 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.292 |
5.134 |
4.584 |
|
| R3 |
5.021 |
4.863 |
4.510 |
|
| R2 |
4.750 |
4.750 |
4.485 |
|
| R1 |
4.592 |
4.592 |
4.460 |
4.536 |
| PP |
4.479 |
4.479 |
4.479 |
4.450 |
| S1 |
4.321 |
4.321 |
4.410 |
4.265 |
| S2 |
4.208 |
4.208 |
4.385 |
|
| S3 |
3.937 |
4.050 |
4.360 |
|
| S4 |
3.666 |
3.779 |
4.286 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.853 |
|
2.618 |
4.701 |
|
1.618 |
4.608 |
|
1.000 |
4.551 |
|
0.618 |
4.515 |
|
HIGH |
4.458 |
|
0.618 |
4.422 |
|
0.500 |
4.412 |
|
0.382 |
4.401 |
|
LOW |
4.365 |
|
0.618 |
4.308 |
|
1.000 |
4.272 |
|
1.618 |
4.215 |
|
2.618 |
4.122 |
|
4.250 |
3.970 |
|
|
| Fisher Pivots for day following 05-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.427 |
4.479 |
| PP |
4.419 |
4.464 |
| S1 |
4.412 |
4.450 |
|