NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4.360 |
4.431 |
0.071 |
1.6% |
4.569 |
| High |
4.439 |
4.480 |
0.041 |
0.9% |
4.602 |
| Low |
4.336 |
4.372 |
0.036 |
0.8% |
4.340 |
| Close |
4.414 |
4.458 |
0.044 |
1.0% |
4.409 |
| Range |
0.103 |
0.108 |
0.005 |
4.9% |
0.262 |
| ATR |
0.095 |
0.096 |
0.001 |
0.9% |
0.000 |
| Volume |
9,103 |
7,032 |
-2,071 |
-22.8% |
28,128 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.761 |
4.717 |
4.517 |
|
| R3 |
4.653 |
4.609 |
4.488 |
|
| R2 |
4.545 |
4.545 |
4.478 |
|
| R1 |
4.501 |
4.501 |
4.468 |
4.523 |
| PP |
4.437 |
4.437 |
4.437 |
4.448 |
| S1 |
4.393 |
4.393 |
4.448 |
4.415 |
| S2 |
4.329 |
4.329 |
4.438 |
|
| S3 |
4.221 |
4.285 |
4.428 |
|
| S4 |
4.113 |
4.177 |
4.399 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.236 |
5.085 |
4.553 |
|
| R3 |
4.974 |
4.823 |
4.481 |
|
| R2 |
4.712 |
4.712 |
4.457 |
|
| R1 |
4.561 |
4.561 |
4.433 |
4.506 |
| PP |
4.450 |
4.450 |
4.450 |
4.423 |
| S1 |
4.299 |
4.299 |
4.385 |
4.244 |
| S2 |
4.188 |
4.188 |
4.361 |
|
| S3 |
3.926 |
4.037 |
4.337 |
|
| S4 |
3.664 |
3.775 |
4.265 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.939 |
|
2.618 |
4.763 |
|
1.618 |
4.655 |
|
1.000 |
4.588 |
|
0.618 |
4.547 |
|
HIGH |
4.480 |
|
0.618 |
4.439 |
|
0.500 |
4.426 |
|
0.382 |
4.413 |
|
LOW |
4.372 |
|
0.618 |
4.305 |
|
1.000 |
4.264 |
|
1.618 |
4.197 |
|
2.618 |
4.089 |
|
4.250 |
3.913 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.447 |
4.441 |
| PP |
4.437 |
4.425 |
| S1 |
4.426 |
4.408 |
|