NYMEX Natural Gas Future February 2012
Trading Metrics calculated at close of trading on 23-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
4.368 |
4.330 |
-0.038 |
-0.9% |
4.493 |
High |
4.399 |
4.433 |
0.034 |
0.8% |
4.536 |
Low |
4.324 |
4.308 |
-0.016 |
-0.4% |
4.331 |
Close |
4.330 |
4.377 |
0.047 |
1.1% |
4.412 |
Range |
0.075 |
0.125 |
0.050 |
66.7% |
0.205 |
ATR |
0.095 |
0.097 |
0.002 |
2.3% |
0.000 |
Volume |
3,512 |
4,021 |
509 |
14.5% |
36,747 |
|
Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.748 |
4.687 |
4.446 |
|
R3 |
4.623 |
4.562 |
4.411 |
|
R2 |
4.498 |
4.498 |
4.400 |
|
R1 |
4.437 |
4.437 |
4.388 |
4.468 |
PP |
4.373 |
4.373 |
4.373 |
4.388 |
S1 |
4.312 |
4.312 |
4.366 |
4.343 |
S2 |
4.248 |
4.248 |
4.354 |
|
S3 |
4.123 |
4.187 |
4.343 |
|
S4 |
3.998 |
4.062 |
4.308 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.041 |
4.932 |
4.525 |
|
R3 |
4.836 |
4.727 |
4.468 |
|
R2 |
4.631 |
4.631 |
4.450 |
|
R1 |
4.522 |
4.522 |
4.431 |
4.474 |
PP |
4.426 |
4.426 |
4.426 |
4.403 |
S1 |
4.317 |
4.317 |
4.393 |
4.269 |
S2 |
4.221 |
4.221 |
4.374 |
|
S3 |
4.016 |
4.112 |
4.356 |
|
S4 |
3.811 |
3.907 |
4.299 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.453 |
4.308 |
0.145 |
3.3% |
0.089 |
2.0% |
48% |
False |
True |
6,617 |
10 |
4.599 |
4.308 |
0.291 |
6.6% |
0.089 |
2.0% |
24% |
False |
True |
6,283 |
20 |
4.753 |
4.308 |
0.445 |
10.2% |
0.090 |
2.1% |
16% |
False |
True |
5,834 |
40 |
4.958 |
4.308 |
0.650 |
14.9% |
0.096 |
2.2% |
11% |
False |
True |
4,192 |
60 |
5.330 |
4.308 |
1.022 |
23.3% |
0.098 |
2.2% |
7% |
False |
True |
3,418 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.964 |
2.618 |
4.760 |
1.618 |
4.635 |
1.000 |
4.558 |
0.618 |
4.510 |
HIGH |
4.433 |
0.618 |
4.385 |
0.500 |
4.371 |
0.382 |
4.356 |
LOW |
4.308 |
0.618 |
4.231 |
1.000 |
4.183 |
1.618 |
4.106 |
2.618 |
3.981 |
4.250 |
3.777 |
|
|
Fisher Pivots for day following 23-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
4.375 |
4.375 |
PP |
4.373 |
4.373 |
S1 |
4.371 |
4.372 |
|