NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 22-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4.406 |
4.368 |
-0.038 |
-0.9% |
4.493 |
| High |
4.435 |
4.399 |
-0.036 |
-0.8% |
4.536 |
| Low |
4.375 |
4.324 |
-0.051 |
-1.2% |
4.331 |
| Close |
4.412 |
4.330 |
-0.082 |
-1.9% |
4.412 |
| Range |
0.060 |
0.075 |
0.015 |
25.0% |
0.205 |
| ATR |
0.095 |
0.095 |
-0.001 |
-0.6% |
0.000 |
| Volume |
8,653 |
3,512 |
-5,141 |
-59.4% |
36,747 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.576 |
4.528 |
4.371 |
|
| R3 |
4.501 |
4.453 |
4.351 |
|
| R2 |
4.426 |
4.426 |
4.344 |
|
| R1 |
4.378 |
4.378 |
4.337 |
4.365 |
| PP |
4.351 |
4.351 |
4.351 |
4.344 |
| S1 |
4.303 |
4.303 |
4.323 |
4.290 |
| S2 |
4.276 |
4.276 |
4.316 |
|
| S3 |
4.201 |
4.228 |
4.309 |
|
| S4 |
4.126 |
4.153 |
4.289 |
|
|
| 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 |
4.476 |
4.324 |
0.152 |
3.5% |
0.077 |
1.8% |
4% |
False |
True |
7,392 |
| 10 |
4.599 |
4.324 |
0.275 |
6.4% |
0.088 |
2.0% |
2% |
False |
True |
6,399 |
| 20 |
4.753 |
4.324 |
0.429 |
9.9% |
0.087 |
2.0% |
1% |
False |
True |
5,807 |
| 40 |
4.958 |
4.324 |
0.634 |
14.6% |
0.095 |
2.2% |
1% |
False |
True |
4,111 |
| 60 |
5.330 |
4.324 |
1.006 |
23.2% |
0.098 |
2.3% |
1% |
False |
True |
3,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.718 |
|
2.618 |
4.595 |
|
1.618 |
4.520 |
|
1.000 |
4.474 |
|
0.618 |
4.445 |
|
HIGH |
4.399 |
|
0.618 |
4.370 |
|
0.500 |
4.362 |
|
0.382 |
4.353 |
|
LOW |
4.324 |
|
0.618 |
4.278 |
|
1.000 |
4.249 |
|
1.618 |
4.203 |
|
2.618 |
4.128 |
|
4.250 |
4.005 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.362 |
4.387 |
| PP |
4.351 |
4.368 |
| S1 |
4.341 |
4.349 |
|