NYMEX Natural Gas Future March 2012
Trading Metrics calculated at close of trading on 01-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
4.305 |
4.472 |
0.167 |
3.9% |
4.363 |
High |
4.470 |
4.516 |
0.046 |
1.0% |
4.395 |
Low |
4.289 |
4.392 |
0.103 |
2.4% |
4.229 |
Close |
4.465 |
4.468 |
0.003 |
0.1% |
4.350 |
Range |
0.181 |
0.124 |
-0.057 |
-31.5% |
0.166 |
ATR |
0.100 |
0.101 |
0.002 |
1.7% |
0.000 |
Volume |
6,943 |
10,101 |
3,158 |
45.5% |
30,354 |
|
Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.831 |
4.773 |
4.536 |
|
R3 |
4.707 |
4.649 |
4.502 |
|
R2 |
4.583 |
4.583 |
4.491 |
|
R1 |
4.525 |
4.525 |
4.479 |
4.492 |
PP |
4.459 |
4.459 |
4.459 |
4.442 |
S1 |
4.401 |
4.401 |
4.457 |
4.368 |
S2 |
4.335 |
4.335 |
4.445 |
|
S3 |
4.211 |
4.277 |
4.434 |
|
S4 |
4.087 |
4.153 |
4.400 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.823 |
4.752 |
4.441 |
|
R3 |
4.657 |
4.586 |
4.396 |
|
R2 |
4.491 |
4.491 |
4.380 |
|
R1 |
4.420 |
4.420 |
4.365 |
4.373 |
PP |
4.325 |
4.325 |
4.325 |
4.301 |
S1 |
4.254 |
4.254 |
4.335 |
4.207 |
S2 |
4.159 |
4.159 |
4.320 |
|
S3 |
3.993 |
4.088 |
4.304 |
|
S4 |
3.827 |
3.922 |
4.259 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.043 |
2.618 |
4.841 |
1.618 |
4.717 |
1.000 |
4.640 |
0.618 |
4.593 |
HIGH |
4.516 |
0.618 |
4.469 |
0.500 |
4.454 |
0.382 |
4.439 |
LOW |
4.392 |
0.618 |
4.315 |
1.000 |
4.268 |
1.618 |
4.191 |
2.618 |
4.067 |
4.250 |
3.865 |
|
|
Fisher Pivots for day following 01-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
4.463 |
4.436 |
PP |
4.459 |
4.404 |
S1 |
4.454 |
4.372 |
|