NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 18-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4.400 |
4.412 |
0.012 |
0.3% |
4.393 |
| High |
4.453 |
4.450 |
-0.003 |
-0.1% |
4.599 |
| Low |
4.386 |
4.331 |
-0.055 |
-1.3% |
4.363 |
| Close |
4.417 |
4.379 |
-0.038 |
-0.9% |
4.531 |
| Range |
0.067 |
0.119 |
0.052 |
77.6% |
0.236 |
| ATR |
0.096 |
0.098 |
0.002 |
1.7% |
0.000 |
| Volume |
10,877 |
6,025 |
-4,852 |
-44.6% |
33,789 |
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.744 |
4.680 |
4.444 |
|
| R3 |
4.625 |
4.561 |
4.412 |
|
| R2 |
4.506 |
4.506 |
4.401 |
|
| R1 |
4.442 |
4.442 |
4.390 |
4.415 |
| PP |
4.387 |
4.387 |
4.387 |
4.373 |
| S1 |
4.323 |
4.323 |
4.368 |
4.296 |
| S2 |
4.268 |
4.268 |
4.357 |
|
| S3 |
4.149 |
4.204 |
4.346 |
|
| S4 |
4.030 |
4.085 |
4.314 |
|
|
| 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 |
4.590 |
4.331 |
0.259 |
5.9% |
0.081 |
1.8% |
19% |
False |
True |
7,071 |
| 10 |
4.599 |
4.331 |
0.268 |
6.1% |
0.094 |
2.2% |
18% |
False |
True |
6,967 |
| 20 |
4.826 |
4.331 |
0.495 |
11.3% |
0.089 |
2.0% |
10% |
False |
True |
5,435 |
| 40 |
4.958 |
4.331 |
0.627 |
14.3% |
0.097 |
2.2% |
8% |
False |
True |
3,876 |
| 60 |
5.330 |
4.331 |
0.999 |
22.8% |
0.099 |
2.3% |
5% |
False |
True |
3,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.956 |
|
2.618 |
4.762 |
|
1.618 |
4.643 |
|
1.000 |
4.569 |
|
0.618 |
4.524 |
|
HIGH |
4.450 |
|
0.618 |
4.405 |
|
0.500 |
4.391 |
|
0.382 |
4.376 |
|
LOW |
4.331 |
|
0.618 |
4.257 |
|
1.000 |
4.212 |
|
1.618 |
4.138 |
|
2.618 |
4.019 |
|
4.250 |
3.825 |
|
|
| Fisher Pivots for day following 18-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.391 |
4.404 |
| PP |
4.387 |
4.395 |
| S1 |
4.383 |
4.387 |
|