NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 23-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4.300 |
4.250 |
-0.050 |
-1.2% |
4.410 |
| High |
4.332 |
4.356 |
0.024 |
0.6% |
4.457 |
| Low |
4.254 |
4.250 |
-0.004 |
-0.1% |
4.268 |
| Close |
4.263 |
4.305 |
0.042 |
1.0% |
4.344 |
| Range |
0.078 |
0.106 |
0.028 |
35.9% |
0.189 |
| ATR |
0.086 |
0.088 |
0.001 |
1.6% |
0.000 |
| Volume |
5,484 |
6,637 |
1,153 |
21.0% |
46,580 |
|
| Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.622 |
4.569 |
4.363 |
|
| R3 |
4.516 |
4.463 |
4.334 |
|
| R2 |
4.410 |
4.410 |
4.324 |
|
| R1 |
4.357 |
4.357 |
4.315 |
4.384 |
| PP |
4.304 |
4.304 |
4.304 |
4.317 |
| S1 |
4.251 |
4.251 |
4.295 |
4.278 |
| S2 |
4.198 |
4.198 |
4.286 |
|
| S3 |
4.092 |
4.145 |
4.276 |
|
| S4 |
3.986 |
4.039 |
4.247 |
|
|
| 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 |
4.807 |
|
2.618 |
4.634 |
|
1.618 |
4.528 |
|
1.000 |
4.462 |
|
0.618 |
4.422 |
|
HIGH |
4.356 |
|
0.618 |
4.316 |
|
0.500 |
4.303 |
|
0.382 |
4.290 |
|
LOW |
4.250 |
|
0.618 |
4.184 |
|
1.000 |
4.144 |
|
1.618 |
4.078 |
|
2.618 |
3.972 |
|
4.250 |
3.800 |
|
|
| Fisher Pivots for day following 23-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.304 |
4.308 |
| PP |
4.304 |
4.307 |
| S1 |
4.303 |
4.306 |
|