NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 23-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4.368 |
4.330 |
-0.038 |
-0.9% |
4.493 |
| High |
4.399 |
4.433 |
0.034 |
0.8% |
4.536 |
| Low |
4.324 |
4.308 |
-0.016 |
-0.4% |
4.331 |
| Close |
4.330 |
4.377 |
0.047 |
1.1% |
4.412 |
| Range |
0.075 |
0.125 |
0.050 |
66.7% |
0.205 |
| ATR |
0.095 |
0.097 |
0.002 |
2.3% |
0.000 |
| Volume |
3,512 |
4,021 |
509 |
14.5% |
36,747 |
|
| Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.748 |
4.687 |
4.446 |
|
| R3 |
4.623 |
4.562 |
4.411 |
|
| R2 |
4.498 |
4.498 |
4.400 |
|
| R1 |
4.437 |
4.437 |
4.388 |
4.468 |
| PP |
4.373 |
4.373 |
4.373 |
4.388 |
| S1 |
4.312 |
4.312 |
4.366 |
4.343 |
| S2 |
4.248 |
4.248 |
4.354 |
|
| S3 |
4.123 |
4.187 |
4.343 |
|
| S4 |
3.998 |
4.062 |
4.308 |
|
|
| 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 |
4.453 |
4.308 |
0.145 |
3.3% |
0.089 |
2.0% |
48% |
False |
True |
6,617 |
| 10 |
4.599 |
4.308 |
0.291 |
6.6% |
0.089 |
2.0% |
24% |
False |
True |
6,283 |
| 20 |
4.753 |
4.308 |
0.445 |
10.2% |
0.090 |
2.1% |
16% |
False |
True |
5,834 |
| 40 |
4.958 |
4.308 |
0.650 |
14.9% |
0.096 |
2.2% |
11% |
False |
True |
4,192 |
| 60 |
5.330 |
4.308 |
1.022 |
23.3% |
0.098 |
2.2% |
7% |
False |
True |
3,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.964 |
|
2.618 |
4.760 |
|
1.618 |
4.635 |
|
1.000 |
4.558 |
|
0.618 |
4.510 |
|
HIGH |
4.433 |
|
0.618 |
4.385 |
|
0.500 |
4.371 |
|
0.382 |
4.356 |
|
LOW |
4.308 |
|
0.618 |
4.231 |
|
1.000 |
4.183 |
|
1.618 |
4.106 |
|
2.618 |
3.981 |
|
4.250 |
3.777 |
|
|
| Fisher Pivots for day following 23-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.375 |
4.375 |
| PP |
4.373 |
4.373 |
| S1 |
4.371 |
4.372 |
|