NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 07-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
4.328 |
4.364 |
0.036 |
0.8% |
4.399 |
| High |
4.400 |
4.466 |
0.066 |
1.5% |
4.580 |
| Low |
4.310 |
4.350 |
0.040 |
0.9% |
4.262 |
| Close |
4.390 |
4.384 |
-0.006 |
-0.1% |
4.341 |
| Range |
0.090 |
0.116 |
0.026 |
28.9% |
0.318 |
| ATR |
0.111 |
0.111 |
0.000 |
0.3% |
0.000 |
| Volume |
6,529 |
5,141 |
-1,388 |
-21.3% |
31,921 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.748 |
4.682 |
4.448 |
|
| R3 |
4.632 |
4.566 |
4.416 |
|
| R2 |
4.516 |
4.516 |
4.405 |
|
| R1 |
4.450 |
4.450 |
4.395 |
4.483 |
| PP |
4.400 |
4.400 |
4.400 |
4.417 |
| S1 |
4.334 |
4.334 |
4.373 |
4.367 |
| S2 |
4.284 |
4.284 |
4.363 |
|
| S3 |
4.168 |
4.218 |
4.352 |
|
| S4 |
4.052 |
4.102 |
4.320 |
|
|
| 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 |
4.310 |
0.270 |
6.2% |
0.143 |
3.3% |
27% |
False |
False |
6,242 |
| 10 |
4.580 |
4.261 |
0.319 |
7.3% |
0.121 |
2.8% |
39% |
False |
False |
6,025 |
| 20 |
4.599 |
4.261 |
0.338 |
7.7% |
0.105 |
2.4% |
36% |
False |
False |
6,154 |
| 40 |
4.958 |
4.261 |
0.697 |
15.9% |
0.100 |
2.3% |
18% |
False |
False |
5,061 |
| 60 |
5.115 |
4.261 |
0.854 |
19.5% |
0.100 |
2.3% |
14% |
False |
False |
4,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.959 |
|
2.618 |
4.770 |
|
1.618 |
4.654 |
|
1.000 |
4.582 |
|
0.618 |
4.538 |
|
HIGH |
4.466 |
|
0.618 |
4.422 |
|
0.500 |
4.408 |
|
0.382 |
4.394 |
|
LOW |
4.350 |
|
0.618 |
4.278 |
|
1.000 |
4.234 |
|
1.618 |
4.162 |
|
2.618 |
4.046 |
|
4.250 |
3.857 |
|
|
| Fisher Pivots for day following 07-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.408 |
4.402 |
| PP |
4.400 |
4.396 |
| S1 |
4.392 |
4.390 |
|