NYMEX Natural Gas Future March 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 |
4.531 |
4.458 |
-0.073 |
-1.6% |
4.360 |
High |
4.556 |
4.502 |
-0.054 |
-1.2% |
4.558 |
Low |
4.492 |
4.414 |
-0.078 |
-1.7% |
4.336 |
Close |
4.495 |
4.474 |
-0.021 |
-0.5% |
4.495 |
Range |
0.064 |
0.088 |
0.024 |
37.5% |
0.222 |
ATR |
0.096 |
0.095 |
-0.001 |
-0.6% |
0.000 |
Volume |
9,093 |
5,763 |
-3,330 |
-36.6% |
37,414 |
|
Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.727 |
4.689 |
4.522 |
|
R3 |
4.639 |
4.601 |
4.498 |
|
R2 |
4.551 |
4.551 |
4.490 |
|
R1 |
4.513 |
4.513 |
4.482 |
4.532 |
PP |
4.463 |
4.463 |
4.463 |
4.473 |
S1 |
4.425 |
4.425 |
4.466 |
4.444 |
S2 |
4.375 |
4.375 |
4.458 |
|
S3 |
4.287 |
4.337 |
4.450 |
|
S4 |
4.199 |
4.249 |
4.426 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.129 |
5.034 |
4.617 |
|
R3 |
4.907 |
4.812 |
4.556 |
|
R2 |
4.685 |
4.685 |
4.536 |
|
R1 |
4.590 |
4.590 |
4.515 |
4.638 |
PP |
4.463 |
4.463 |
4.463 |
4.487 |
S1 |
4.368 |
4.368 |
4.475 |
4.416 |
S2 |
4.241 |
4.241 |
4.454 |
|
S3 |
4.019 |
4.146 |
4.434 |
|
S4 |
3.797 |
3.924 |
4.373 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.876 |
2.618 |
4.732 |
1.618 |
4.644 |
1.000 |
4.590 |
0.618 |
4.556 |
HIGH |
4.502 |
0.618 |
4.468 |
0.500 |
4.458 |
0.382 |
4.448 |
LOW |
4.414 |
0.618 |
4.360 |
1.000 |
4.326 |
1.618 |
4.272 |
2.618 |
4.184 |
4.250 |
4.040 |
|
|
Fisher Pivots for day following 15-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
4.469 |
4.484 |
PP |
4.463 |
4.481 |
S1 |
4.458 |
4.477 |
|