NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 25-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.158 |
4.068 |
-0.090 |
-2.2% |
4.159 |
High |
4.170 |
4.241 |
0.071 |
1.7% |
4.241 |
Low |
4.053 |
4.054 |
0.001 |
0.0% |
4.053 |
Close |
4.103 |
4.223 |
0.120 |
2.9% |
4.223 |
Range |
0.117 |
0.187 |
0.070 |
59.8% |
0.188 |
ATR |
0.107 |
0.113 |
0.006 |
5.3% |
0.000 |
Volume |
3,047 |
5,199 |
2,152 |
70.6% |
15,314 |
|
Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.734 |
4.665 |
4.326 |
|
R3 |
4.547 |
4.478 |
4.274 |
|
R2 |
4.360 |
4.360 |
4.257 |
|
R1 |
4.291 |
4.291 |
4.240 |
4.326 |
PP |
4.173 |
4.173 |
4.173 |
4.190 |
S1 |
4.104 |
4.104 |
4.206 |
4.139 |
S2 |
3.986 |
3.986 |
4.189 |
|
S3 |
3.799 |
3.917 |
4.172 |
|
S4 |
3.612 |
3.730 |
4.120 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.736 |
4.668 |
4.326 |
|
R3 |
4.548 |
4.480 |
4.275 |
|
R2 |
4.360 |
4.360 |
4.257 |
|
R1 |
4.292 |
4.292 |
4.240 |
4.326 |
PP |
4.172 |
4.172 |
4.172 |
4.190 |
S1 |
4.104 |
4.104 |
4.206 |
4.138 |
S2 |
3.984 |
3.984 |
4.189 |
|
S3 |
3.796 |
3.916 |
4.171 |
|
S4 |
3.608 |
3.728 |
4.120 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.241 |
4.053 |
0.188 |
4.5% |
0.120 |
2.8% |
90% |
True |
False |
4,096 |
10 |
4.260 |
4.053 |
0.207 |
4.9% |
0.098 |
2.3% |
82% |
False |
False |
5,749 |
20 |
4.663 |
4.053 |
0.610 |
14.4% |
0.102 |
2.4% |
28% |
False |
False |
5,046 |
40 |
4.896 |
4.053 |
0.843 |
20.0% |
0.109 |
2.6% |
20% |
False |
False |
4,467 |
60 |
4.896 |
4.053 |
0.843 |
20.0% |
0.110 |
2.6% |
20% |
False |
False |
3,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.036 |
2.618 |
4.731 |
1.618 |
4.544 |
1.000 |
4.428 |
0.618 |
4.357 |
HIGH |
4.241 |
0.618 |
4.170 |
0.500 |
4.148 |
0.382 |
4.125 |
LOW |
4.054 |
0.618 |
3.938 |
1.000 |
3.867 |
1.618 |
3.751 |
2.618 |
3.564 |
4.250 |
3.259 |
|
|
Fisher Pivots for day following 25-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.198 |
4.198 |
PP |
4.173 |
4.172 |
S1 |
4.148 |
4.147 |
|