NYMEX Natural Gas Future February 2012
Trading Metrics calculated at close of trading on 10-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
4.400 |
4.471 |
0.071 |
1.6% |
4.588 |
High |
4.510 |
4.541 |
0.031 |
0.7% |
4.636 |
Low |
4.399 |
4.461 |
0.062 |
1.4% |
4.365 |
Close |
4.486 |
4.497 |
0.011 |
0.2% |
4.435 |
Range |
0.111 |
0.080 |
-0.031 |
-27.9% |
0.271 |
ATR |
0.100 |
0.099 |
-0.001 |
-1.5% |
0.000 |
Volume |
5,181 |
4,573 |
-608 |
-11.7% |
26,306 |
|
Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.740 |
4.698 |
4.541 |
|
R3 |
4.660 |
4.618 |
4.519 |
|
R2 |
4.580 |
4.580 |
4.512 |
|
R1 |
4.538 |
4.538 |
4.504 |
4.559 |
PP |
4.500 |
4.500 |
4.500 |
4.510 |
S1 |
4.458 |
4.458 |
4.490 |
4.479 |
S2 |
4.420 |
4.420 |
4.482 |
|
S3 |
4.340 |
4.378 |
4.475 |
|
S4 |
4.260 |
4.298 |
4.453 |
|
|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.292 |
5.134 |
4.584 |
|
R3 |
5.021 |
4.863 |
4.510 |
|
R2 |
4.750 |
4.750 |
4.485 |
|
R1 |
4.592 |
4.592 |
4.460 |
4.536 |
PP |
4.479 |
4.479 |
4.479 |
4.450 |
S1 |
4.321 |
4.321 |
4.410 |
4.265 |
S2 |
4.208 |
4.208 |
4.385 |
|
S3 |
3.937 |
4.050 |
4.360 |
|
S4 |
3.666 |
3.779 |
4.286 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.545 |
4.363 |
0.182 |
4.0% |
0.111 |
2.5% |
74% |
False |
False |
6,385 |
10 |
4.726 |
4.363 |
0.363 |
8.1% |
0.093 |
2.1% |
37% |
False |
False |
5,489 |
20 |
4.958 |
4.363 |
0.595 |
13.2% |
0.094 |
2.1% |
23% |
False |
False |
4,099 |
40 |
5.074 |
4.363 |
0.711 |
15.8% |
0.097 |
2.2% |
19% |
False |
False |
3,082 |
60 |
5.330 |
4.363 |
0.967 |
21.5% |
0.101 |
2.2% |
14% |
False |
False |
2,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.881 |
2.618 |
4.750 |
1.618 |
4.670 |
1.000 |
4.621 |
0.618 |
4.590 |
HIGH |
4.541 |
0.618 |
4.510 |
0.500 |
4.501 |
0.382 |
4.492 |
LOW |
4.461 |
0.618 |
4.412 |
1.000 |
4.381 |
1.618 |
4.332 |
2.618 |
4.252 |
4.250 |
4.121 |
|
|
Fisher Pivots for day following 10-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
4.501 |
4.482 |
PP |
4.500 |
4.467 |
S1 |
4.498 |
4.452 |
|