NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 02-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4.588 |
4.604 |
0.016 |
0.3% |
4.797 |
| High |
4.621 |
4.636 |
0.015 |
0.3% |
4.809 |
| Low |
4.572 |
4.558 |
-0.014 |
-0.3% |
4.563 |
| Close |
4.608 |
4.578 |
-0.030 |
-0.7% |
4.565 |
| Range |
0.049 |
0.078 |
0.029 |
59.2% |
0.246 |
| ATR |
0.096 |
0.095 |
-0.001 |
-1.4% |
0.000 |
| Volume |
4,532 |
4,149 |
-383 |
-8.5% |
17,688 |
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.825 |
4.779 |
4.621 |
|
| R3 |
4.747 |
4.701 |
4.599 |
|
| R2 |
4.669 |
4.669 |
4.592 |
|
| R1 |
4.623 |
4.623 |
4.585 |
4.607 |
| PP |
4.591 |
4.591 |
4.591 |
4.583 |
| S1 |
4.545 |
4.545 |
4.571 |
4.529 |
| S2 |
4.513 |
4.513 |
4.564 |
|
| S3 |
4.435 |
4.467 |
4.557 |
|
| S4 |
4.357 |
4.389 |
4.535 |
|
|
| 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 |
4.968 |
|
2.618 |
4.840 |
|
1.618 |
4.762 |
|
1.000 |
4.714 |
|
0.618 |
4.684 |
|
HIGH |
4.636 |
|
0.618 |
4.606 |
|
0.500 |
4.597 |
|
0.382 |
4.588 |
|
LOW |
4.558 |
|
0.618 |
4.510 |
|
1.000 |
4.480 |
|
1.618 |
4.432 |
|
2.618 |
4.354 |
|
4.250 |
4.227 |
|
|
| Fisher Pivots for day following 02-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.597 |
4.597 |
| PP |
4.591 |
4.591 |
| S1 |
4.584 |
4.584 |
|