NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 15-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4.495 |
4.410 |
-0.085 |
-1.9% |
4.320 |
| High |
4.507 |
4.457 |
-0.050 |
-1.1% |
4.508 |
| Low |
4.445 |
4.378 |
-0.067 |
-1.5% |
4.302 |
| Close |
4.450 |
4.432 |
-0.018 |
-0.4% |
4.450 |
| Range |
0.062 |
0.079 |
0.017 |
27.4% |
0.206 |
| ATR |
0.089 |
0.089 |
-0.001 |
-0.8% |
0.000 |
| Volume |
14,195 |
8,839 |
-5,356 |
-37.7% |
59,572 |
|
| Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.659 |
4.625 |
4.475 |
|
| R3 |
4.580 |
4.546 |
4.454 |
|
| R2 |
4.501 |
4.501 |
4.446 |
|
| R1 |
4.467 |
4.467 |
4.439 |
4.484 |
| PP |
4.422 |
4.422 |
4.422 |
4.431 |
| S1 |
4.388 |
4.388 |
4.425 |
4.405 |
| S2 |
4.343 |
4.343 |
4.418 |
|
| S3 |
4.264 |
4.309 |
4.410 |
|
| S4 |
4.185 |
4.230 |
4.389 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.038 |
4.950 |
4.563 |
|
| R3 |
4.832 |
4.744 |
4.507 |
|
| R2 |
4.626 |
4.626 |
4.488 |
|
| R1 |
4.538 |
4.538 |
4.469 |
4.582 |
| PP |
4.420 |
4.420 |
4.420 |
4.442 |
| S1 |
4.332 |
4.332 |
4.431 |
4.376 |
| S2 |
4.214 |
4.214 |
4.412 |
|
| S3 |
4.008 |
4.126 |
4.393 |
|
| S4 |
3.802 |
3.920 |
4.337 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.793 |
|
2.618 |
4.664 |
|
1.618 |
4.585 |
|
1.000 |
4.536 |
|
0.618 |
4.506 |
|
HIGH |
4.457 |
|
0.618 |
4.427 |
|
0.500 |
4.418 |
|
0.382 |
4.408 |
|
LOW |
4.378 |
|
0.618 |
4.329 |
|
1.000 |
4.299 |
|
1.618 |
4.250 |
|
2.618 |
4.171 |
|
4.250 |
4.042 |
|
|
| Fisher Pivots for day following 15-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.427 |
4.443 |
| PP |
4.422 |
4.439 |
| S1 |
4.418 |
4.436 |
|