NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4.342 |
4.258 |
-0.084 |
-1.9% |
4.363 |
| High |
4.350 |
4.333 |
-0.017 |
-0.4% |
4.395 |
| Low |
4.271 |
4.227 |
-0.044 |
-1.0% |
4.229 |
| Close |
4.270 |
4.323 |
0.053 |
1.2% |
4.350 |
| Range |
0.079 |
0.106 |
0.027 |
34.2% |
0.166 |
| ATR |
0.092 |
0.093 |
0.001 |
1.0% |
0.000 |
| Volume |
5,922 |
5,820 |
-102 |
-1.7% |
30,354 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.612 |
4.574 |
4.381 |
|
| R3 |
4.506 |
4.468 |
4.352 |
|
| R2 |
4.400 |
4.400 |
4.342 |
|
| R1 |
4.362 |
4.362 |
4.333 |
4.381 |
| PP |
4.294 |
4.294 |
4.294 |
4.304 |
| S1 |
4.256 |
4.256 |
4.313 |
4.275 |
| S2 |
4.188 |
4.188 |
4.304 |
|
| S3 |
4.082 |
4.150 |
4.294 |
|
| S4 |
3.976 |
4.044 |
4.265 |
|
|
| 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 |
4.784 |
|
2.618 |
4.611 |
|
1.618 |
4.505 |
|
1.000 |
4.439 |
|
0.618 |
4.399 |
|
HIGH |
4.333 |
|
0.618 |
4.293 |
|
0.500 |
4.280 |
|
0.382 |
4.267 |
|
LOW |
4.227 |
|
0.618 |
4.161 |
|
1.000 |
4.121 |
|
1.618 |
4.055 |
|
2.618 |
3.949 |
|
4.250 |
3.777 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.309 |
4.316 |
| PP |
4.294 |
4.308 |
| S1 |
4.280 |
4.301 |
|