NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4.399 |
4.290 |
-0.109 |
-2.5% |
4.368 |
| High |
4.399 |
4.368 |
-0.031 |
-0.7% |
4.433 |
| Low |
4.306 |
4.262 |
-0.044 |
-1.0% |
4.261 |
| Close |
4.306 |
4.359 |
0.053 |
1.2% |
4.389 |
| Range |
0.093 |
0.106 |
0.013 |
14.0% |
0.172 |
| ATR |
0.097 |
0.098 |
0.001 |
0.7% |
0.000 |
| Volume |
6,904 |
5,475 |
-1,429 |
-20.7% |
24,193 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.648 |
4.609 |
4.417 |
|
| R3 |
4.542 |
4.503 |
4.388 |
|
| R2 |
4.436 |
4.436 |
4.378 |
|
| R1 |
4.397 |
4.397 |
4.369 |
4.417 |
| PP |
4.330 |
4.330 |
4.330 |
4.339 |
| S1 |
4.291 |
4.291 |
4.349 |
4.311 |
| S2 |
4.224 |
4.224 |
4.340 |
|
| S3 |
4.118 |
4.185 |
4.330 |
|
| S4 |
4.012 |
4.079 |
4.301 |
|
|
| 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 |
4.417 |
4.261 |
0.156 |
3.6% |
0.099 |
2.3% |
63% |
False |
False |
5,807 |
| 10 |
4.453 |
4.261 |
0.192 |
4.4% |
0.094 |
2.2% |
51% |
False |
False |
6,212 |
| 20 |
4.599 |
4.261 |
0.338 |
7.8% |
0.097 |
2.2% |
29% |
False |
False |
6,236 |
| 40 |
4.958 |
4.261 |
0.697 |
16.0% |
0.096 |
2.2% |
14% |
False |
False |
4,560 |
| 60 |
5.330 |
4.261 |
1.069 |
24.5% |
0.098 |
2.2% |
9% |
False |
False |
3,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.819 |
|
2.618 |
4.646 |
|
1.618 |
4.540 |
|
1.000 |
4.474 |
|
0.618 |
4.434 |
|
HIGH |
4.368 |
|
0.618 |
4.328 |
|
0.500 |
4.315 |
|
0.382 |
4.302 |
|
LOW |
4.262 |
|
0.618 |
4.196 |
|
1.000 |
4.156 |
|
1.618 |
4.090 |
|
2.618 |
3.984 |
|
4.250 |
3.812 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.344 |
4.353 |
| PP |
4.330 |
4.346 |
| S1 |
4.315 |
4.340 |
|