NYMEX Natural Gas Future February 2012
Trading Metrics calculated at close of trading on 29-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
4.352 |
4.399 |
0.047 |
1.1% |
4.368 |
High |
4.417 |
4.399 |
-0.018 |
-0.4% |
4.433 |
Low |
4.328 |
4.306 |
-0.022 |
-0.5% |
4.261 |
Close |
4.389 |
4.306 |
-0.083 |
-1.9% |
4.389 |
Range |
0.089 |
0.093 |
0.004 |
4.5% |
0.172 |
ATR |
0.097 |
0.097 |
0.000 |
-0.3% |
0.000 |
Volume |
5,092 |
6,904 |
1,812 |
35.6% |
24,193 |
|
Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.616 |
4.554 |
4.357 |
|
R3 |
4.523 |
4.461 |
4.332 |
|
R2 |
4.430 |
4.430 |
4.323 |
|
R1 |
4.368 |
4.368 |
4.315 |
4.353 |
PP |
4.337 |
4.337 |
4.337 |
4.329 |
S1 |
4.275 |
4.275 |
4.297 |
4.260 |
S2 |
4.244 |
4.244 |
4.289 |
|
S3 |
4.151 |
4.182 |
4.280 |
|
S4 |
4.058 |
4.089 |
4.255 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.877 |
4.805 |
4.484 |
|
R3 |
4.705 |
4.633 |
4.436 |
|
R2 |
4.533 |
4.533 |
4.421 |
|
R1 |
4.461 |
4.461 |
4.405 |
4.497 |
PP |
4.361 |
4.361 |
4.361 |
4.379 |
S1 |
4.289 |
4.289 |
4.373 |
4.325 |
S2 |
4.189 |
4.189 |
4.357 |
|
S3 |
4.017 |
4.117 |
4.342 |
|
S4 |
3.845 |
3.945 |
4.294 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.433 |
4.261 |
0.172 |
4.0% |
0.103 |
2.4% |
26% |
False |
False |
5,517 |
10 |
4.476 |
4.261 |
0.215 |
5.0% |
0.090 |
2.1% |
21% |
False |
False |
6,454 |
20 |
4.636 |
4.261 |
0.375 |
8.7% |
0.096 |
2.2% |
12% |
False |
False |
6,170 |
40 |
4.958 |
4.261 |
0.697 |
16.2% |
0.096 |
2.2% |
6% |
False |
False |
4,474 |
60 |
5.330 |
4.261 |
1.069 |
24.8% |
0.098 |
2.3% |
4% |
False |
False |
3,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.794 |
2.618 |
4.642 |
1.618 |
4.549 |
1.000 |
4.492 |
0.618 |
4.456 |
HIGH |
4.399 |
0.618 |
4.363 |
0.500 |
4.353 |
0.382 |
4.342 |
LOW |
4.306 |
0.618 |
4.249 |
1.000 |
4.213 |
1.618 |
4.156 |
2.618 |
4.063 |
4.250 |
3.911 |
|
|
Fisher Pivots for day following 29-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
4.353 |
4.339 |
PP |
4.337 |
4.328 |
S1 |
4.322 |
4.317 |
|