NYMEX Natural Gas Future January 2012
Trading Metrics calculated at close of trading on 25-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
4.390 |
4.299 |
-0.091 |
-2.1% |
4.481 |
High |
4.406 |
4.361 |
-0.045 |
-1.0% |
4.534 |
Low |
4.297 |
4.261 |
-0.036 |
-0.8% |
4.320 |
Close |
4.307 |
4.352 |
0.045 |
1.0% |
4.412 |
Range |
0.109 |
0.100 |
-0.009 |
-8.3% |
0.214 |
ATR |
0.104 |
0.103 |
0.000 |
-0.3% |
0.000 |
Volume |
34,126 |
15,647 |
-18,479 |
-54.1% |
108,181 |
|
Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.625 |
4.588 |
4.407 |
|
R3 |
4.525 |
4.488 |
4.380 |
|
R2 |
4.425 |
4.425 |
4.370 |
|
R1 |
4.388 |
4.388 |
4.361 |
4.407 |
PP |
4.325 |
4.325 |
4.325 |
4.334 |
S1 |
4.288 |
4.288 |
4.343 |
4.307 |
S2 |
4.225 |
4.225 |
4.334 |
|
S3 |
4.125 |
4.188 |
4.325 |
|
S4 |
4.025 |
4.088 |
4.297 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.064 |
4.952 |
4.530 |
|
R3 |
4.850 |
4.738 |
4.471 |
|
R2 |
4.636 |
4.636 |
4.451 |
|
R1 |
4.524 |
4.524 |
4.432 |
4.473 |
PP |
4.422 |
4.422 |
4.422 |
4.397 |
S1 |
4.310 |
4.310 |
4.392 |
4.259 |
S2 |
4.208 |
4.208 |
4.373 |
|
S3 |
3.994 |
4.096 |
4.353 |
|
S4 |
3.780 |
3.882 |
4.294 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.435 |
4.261 |
0.174 |
4.0% |
0.097 |
2.2% |
52% |
False |
True |
19,944 |
10 |
4.606 |
4.261 |
0.345 |
7.9% |
0.097 |
2.2% |
26% |
False |
True |
21,552 |
20 |
4.636 |
4.261 |
0.375 |
8.6% |
0.100 |
2.3% |
24% |
False |
True |
21,773 |
40 |
4.962 |
4.261 |
0.701 |
16.1% |
0.105 |
2.4% |
13% |
False |
True |
18,796 |
60 |
5.356 |
4.261 |
1.095 |
25.2% |
0.106 |
2.4% |
8% |
False |
True |
16,986 |
80 |
5.356 |
4.261 |
1.095 |
25.2% |
0.109 |
2.5% |
8% |
False |
True |
15,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.786 |
2.618 |
4.623 |
1.618 |
4.523 |
1.000 |
4.461 |
0.618 |
4.423 |
HIGH |
4.361 |
0.618 |
4.323 |
0.500 |
4.311 |
0.382 |
4.299 |
LOW |
4.261 |
0.618 |
4.199 |
1.000 |
4.161 |
1.618 |
4.099 |
2.618 |
3.999 |
4.250 |
3.836 |
|
|
Fisher Pivots for day following 25-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
4.338 |
4.351 |
PP |
4.325 |
4.349 |
S1 |
4.311 |
4.348 |
|