NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 19-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4.412 |
4.406 |
-0.006 |
-0.1% |
4.493 |
| High |
4.450 |
4.435 |
-0.015 |
-0.3% |
4.536 |
| Low |
4.331 |
4.375 |
0.044 |
1.0% |
4.331 |
| Close |
4.379 |
4.412 |
0.033 |
0.8% |
4.412 |
| Range |
0.119 |
0.060 |
-0.059 |
-49.6% |
0.205 |
| ATR |
0.098 |
0.095 |
-0.003 |
-2.8% |
0.000 |
| Volume |
6,025 |
8,653 |
2,628 |
43.6% |
36,747 |
|
| Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.587 |
4.560 |
4.445 |
|
| R3 |
4.527 |
4.500 |
4.429 |
|
| R2 |
4.467 |
4.467 |
4.423 |
|
| R1 |
4.440 |
4.440 |
4.418 |
4.454 |
| PP |
4.407 |
4.407 |
4.407 |
4.414 |
| S1 |
4.380 |
4.380 |
4.407 |
4.394 |
| S2 |
4.347 |
4.347 |
4.401 |
|
| S3 |
4.287 |
4.320 |
4.396 |
|
| S4 |
4.227 |
4.260 |
4.379 |
|
|
| 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 |
4.536 |
4.331 |
0.205 |
4.6% |
0.079 |
1.8% |
40% |
False |
False |
7,349 |
| 10 |
4.599 |
4.331 |
0.268 |
6.1% |
0.091 |
2.1% |
30% |
False |
False |
7,053 |
| 20 |
4.809 |
4.331 |
0.478 |
10.8% |
0.088 |
2.0% |
17% |
False |
False |
5,726 |
| 40 |
4.958 |
4.331 |
0.627 |
14.2% |
0.094 |
2.1% |
13% |
False |
False |
4,066 |
| 60 |
5.330 |
4.331 |
0.999 |
22.6% |
0.099 |
2.3% |
8% |
False |
False |
3,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.690 |
|
2.618 |
4.592 |
|
1.618 |
4.532 |
|
1.000 |
4.495 |
|
0.618 |
4.472 |
|
HIGH |
4.435 |
|
0.618 |
4.412 |
|
0.500 |
4.405 |
|
0.382 |
4.398 |
|
LOW |
4.375 |
|
0.618 |
4.338 |
|
1.000 |
4.315 |
|
1.618 |
4.278 |
|
2.618 |
4.218 |
|
4.250 |
4.120 |
|
|
| Fisher Pivots for day following 19-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.410 |
4.405 |
| PP |
4.407 |
4.399 |
| S1 |
4.405 |
4.392 |
|