NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 26-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
4.743 |
4.665 |
-0.078 |
-1.6% |
4.843 |
| High |
4.765 |
4.696 |
-0.069 |
-1.4% |
4.912 |
| Low |
4.671 |
4.633 |
-0.038 |
-0.8% |
4.711 |
| Close |
4.700 |
4.680 |
-0.020 |
-0.4% |
4.730 |
| Range |
0.094 |
0.063 |
-0.031 |
-33.0% |
0.201 |
| ATR |
0.102 |
0.099 |
-0.002 |
-2.4% |
0.000 |
| Volume |
3,594 |
4,365 |
771 |
21.5% |
24,863 |
|
| Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.859 |
4.832 |
4.715 |
|
| R3 |
4.796 |
4.769 |
4.697 |
|
| R2 |
4.733 |
4.733 |
4.692 |
|
| R1 |
4.706 |
4.706 |
4.686 |
4.720 |
| PP |
4.670 |
4.670 |
4.670 |
4.676 |
| S1 |
4.643 |
4.643 |
4.674 |
4.657 |
| S2 |
4.607 |
4.607 |
4.668 |
|
| S3 |
4.544 |
4.580 |
4.663 |
|
| S4 |
4.481 |
4.517 |
4.645 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.387 |
5.260 |
4.841 |
|
| R3 |
5.186 |
5.059 |
4.785 |
|
| R2 |
4.985 |
4.985 |
4.767 |
|
| R1 |
4.858 |
4.858 |
4.748 |
4.821 |
| PP |
4.784 |
4.784 |
4.784 |
4.766 |
| S1 |
4.657 |
4.657 |
4.712 |
4.620 |
| S2 |
4.583 |
4.583 |
4.693 |
|
| S3 |
4.382 |
4.456 |
4.675 |
|
| S4 |
4.181 |
4.255 |
4.619 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.964 |
|
2.618 |
4.861 |
|
1.618 |
4.798 |
|
1.000 |
4.759 |
|
0.618 |
4.735 |
|
HIGH |
4.696 |
|
0.618 |
4.672 |
|
0.500 |
4.665 |
|
0.382 |
4.657 |
|
LOW |
4.633 |
|
0.618 |
4.594 |
|
1.000 |
4.570 |
|
1.618 |
4.531 |
|
2.618 |
4.468 |
|
4.250 |
4.365 |
|
|
| Fisher Pivots for day following 26-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.675 |
4.707 |
| PP |
4.670 |
4.698 |
| S1 |
4.665 |
4.689 |
|