NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 16-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4.493 |
4.475 |
-0.018 |
-0.4% |
4.393 |
| High |
4.536 |
4.476 |
-0.060 |
-1.3% |
4.599 |
| Low |
4.448 |
4.413 |
-0.035 |
-0.8% |
4.363 |
| Close |
4.508 |
4.426 |
-0.082 |
-1.8% |
4.531 |
| Range |
0.088 |
0.063 |
-0.025 |
-28.4% |
0.236 |
| ATR |
0.099 |
0.099 |
0.000 |
-0.3% |
0.000 |
| Volume |
3,295 |
7,897 |
4,602 |
139.7% |
33,789 |
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.627 |
4.590 |
4.461 |
|
| R3 |
4.564 |
4.527 |
4.443 |
|
| R2 |
4.501 |
4.501 |
4.438 |
|
| R1 |
4.464 |
4.464 |
4.432 |
4.451 |
| PP |
4.438 |
4.438 |
4.438 |
4.432 |
| S1 |
4.401 |
4.401 |
4.420 |
4.388 |
| S2 |
4.375 |
4.375 |
4.414 |
|
| S3 |
4.312 |
4.338 |
4.409 |
|
| S4 |
4.249 |
4.275 |
4.391 |
|
|
| 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 |
4.413 |
0.186 |
4.2% |
0.089 |
2.0% |
7% |
False |
True |
5,949 |
| 10 |
4.599 |
4.363 |
0.236 |
5.3% |
0.101 |
2.3% |
27% |
False |
False |
6,260 |
| 20 |
4.944 |
4.363 |
0.581 |
13.1% |
0.095 |
2.1% |
11% |
False |
False |
4,816 |
| 40 |
4.958 |
4.363 |
0.595 |
13.4% |
0.097 |
2.2% |
11% |
False |
False |
3,523 |
| 60 |
5.330 |
4.363 |
0.967 |
21.8% |
0.100 |
2.3% |
7% |
False |
False |
2,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.744 |
|
2.618 |
4.641 |
|
1.618 |
4.578 |
|
1.000 |
4.539 |
|
0.618 |
4.515 |
|
HIGH |
4.476 |
|
0.618 |
4.452 |
|
0.500 |
4.445 |
|
0.382 |
4.437 |
|
LOW |
4.413 |
|
0.618 |
4.374 |
|
1.000 |
4.350 |
|
1.618 |
4.311 |
|
2.618 |
4.248 |
|
4.250 |
4.145 |
|
|
| Fisher Pivots for day following 16-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.445 |
4.502 |
| PP |
4.438 |
4.476 |
| S1 |
4.432 |
4.451 |
|