NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 07-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
4.766 |
4.665 |
-0.101 |
-2.1% |
4.658 |
| High |
4.767 |
4.690 |
-0.077 |
-1.6% |
4.820 |
| Low |
4.674 |
4.558 |
-0.116 |
-2.5% |
4.630 |
| Close |
4.680 |
4.608 |
-0.072 |
-1.5% |
4.750 |
| Range |
0.093 |
0.132 |
0.039 |
41.9% |
0.190 |
| ATR |
0.103 |
0.105 |
0.002 |
2.1% |
0.000 |
| Volume |
5,631 |
4,688 |
-943 |
-16.7% |
24,094 |
|
| Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.015 |
4.943 |
4.681 |
|
| R3 |
4.883 |
4.811 |
4.644 |
|
| R2 |
4.751 |
4.751 |
4.632 |
|
| R1 |
4.679 |
4.679 |
4.620 |
4.649 |
| PP |
4.619 |
4.619 |
4.619 |
4.604 |
| S1 |
4.547 |
4.547 |
4.596 |
4.517 |
| S2 |
4.487 |
4.487 |
4.584 |
|
| S3 |
4.355 |
4.415 |
4.572 |
|
| S4 |
4.223 |
4.283 |
4.535 |
|
|
| 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 |
5.251 |
|
2.618 |
5.036 |
|
1.618 |
4.904 |
|
1.000 |
4.822 |
|
0.618 |
4.772 |
|
HIGH |
4.690 |
|
0.618 |
4.640 |
|
0.500 |
4.624 |
|
0.382 |
4.608 |
|
LOW |
4.558 |
|
0.618 |
4.476 |
|
1.000 |
4.426 |
|
1.618 |
4.344 |
|
2.618 |
4.212 |
|
4.250 |
3.997 |
|
|
| Fisher Pivots for day following 07-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.624 |
4.682 |
| PP |
4.619 |
4.657 |
| S1 |
4.613 |
4.633 |
|