NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 23-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.159 |
4.089 |
-0.070 |
-1.7% |
4.206 |
High |
4.229 |
4.184 |
-0.045 |
-1.1% |
4.260 |
Low |
4.090 |
4.084 |
-0.006 |
-0.1% |
4.090 |
Close |
4.128 |
4.158 |
0.030 |
0.7% |
4.125 |
Range |
0.139 |
0.100 |
-0.039 |
-28.1% |
0.170 |
ATR |
0.107 |
0.107 |
-0.001 |
-0.5% |
0.000 |
Volume |
3,802 |
3,266 |
-536 |
-14.1% |
33,386 |
|
Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.442 |
4.400 |
4.213 |
|
R3 |
4.342 |
4.300 |
4.186 |
|
R2 |
4.242 |
4.242 |
4.176 |
|
R1 |
4.200 |
4.200 |
4.167 |
4.221 |
PP |
4.142 |
4.142 |
4.142 |
4.153 |
S1 |
4.100 |
4.100 |
4.149 |
4.121 |
S2 |
4.042 |
4.042 |
4.140 |
|
S3 |
3.942 |
4.000 |
4.131 |
|
S4 |
3.842 |
3.900 |
4.103 |
|
|
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 |
4.249 |
4.084 |
0.165 |
4.0% |
0.095 |
2.3% |
45% |
False |
True |
4,913 |
10 |
4.400 |
4.084 |
0.316 |
7.6% |
0.094 |
2.3% |
23% |
False |
True |
6,088 |
20 |
4.667 |
4.084 |
0.583 |
14.0% |
0.099 |
2.4% |
13% |
False |
True |
5,334 |
40 |
4.896 |
4.084 |
0.812 |
19.5% |
0.107 |
2.6% |
9% |
False |
True |
4,323 |
60 |
4.896 |
4.084 |
0.812 |
19.5% |
0.110 |
2.6% |
9% |
False |
True |
3,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.609 |
2.618 |
4.446 |
1.618 |
4.346 |
1.000 |
4.284 |
0.618 |
4.246 |
HIGH |
4.184 |
0.618 |
4.146 |
0.500 |
4.134 |
0.382 |
4.122 |
LOW |
4.084 |
0.618 |
4.022 |
1.000 |
3.984 |
1.618 |
3.922 |
2.618 |
3.822 |
4.250 |
3.659 |
|
|
Fisher Pivots for day following 23-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.150 |
4.158 |
PP |
4.142 |
4.157 |
S1 |
4.134 |
4.157 |
|