NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 29-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4.275 |
4.305 |
0.030 |
0.7% |
4.300 |
| High |
4.344 |
4.316 |
-0.028 |
-0.6% |
4.356 |
| Low |
4.260 |
4.241 |
-0.019 |
-0.4% |
4.200 |
| Close |
4.317 |
4.241 |
-0.076 |
-1.8% |
4.317 |
| Range |
0.084 |
0.075 |
-0.009 |
-10.7% |
0.156 |
| ATR |
0.088 |
0.087 |
-0.001 |
-1.0% |
0.000 |
| Volume |
9,830 |
7,048 |
-2,782 |
-28.3% |
40,360 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.491 |
4.441 |
4.282 |
|
| R3 |
4.416 |
4.366 |
4.262 |
|
| R2 |
4.341 |
4.341 |
4.255 |
|
| R1 |
4.291 |
4.291 |
4.248 |
4.279 |
| PP |
4.266 |
4.266 |
4.266 |
4.260 |
| S1 |
4.216 |
4.216 |
4.234 |
4.204 |
| S2 |
4.191 |
4.191 |
4.227 |
|
| S3 |
4.116 |
4.141 |
4.220 |
|
| S4 |
4.041 |
4.066 |
4.200 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.759 |
4.694 |
4.403 |
|
| R3 |
4.603 |
4.538 |
4.360 |
|
| R2 |
4.447 |
4.447 |
4.346 |
|
| R1 |
4.382 |
4.382 |
4.331 |
4.415 |
| PP |
4.291 |
4.291 |
4.291 |
4.307 |
| S1 |
4.226 |
4.226 |
4.303 |
4.259 |
| S2 |
4.135 |
4.135 |
4.288 |
|
| S3 |
3.979 |
4.070 |
4.274 |
|
| S4 |
3.823 |
3.914 |
4.231 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.635 |
|
2.618 |
4.512 |
|
1.618 |
4.437 |
|
1.000 |
4.391 |
|
0.618 |
4.362 |
|
HIGH |
4.316 |
|
0.618 |
4.287 |
|
0.500 |
4.279 |
|
0.382 |
4.270 |
|
LOW |
4.241 |
|
0.618 |
4.195 |
|
1.000 |
4.166 |
|
1.618 |
4.120 |
|
2.618 |
4.045 |
|
4.250 |
3.922 |
|
|
| Fisher Pivots for day following 29-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.279 |
4.272 |
| PP |
4.266 |
4.262 |
| S1 |
4.254 |
4.251 |
|