NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 06-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
4.493 |
4.328 |
-0.165 |
-3.7% |
4.399 |
| High |
4.493 |
4.400 |
-0.093 |
-2.1% |
4.580 |
| Low |
4.316 |
4.310 |
-0.006 |
-0.1% |
4.262 |
| Close |
4.341 |
4.390 |
0.049 |
1.1% |
4.341 |
| Range |
0.177 |
0.090 |
-0.087 |
-49.2% |
0.318 |
| ATR |
0.113 |
0.111 |
-0.002 |
-1.4% |
0.000 |
| Volume |
6,143 |
6,529 |
386 |
6.3% |
31,921 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.637 |
4.603 |
4.440 |
|
| R3 |
4.547 |
4.513 |
4.415 |
|
| R2 |
4.457 |
4.457 |
4.407 |
|
| R1 |
4.423 |
4.423 |
4.398 |
4.440 |
| PP |
4.367 |
4.367 |
4.367 |
4.375 |
| S1 |
4.333 |
4.333 |
4.382 |
4.350 |
| S2 |
4.277 |
4.277 |
4.374 |
|
| S3 |
4.187 |
4.243 |
4.365 |
|
| S4 |
4.097 |
4.153 |
4.341 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.348 |
5.163 |
4.516 |
|
| R3 |
5.030 |
4.845 |
4.428 |
|
| R2 |
4.712 |
4.712 |
4.399 |
|
| R1 |
4.527 |
4.527 |
4.370 |
4.461 |
| PP |
4.394 |
4.394 |
4.394 |
4.361 |
| S1 |
4.209 |
4.209 |
4.312 |
4.143 |
| S2 |
4.076 |
4.076 |
4.283 |
|
| S3 |
3.758 |
3.891 |
4.254 |
|
| S4 |
3.440 |
3.573 |
4.166 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.580 |
4.262 |
0.318 |
7.2% |
0.141 |
3.2% |
40% |
False |
False |
6,309 |
| 10 |
4.580 |
4.261 |
0.319 |
7.3% |
0.122 |
2.8% |
40% |
False |
False |
5,913 |
| 20 |
4.599 |
4.261 |
0.338 |
7.7% |
0.105 |
2.4% |
38% |
False |
False |
6,156 |
| 40 |
4.958 |
4.261 |
0.697 |
15.9% |
0.099 |
2.3% |
19% |
False |
False |
4,965 |
| 60 |
5.227 |
4.261 |
0.966 |
22.0% |
0.101 |
2.3% |
13% |
False |
False |
3,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.783 |
|
2.618 |
4.636 |
|
1.618 |
4.546 |
|
1.000 |
4.490 |
|
0.618 |
4.456 |
|
HIGH |
4.400 |
|
0.618 |
4.366 |
|
0.500 |
4.355 |
|
0.382 |
4.344 |
|
LOW |
4.310 |
|
0.618 |
4.254 |
|
1.000 |
4.220 |
|
1.618 |
4.164 |
|
2.618 |
4.074 |
|
4.250 |
3.928 |
|
|
| Fisher Pivots for day following 06-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.378 |
4.445 |
| PP |
4.367 |
4.427 |
| S1 |
4.355 |
4.408 |
|