NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 29-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4.301 |
4.342 |
0.041 |
1.0% |
4.363 |
| High |
4.375 |
4.350 |
-0.025 |
-0.6% |
4.395 |
| Low |
4.290 |
4.271 |
-0.019 |
-0.4% |
4.229 |
| Close |
4.350 |
4.270 |
-0.080 |
-1.8% |
4.350 |
| Range |
0.085 |
0.079 |
-0.006 |
-7.1% |
0.166 |
| ATR |
0.094 |
0.092 |
-0.001 |
-1.1% |
0.000 |
| Volume |
5,981 |
5,922 |
-59 |
-1.0% |
30,354 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.534 |
4.481 |
4.313 |
|
| R3 |
4.455 |
4.402 |
4.292 |
|
| R2 |
4.376 |
4.376 |
4.284 |
|
| R1 |
4.323 |
4.323 |
4.277 |
4.310 |
| PP |
4.297 |
4.297 |
4.297 |
4.291 |
| S1 |
4.244 |
4.244 |
4.263 |
4.231 |
| S2 |
4.218 |
4.218 |
4.256 |
|
| S3 |
4.139 |
4.165 |
4.248 |
|
| S4 |
4.060 |
4.086 |
4.227 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.823 |
4.752 |
4.441 |
|
| R3 |
4.657 |
4.586 |
4.396 |
|
| R2 |
4.491 |
4.491 |
4.380 |
|
| R1 |
4.420 |
4.420 |
4.365 |
4.373 |
| PP |
4.325 |
4.325 |
4.325 |
4.301 |
| S1 |
4.254 |
4.254 |
4.335 |
4.207 |
| S2 |
4.159 |
4.159 |
4.320 |
|
| S3 |
3.993 |
4.088 |
4.304 |
|
| S4 |
3.827 |
3.922 |
4.259 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.686 |
|
2.618 |
4.557 |
|
1.618 |
4.478 |
|
1.000 |
4.429 |
|
0.618 |
4.399 |
|
HIGH |
4.350 |
|
0.618 |
4.320 |
|
0.500 |
4.311 |
|
0.382 |
4.301 |
|
LOW |
4.271 |
|
0.618 |
4.222 |
|
1.000 |
4.192 |
|
1.618 |
4.143 |
|
2.618 |
4.064 |
|
4.250 |
3.935 |
|
|
| Fisher Pivots for day following 29-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.311 |
4.302 |
| PP |
4.297 |
4.291 |
| S1 |
4.284 |
4.281 |
|