NYMEX Natural Gas Future February 2012
Trading Metrics calculated at close of trading on 25-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
4.371 |
4.308 |
-0.063 |
-1.4% |
4.493 |
High |
4.406 |
4.362 |
-0.044 |
-1.0% |
4.536 |
Low |
4.300 |
4.261 |
-0.039 |
-0.9% |
4.331 |
Close |
4.308 |
4.354 |
0.046 |
1.1% |
4.412 |
Range |
0.106 |
0.101 |
-0.005 |
-4.7% |
0.205 |
ATR |
0.098 |
0.098 |
0.000 |
0.2% |
0.000 |
Volume |
7,640 |
3,928 |
-3,712 |
-48.6% |
36,747 |
|
Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.629 |
4.592 |
4.410 |
|
R3 |
4.528 |
4.491 |
4.382 |
|
R2 |
4.427 |
4.427 |
4.373 |
|
R1 |
4.390 |
4.390 |
4.363 |
4.409 |
PP |
4.326 |
4.326 |
4.326 |
4.335 |
S1 |
4.289 |
4.289 |
4.345 |
4.308 |
S2 |
4.225 |
4.225 |
4.335 |
|
S3 |
4.124 |
4.188 |
4.326 |
|
S4 |
4.023 |
4.087 |
4.298 |
|
|
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 |
4.435 |
4.261 |
0.174 |
4.0% |
0.093 |
2.1% |
53% |
False |
True |
5,550 |
10 |
4.590 |
4.261 |
0.329 |
7.6% |
0.087 |
2.0% |
28% |
False |
True |
6,311 |
20 |
4.636 |
4.261 |
0.375 |
8.6% |
0.092 |
2.1% |
25% |
False |
True |
6,112 |
40 |
4.958 |
4.261 |
0.697 |
16.0% |
0.097 |
2.2% |
13% |
False |
True |
4,372 |
60 |
5.330 |
4.261 |
1.069 |
24.6% |
0.099 |
2.3% |
9% |
False |
True |
3,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.791 |
2.618 |
4.626 |
1.618 |
4.525 |
1.000 |
4.463 |
0.618 |
4.424 |
HIGH |
4.362 |
0.618 |
4.323 |
0.500 |
4.312 |
0.382 |
4.300 |
LOW |
4.261 |
0.618 |
4.199 |
1.000 |
4.160 |
1.618 |
4.098 |
2.618 |
3.997 |
4.250 |
3.832 |
|
|
Fisher Pivots for day following 25-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
4.340 |
4.352 |
PP |
4.326 |
4.349 |
S1 |
4.312 |
4.347 |
|