NYMEX Natural Gas Future February 2012
Trading Metrics calculated at close of trading on 17-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
4.475 |
4.400 |
-0.075 |
-1.7% |
4.393 |
High |
4.476 |
4.453 |
-0.023 |
-0.5% |
4.599 |
Low |
4.413 |
4.386 |
-0.027 |
-0.6% |
4.363 |
Close |
4.426 |
4.417 |
-0.009 |
-0.2% |
4.531 |
Range |
0.063 |
0.067 |
0.004 |
6.3% |
0.236 |
ATR |
0.099 |
0.096 |
-0.002 |
-2.3% |
0.000 |
Volume |
7,897 |
10,877 |
2,980 |
37.7% |
33,789 |
|
Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.620 |
4.585 |
4.454 |
|
R3 |
4.553 |
4.518 |
4.435 |
|
R2 |
4.486 |
4.486 |
4.429 |
|
R1 |
4.451 |
4.451 |
4.423 |
4.469 |
PP |
4.419 |
4.419 |
4.419 |
4.427 |
S1 |
4.384 |
4.384 |
4.411 |
4.402 |
S2 |
4.352 |
4.352 |
4.405 |
|
S3 |
4.285 |
4.317 |
4.399 |
|
S4 |
4.218 |
4.250 |
4.380 |
|
|
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 |
4.386 |
0.213 |
4.8% |
0.087 |
2.0% |
15% |
False |
True |
7,210 |
10 |
4.599 |
4.363 |
0.236 |
5.3% |
0.099 |
2.2% |
23% |
False |
False |
6,797 |
20 |
4.920 |
4.363 |
0.557 |
12.6% |
0.092 |
2.1% |
10% |
False |
False |
5,291 |
40 |
4.958 |
4.363 |
0.595 |
13.5% |
0.096 |
2.2% |
9% |
False |
False |
3,755 |
60 |
5.330 |
4.363 |
0.967 |
21.9% |
0.099 |
2.2% |
6% |
False |
False |
3,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.738 |
2.618 |
4.628 |
1.618 |
4.561 |
1.000 |
4.520 |
0.618 |
4.494 |
HIGH |
4.453 |
0.618 |
4.427 |
0.500 |
4.420 |
0.382 |
4.412 |
LOW |
4.386 |
0.618 |
4.345 |
1.000 |
4.319 |
1.618 |
4.278 |
2.618 |
4.211 |
4.250 |
4.101 |
|
|
Fisher Pivots for day following 17-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
4.420 |
4.461 |
PP |
4.419 |
4.446 |
S1 |
4.418 |
4.432 |
|