NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 24-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4.250 |
4.293 |
0.043 |
1.0% |
4.410 |
| High |
4.356 |
4.325 |
-0.031 |
-0.7% |
4.457 |
| Low |
4.250 |
4.235 |
-0.015 |
-0.4% |
4.268 |
| Close |
4.305 |
4.243 |
-0.062 |
-1.4% |
4.344 |
| Range |
0.106 |
0.090 |
-0.016 |
-15.1% |
0.189 |
| ATR |
0.088 |
0.088 |
0.000 |
0.2% |
0.000 |
| Volume |
6,637 |
10,690 |
4,053 |
61.1% |
46,580 |
|
| Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.538 |
4.480 |
4.293 |
|
| R3 |
4.448 |
4.390 |
4.268 |
|
| R2 |
4.358 |
4.358 |
4.260 |
|
| R1 |
4.300 |
4.300 |
4.251 |
4.284 |
| PP |
4.268 |
4.268 |
4.268 |
4.260 |
| S1 |
4.210 |
4.210 |
4.235 |
4.194 |
| S2 |
4.178 |
4.178 |
4.227 |
|
| S3 |
4.088 |
4.120 |
4.218 |
|
| S4 |
3.998 |
4.030 |
4.194 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.923 |
4.823 |
4.448 |
|
| R3 |
4.734 |
4.634 |
4.396 |
|
| R2 |
4.545 |
4.545 |
4.379 |
|
| R1 |
4.445 |
4.445 |
4.361 |
4.401 |
| PP |
4.356 |
4.356 |
4.356 |
4.334 |
| S1 |
4.256 |
4.256 |
4.327 |
4.212 |
| S2 |
4.167 |
4.167 |
4.309 |
|
| S3 |
3.978 |
4.067 |
4.292 |
|
| S4 |
3.789 |
3.878 |
4.240 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.708 |
|
2.618 |
4.561 |
|
1.618 |
4.471 |
|
1.000 |
4.415 |
|
0.618 |
4.381 |
|
HIGH |
4.325 |
|
0.618 |
4.291 |
|
0.500 |
4.280 |
|
0.382 |
4.269 |
|
LOW |
4.235 |
|
0.618 |
4.179 |
|
1.000 |
4.145 |
|
1.618 |
4.089 |
|
2.618 |
3.999 |
|
4.250 |
3.853 |
|
|
| Fisher Pivots for day following 24-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.280 |
4.296 |
| PP |
4.268 |
4.278 |
| S1 |
4.255 |
4.261 |
|