NYMEX Natural Gas Future February 2012
Trading Metrics calculated at close of trading on 24-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
4.330 |
4.371 |
0.041 |
0.9% |
4.493 |
High |
4.433 |
4.406 |
-0.027 |
-0.6% |
4.536 |
Low |
4.308 |
4.300 |
-0.008 |
-0.2% |
4.331 |
Close |
4.377 |
4.308 |
-0.069 |
-1.6% |
4.412 |
Range |
0.125 |
0.106 |
-0.019 |
-15.2% |
0.205 |
ATR |
0.097 |
0.098 |
0.001 |
0.7% |
0.000 |
Volume |
4,021 |
7,640 |
3,619 |
90.0% |
36,747 |
|
Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.656 |
4.588 |
4.366 |
|
R3 |
4.550 |
4.482 |
4.337 |
|
R2 |
4.444 |
4.444 |
4.327 |
|
R1 |
4.376 |
4.376 |
4.318 |
4.357 |
PP |
4.338 |
4.338 |
4.338 |
4.329 |
S1 |
4.270 |
4.270 |
4.298 |
4.251 |
S2 |
4.232 |
4.232 |
4.289 |
|
S3 |
4.126 |
4.164 |
4.279 |
|
S4 |
4.020 |
4.058 |
4.250 |
|
|
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 |
4.450 |
4.300 |
0.150 |
3.5% |
0.097 |
2.3% |
5% |
False |
True |
5,970 |
10 |
4.599 |
4.300 |
0.299 |
6.9% |
0.092 |
2.1% |
3% |
False |
True |
6,590 |
20 |
4.726 |
4.300 |
0.426 |
9.9% |
0.092 |
2.1% |
2% |
False |
True |
6,039 |
40 |
4.958 |
4.300 |
0.658 |
15.3% |
0.096 |
2.2% |
1% |
False |
True |
4,332 |
60 |
5.330 |
4.300 |
1.030 |
23.9% |
0.098 |
2.3% |
1% |
False |
True |
3,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.857 |
2.618 |
4.684 |
1.618 |
4.578 |
1.000 |
4.512 |
0.618 |
4.472 |
HIGH |
4.406 |
0.618 |
4.366 |
0.500 |
4.353 |
0.382 |
4.340 |
LOW |
4.300 |
0.618 |
4.234 |
1.000 |
4.194 |
1.618 |
4.128 |
2.618 |
4.022 |
4.250 |
3.850 |
|
|
Fisher Pivots for day following 24-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
4.353 |
4.367 |
PP |
4.338 |
4.347 |
S1 |
4.323 |
4.328 |
|