NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 26-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4.308 |
4.352 |
0.044 |
1.0% |
4.368 |
| High |
4.362 |
4.417 |
0.055 |
1.3% |
4.433 |
| Low |
4.261 |
4.328 |
0.067 |
1.6% |
4.261 |
| Close |
4.354 |
4.389 |
0.035 |
0.8% |
4.389 |
| Range |
0.101 |
0.089 |
-0.012 |
-11.9% |
0.172 |
| ATR |
0.098 |
0.097 |
-0.001 |
-0.6% |
0.000 |
| Volume |
3,928 |
5,092 |
1,164 |
29.6% |
24,193 |
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.645 |
4.606 |
4.438 |
|
| R3 |
4.556 |
4.517 |
4.413 |
|
| R2 |
4.467 |
4.467 |
4.405 |
|
| R1 |
4.428 |
4.428 |
4.397 |
4.448 |
| PP |
4.378 |
4.378 |
4.378 |
4.388 |
| S1 |
4.339 |
4.339 |
4.381 |
4.359 |
| S2 |
4.289 |
4.289 |
4.373 |
|
| S3 |
4.200 |
4.250 |
4.365 |
|
| S4 |
4.111 |
4.161 |
4.340 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.877 |
4.805 |
4.484 |
|
| R3 |
4.705 |
4.633 |
4.436 |
|
| R2 |
4.533 |
4.533 |
4.421 |
|
| R1 |
4.461 |
4.461 |
4.405 |
4.497 |
| PP |
4.361 |
4.361 |
4.361 |
4.379 |
| S1 |
4.289 |
4.289 |
4.373 |
4.325 |
| S2 |
4.189 |
4.189 |
4.357 |
|
| S3 |
4.017 |
4.117 |
4.342 |
|
| S4 |
3.845 |
3.945 |
4.294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.433 |
4.261 |
0.172 |
3.9% |
0.099 |
2.3% |
74% |
False |
False |
4,838 |
| 10 |
4.536 |
4.261 |
0.275 |
6.3% |
0.089 |
2.0% |
47% |
False |
False |
6,094 |
| 20 |
4.636 |
4.261 |
0.375 |
8.5% |
0.094 |
2.1% |
34% |
False |
False |
6,051 |
| 40 |
4.958 |
4.261 |
0.697 |
15.9% |
0.095 |
2.2% |
18% |
False |
False |
4,407 |
| 60 |
5.330 |
4.261 |
1.069 |
24.4% |
0.098 |
2.2% |
12% |
False |
False |
3,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.795 |
|
2.618 |
4.650 |
|
1.618 |
4.561 |
|
1.000 |
4.506 |
|
0.618 |
4.472 |
|
HIGH |
4.417 |
|
0.618 |
4.383 |
|
0.500 |
4.373 |
|
0.382 |
4.362 |
|
LOW |
4.328 |
|
0.618 |
4.273 |
|
1.000 |
4.239 |
|
1.618 |
4.184 |
|
2.618 |
4.095 |
|
4.250 |
3.950 |
|
|
| Fisher Pivots for day following 26-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.384 |
4.372 |
| PP |
4.378 |
4.356 |
| S1 |
4.373 |
4.339 |
|