NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 05-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
4.785 |
4.714 |
-0.071 |
-1.5% |
4.658 |
| High |
4.793 |
4.805 |
0.012 |
0.3% |
4.820 |
| Low |
4.732 |
4.704 |
-0.028 |
-0.6% |
4.630 |
| Close |
4.750 |
4.794 |
0.044 |
0.9% |
4.750 |
| Range |
0.061 |
0.101 |
0.040 |
65.6% |
0.190 |
| ATR |
0.101 |
0.101 |
0.000 |
0.0% |
0.000 |
| Volume |
8,275 |
3,088 |
-5,187 |
-62.7% |
24,094 |
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.071 |
5.033 |
4.850 |
|
| R3 |
4.970 |
4.932 |
4.822 |
|
| R2 |
4.869 |
4.869 |
4.813 |
|
| R1 |
4.831 |
4.831 |
4.803 |
4.850 |
| PP |
4.768 |
4.768 |
4.768 |
4.777 |
| S1 |
4.730 |
4.730 |
4.785 |
4.749 |
| S2 |
4.667 |
4.667 |
4.775 |
|
| S3 |
4.566 |
4.629 |
4.766 |
|
| S4 |
4.465 |
4.528 |
4.738 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.303 |
5.217 |
4.855 |
|
| R3 |
5.113 |
5.027 |
4.802 |
|
| R2 |
4.923 |
4.923 |
4.785 |
|
| R1 |
4.837 |
4.837 |
4.767 |
4.880 |
| PP |
4.733 |
4.733 |
4.733 |
4.755 |
| S1 |
4.647 |
4.647 |
4.733 |
4.690 |
| S2 |
4.543 |
4.543 |
4.715 |
|
| S3 |
4.353 |
4.457 |
4.698 |
|
| S4 |
4.163 |
4.267 |
4.646 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.234 |
|
2.618 |
5.069 |
|
1.618 |
4.968 |
|
1.000 |
4.906 |
|
0.618 |
4.867 |
|
HIGH |
4.805 |
|
0.618 |
4.766 |
|
0.500 |
4.755 |
|
0.382 |
4.743 |
|
LOW |
4.704 |
|
0.618 |
4.642 |
|
1.000 |
4.603 |
|
1.618 |
4.541 |
|
2.618 |
4.440 |
|
4.250 |
4.275 |
|
|
| Fisher Pivots for day following 05-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.781 |
4.771 |
| PP |
4.768 |
4.748 |
| S1 |
4.755 |
4.725 |
|