NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 03-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4.512 |
4.489 |
-0.023 |
-0.5% |
4.662 |
| High |
4.538 |
4.499 |
-0.039 |
-0.9% |
4.683 |
| Low |
4.470 |
4.425 |
-0.045 |
-1.0% |
4.461 |
| Close |
4.489 |
4.443 |
-0.046 |
-1.0% |
4.468 |
| Range |
0.068 |
0.074 |
0.006 |
8.8% |
0.222 |
| ATR |
0.086 |
0.086 |
-0.001 |
-1.0% |
0.000 |
| Volume |
4,696 |
6,022 |
1,326 |
28.2% |
27,074 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.678 |
4.634 |
4.484 |
|
| R3 |
4.604 |
4.560 |
4.463 |
|
| R2 |
4.530 |
4.530 |
4.457 |
|
| R1 |
4.486 |
4.486 |
4.450 |
4.471 |
| PP |
4.456 |
4.456 |
4.456 |
4.448 |
| S1 |
4.412 |
4.412 |
4.436 |
4.397 |
| S2 |
4.382 |
4.382 |
4.429 |
|
| S3 |
4.308 |
4.338 |
4.423 |
|
| S4 |
4.234 |
4.264 |
4.402 |
|
|
| 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 |
4.814 |
|
2.618 |
4.693 |
|
1.618 |
4.619 |
|
1.000 |
4.573 |
|
0.618 |
4.545 |
|
HIGH |
4.499 |
|
0.618 |
4.471 |
|
0.500 |
4.462 |
|
0.382 |
4.453 |
|
LOW |
4.425 |
|
0.618 |
4.379 |
|
1.000 |
4.351 |
|
1.618 |
4.305 |
|
2.618 |
4.231 |
|
4.250 |
4.111 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.462 |
4.482 |
| PP |
4.456 |
4.469 |
| S1 |
4.449 |
4.456 |
|