NYMEX Natural Gas Future February 2012
Trading Metrics calculated at close of trading on 12-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
4.483 |
4.586 |
0.103 |
2.3% |
4.393 |
High |
4.599 |
4.590 |
-0.009 |
-0.2% |
4.599 |
Low |
4.451 |
4.523 |
0.072 |
1.6% |
4.363 |
Close |
4.584 |
4.531 |
-0.053 |
-1.2% |
4.531 |
Range |
0.148 |
0.067 |
-0.081 |
-54.7% |
0.236 |
ATR |
0.102 |
0.100 |
-0.003 |
-2.5% |
0.000 |
Volume |
6,718 |
7,263 |
545 |
8.1% |
33,789 |
|
Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.749 |
4.707 |
4.568 |
|
R3 |
4.682 |
4.640 |
4.549 |
|
R2 |
4.615 |
4.615 |
4.543 |
|
R1 |
4.573 |
4.573 |
4.537 |
4.561 |
PP |
4.548 |
4.548 |
4.548 |
4.542 |
S1 |
4.506 |
4.506 |
4.525 |
4.494 |
S2 |
4.481 |
4.481 |
4.519 |
|
S3 |
4.414 |
4.439 |
4.513 |
|
S4 |
4.347 |
4.372 |
4.494 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.206 |
5.104 |
4.661 |
|
R3 |
4.970 |
4.868 |
4.596 |
|
R2 |
4.734 |
4.734 |
4.574 |
|
R1 |
4.632 |
4.632 |
4.553 |
4.683 |
PP |
4.498 |
4.498 |
4.498 |
4.523 |
S1 |
4.396 |
4.396 |
4.509 |
4.447 |
S2 |
4.262 |
4.262 |
4.488 |
|
S3 |
4.026 |
4.160 |
4.466 |
|
S4 |
3.790 |
3.924 |
4.401 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.599 |
4.363 |
0.236 |
5.2% |
0.102 |
2.3% |
71% |
False |
False |
6,757 |
10 |
4.636 |
4.363 |
0.273 |
6.0% |
0.098 |
2.2% |
62% |
False |
False |
6,009 |
20 |
4.958 |
4.363 |
0.595 |
13.1% |
0.094 |
2.1% |
28% |
False |
False |
4,553 |
40 |
4.958 |
4.363 |
0.595 |
13.1% |
0.098 |
2.2% |
28% |
False |
False |
3,339 |
60 |
5.330 |
4.363 |
0.967 |
21.3% |
0.102 |
2.2% |
17% |
False |
False |
2,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.875 |
2.618 |
4.765 |
1.618 |
4.698 |
1.000 |
4.657 |
0.618 |
4.631 |
HIGH |
4.590 |
0.618 |
4.564 |
0.500 |
4.557 |
0.382 |
4.549 |
LOW |
4.523 |
0.618 |
4.482 |
1.000 |
4.456 |
1.618 |
4.415 |
2.618 |
4.348 |
4.250 |
4.238 |
|
|
Fisher Pivots for day following 12-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
4.557 |
4.529 |
PP |
4.548 |
4.527 |
S1 |
4.540 |
4.525 |
|