NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 28-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.068 |
4.215 |
0.147 |
3.6% |
4.159 |
High |
4.241 |
4.319 |
0.078 |
1.8% |
4.241 |
Low |
4.054 |
4.185 |
0.131 |
3.2% |
4.053 |
Close |
4.223 |
4.264 |
0.041 |
1.0% |
4.223 |
Range |
0.187 |
0.134 |
-0.053 |
-28.3% |
0.188 |
ATR |
0.113 |
0.114 |
0.002 |
1.3% |
0.000 |
Volume |
5,199 |
7,679 |
2,480 |
47.7% |
15,314 |
|
Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.658 |
4.595 |
4.338 |
|
R3 |
4.524 |
4.461 |
4.301 |
|
R2 |
4.390 |
4.390 |
4.289 |
|
R1 |
4.327 |
4.327 |
4.276 |
4.359 |
PP |
4.256 |
4.256 |
4.256 |
4.272 |
S1 |
4.193 |
4.193 |
4.252 |
4.225 |
S2 |
4.122 |
4.122 |
4.239 |
|
S3 |
3.988 |
4.059 |
4.227 |
|
S4 |
3.854 |
3.925 |
4.190 |
|
|
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 |
4.319 |
4.053 |
0.266 |
6.2% |
0.135 |
3.2% |
79% |
True |
False |
4,598 |
10 |
4.319 |
4.053 |
0.266 |
6.2% |
0.107 |
2.5% |
79% |
True |
False |
5,637 |
20 |
4.663 |
4.053 |
0.610 |
14.3% |
0.105 |
2.5% |
35% |
False |
False |
5,262 |
40 |
4.896 |
4.053 |
0.843 |
19.8% |
0.109 |
2.6% |
25% |
False |
False |
4,639 |
60 |
4.896 |
4.053 |
0.843 |
19.8% |
0.111 |
2.6% |
25% |
False |
False |
3,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.889 |
2.618 |
4.670 |
1.618 |
4.536 |
1.000 |
4.453 |
0.618 |
4.402 |
HIGH |
4.319 |
0.618 |
4.268 |
0.500 |
4.252 |
0.382 |
4.236 |
LOW |
4.185 |
0.618 |
4.102 |
1.000 |
4.051 |
1.618 |
3.968 |
2.618 |
3.834 |
4.250 |
3.616 |
|
|
Fisher Pivots for day following 28-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.260 |
4.238 |
PP |
4.256 |
4.212 |
S1 |
4.252 |
4.186 |
|