NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 24-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.089 |
4.158 |
0.069 |
1.7% |
4.206 |
High |
4.184 |
4.170 |
-0.014 |
-0.3% |
4.260 |
Low |
4.084 |
4.053 |
-0.031 |
-0.8% |
4.090 |
Close |
4.158 |
4.103 |
-0.055 |
-1.3% |
4.125 |
Range |
0.100 |
0.117 |
0.017 |
17.0% |
0.170 |
ATR |
0.107 |
0.107 |
0.001 |
0.7% |
0.000 |
Volume |
3,266 |
3,047 |
-219 |
-6.7% |
33,386 |
|
Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.460 |
4.398 |
4.167 |
|
R3 |
4.343 |
4.281 |
4.135 |
|
R2 |
4.226 |
4.226 |
4.124 |
|
R1 |
4.164 |
4.164 |
4.114 |
4.137 |
PP |
4.109 |
4.109 |
4.109 |
4.095 |
S1 |
4.047 |
4.047 |
4.092 |
4.020 |
S2 |
3.992 |
3.992 |
4.082 |
|
S3 |
3.875 |
3.930 |
4.071 |
|
S4 |
3.758 |
3.813 |
4.039 |
|
|
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 |
4.229 |
4.053 |
0.176 |
4.3% |
0.102 |
2.5% |
28% |
False |
True |
4,278 |
10 |
4.400 |
4.053 |
0.347 |
8.5% |
0.095 |
2.3% |
14% |
False |
True |
5,877 |
20 |
4.663 |
4.053 |
0.610 |
14.9% |
0.100 |
2.4% |
8% |
False |
True |
5,239 |
40 |
4.896 |
4.053 |
0.843 |
20.5% |
0.106 |
2.6% |
6% |
False |
True |
4,385 |
60 |
4.896 |
4.053 |
0.843 |
20.5% |
0.108 |
2.6% |
6% |
False |
True |
3,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.667 |
2.618 |
4.476 |
1.618 |
4.359 |
1.000 |
4.287 |
0.618 |
4.242 |
HIGH |
4.170 |
0.618 |
4.125 |
0.500 |
4.112 |
0.382 |
4.098 |
LOW |
4.053 |
0.618 |
3.981 |
1.000 |
3.936 |
1.618 |
3.864 |
2.618 |
3.747 |
4.250 |
3.556 |
|
|
Fisher Pivots for day following 24-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.112 |
4.141 |
PP |
4.109 |
4.128 |
S1 |
4.106 |
4.116 |
|