NYMEX Natural Gas Future February 2012
Trading Metrics calculated at close of trading on 15-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
4.586 |
4.493 |
-0.093 |
-2.0% |
4.393 |
High |
4.590 |
4.536 |
-0.054 |
-1.2% |
4.599 |
Low |
4.523 |
4.448 |
-0.075 |
-1.7% |
4.363 |
Close |
4.531 |
4.508 |
-0.023 |
-0.5% |
4.531 |
Range |
0.067 |
0.088 |
0.021 |
31.3% |
0.236 |
ATR |
0.100 |
0.099 |
-0.001 |
-0.9% |
0.000 |
Volume |
7,263 |
3,295 |
-3,968 |
-54.6% |
33,789 |
|
Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.761 |
4.723 |
4.556 |
|
R3 |
4.673 |
4.635 |
4.532 |
|
R2 |
4.585 |
4.585 |
4.524 |
|
R1 |
4.547 |
4.547 |
4.516 |
4.566 |
PP |
4.497 |
4.497 |
4.497 |
4.507 |
S1 |
4.459 |
4.459 |
4.500 |
4.478 |
S2 |
4.409 |
4.409 |
4.492 |
|
S3 |
4.321 |
4.371 |
4.484 |
|
S4 |
4.233 |
4.283 |
4.460 |
|
|
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 |
4.399 |
0.200 |
4.4% |
0.099 |
2.2% |
55% |
False |
False |
5,406 |
10 |
4.636 |
4.363 |
0.273 |
6.1% |
0.102 |
2.3% |
53% |
False |
False |
5,885 |
20 |
4.944 |
4.363 |
0.581 |
12.9% |
0.094 |
2.1% |
25% |
False |
False |
4,577 |
40 |
4.958 |
4.363 |
0.595 |
13.2% |
0.097 |
2.2% |
24% |
False |
False |
3,362 |
60 |
5.330 |
4.363 |
0.967 |
21.5% |
0.102 |
2.3% |
15% |
False |
False |
2,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.910 |
2.618 |
4.766 |
1.618 |
4.678 |
1.000 |
4.624 |
0.618 |
4.590 |
HIGH |
4.536 |
0.618 |
4.502 |
0.500 |
4.492 |
0.382 |
4.482 |
LOW |
4.448 |
0.618 |
4.394 |
1.000 |
4.360 |
1.618 |
4.306 |
2.618 |
4.218 |
4.250 |
4.074 |
|
|
Fisher Pivots for day following 15-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
4.503 |
4.524 |
PP |
4.497 |
4.518 |
S1 |
4.492 |
4.513 |
|