NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 22-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.123 |
4.159 |
0.036 |
0.9% |
4.206 |
High |
4.145 |
4.229 |
0.084 |
2.0% |
4.260 |
Low |
4.090 |
4.090 |
0.000 |
0.0% |
4.090 |
Close |
4.125 |
4.128 |
0.003 |
0.1% |
4.125 |
Range |
0.055 |
0.139 |
0.084 |
152.7% |
0.170 |
ATR |
0.105 |
0.107 |
0.002 |
2.4% |
0.000 |
Volume |
5,170 |
3,802 |
-1,368 |
-26.5% |
33,386 |
|
Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.566 |
4.486 |
4.204 |
|
R3 |
4.427 |
4.347 |
4.166 |
|
R2 |
4.288 |
4.288 |
4.153 |
|
R1 |
4.208 |
4.208 |
4.141 |
4.179 |
PP |
4.149 |
4.149 |
4.149 |
4.134 |
S1 |
4.069 |
4.069 |
4.115 |
4.040 |
S2 |
4.010 |
4.010 |
4.103 |
|
S3 |
3.871 |
3.930 |
4.090 |
|
S4 |
3.732 |
3.791 |
4.052 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.668 |
4.567 |
4.219 |
|
R3 |
4.498 |
4.397 |
4.172 |
|
R2 |
4.328 |
4.328 |
4.156 |
|
R1 |
4.227 |
4.227 |
4.141 |
4.193 |
PP |
4.158 |
4.158 |
4.158 |
4.141 |
S1 |
4.057 |
4.057 |
4.109 |
4.023 |
S2 |
3.988 |
3.988 |
4.094 |
|
S3 |
3.818 |
3.887 |
4.078 |
|
S4 |
3.648 |
3.717 |
4.032 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.260 |
4.090 |
0.170 |
4.1% |
0.092 |
2.2% |
22% |
False |
True |
5,658 |
10 |
4.400 |
4.090 |
0.310 |
7.5% |
0.093 |
2.2% |
12% |
False |
True |
6,312 |
20 |
4.700 |
4.090 |
0.610 |
14.8% |
0.099 |
2.4% |
6% |
False |
True |
5,315 |
40 |
4.896 |
4.090 |
0.806 |
19.5% |
0.107 |
2.6% |
5% |
False |
True |
4,270 |
60 |
4.896 |
4.090 |
0.806 |
19.5% |
0.109 |
2.6% |
5% |
False |
True |
3,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.820 |
2.618 |
4.593 |
1.618 |
4.454 |
1.000 |
4.368 |
0.618 |
4.315 |
HIGH |
4.229 |
0.618 |
4.176 |
0.500 |
4.160 |
0.382 |
4.143 |
LOW |
4.090 |
0.618 |
4.004 |
1.000 |
3.951 |
1.618 |
3.865 |
2.618 |
3.726 |
4.250 |
3.499 |
|
|
Fisher Pivots for day following 22-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.160 |
4.160 |
PP |
4.149 |
4.149 |
S1 |
4.139 |
4.139 |
|