NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 01-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4.485 |
4.465 |
-0.020 |
-0.4% |
4.662 |
| High |
4.509 |
4.524 |
0.015 |
0.3% |
4.683 |
| Low |
4.461 |
4.465 |
0.004 |
0.1% |
4.461 |
| Close |
4.468 |
4.512 |
0.044 |
1.0% |
4.468 |
| Range |
0.048 |
0.059 |
0.011 |
22.9% |
0.222 |
| ATR |
|
|
|
|
|
| Volume |
10,418 |
5,132 |
-5,286 |
-50.7% |
27,074 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.677 |
4.654 |
4.544 |
|
| R3 |
4.618 |
4.595 |
4.528 |
|
| R2 |
4.559 |
4.559 |
4.523 |
|
| R1 |
4.536 |
4.536 |
4.517 |
4.548 |
| PP |
4.500 |
4.500 |
4.500 |
4.506 |
| S1 |
4.477 |
4.477 |
4.507 |
4.489 |
| S2 |
4.441 |
4.441 |
4.501 |
|
| S3 |
4.382 |
4.418 |
4.496 |
|
| S4 |
4.323 |
4.359 |
4.480 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.203 |
5.058 |
4.590 |
|
| R3 |
4.981 |
4.836 |
4.529 |
|
| R2 |
4.759 |
4.759 |
4.509 |
|
| R1 |
4.614 |
4.614 |
4.488 |
4.576 |
| PP |
4.537 |
4.537 |
4.537 |
4.518 |
| S1 |
4.392 |
4.392 |
4.448 |
4.354 |
| S2 |
4.315 |
4.315 |
4.427 |
|
| S3 |
4.093 |
4.170 |
4.407 |
|
| S4 |
3.871 |
3.948 |
4.346 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.775 |
|
2.618 |
4.678 |
|
1.618 |
4.619 |
|
1.000 |
4.583 |
|
0.618 |
4.560 |
|
HIGH |
4.524 |
|
0.618 |
4.501 |
|
0.500 |
4.495 |
|
0.382 |
4.488 |
|
LOW |
4.465 |
|
0.618 |
4.429 |
|
1.000 |
4.406 |
|
1.618 |
4.370 |
|
2.618 |
4.311 |
|
4.250 |
4.214 |
|
|
| Fisher Pivots for day following 01-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.506 |
4.533 |
| PP |
4.500 |
4.526 |
| S1 |
4.495 |
4.519 |
|