NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 09-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.492 |
2.444 |
-0.048 |
-1.9% |
2.810 |
| High |
2.508 |
2.585 |
0.077 |
3.1% |
2.844 |
| Low |
2.390 |
2.405 |
0.015 |
0.6% |
2.340 |
| Close |
2.448 |
2.483 |
0.035 |
1.4% |
2.499 |
| Range |
0.118 |
0.180 |
0.062 |
52.5% |
0.504 |
| ATR |
0.161 |
0.162 |
0.001 |
0.9% |
0.000 |
| Volume |
162,874 |
225,359 |
62,485 |
38.4% |
892,135 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.031 |
2.937 |
2.582 |
|
| R3 |
2.851 |
2.757 |
2.533 |
|
| R2 |
2.671 |
2.671 |
2.516 |
|
| R1 |
2.577 |
2.577 |
2.500 |
2.624 |
| PP |
2.491 |
2.491 |
2.491 |
2.515 |
| S1 |
2.397 |
2.397 |
2.467 |
2.444 |
| S2 |
2.311 |
2.311 |
2.450 |
|
| S3 |
2.131 |
2.217 |
2.434 |
|
| S4 |
1.951 |
2.037 |
2.384 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.073 |
3.790 |
2.776 |
|
| R3 |
3.569 |
3.286 |
2.638 |
|
| R2 |
3.065 |
3.065 |
2.591 |
|
| R1 |
2.782 |
2.782 |
2.545 |
2.672 |
| PP |
2.561 |
2.561 |
2.561 |
2.506 |
| S1 |
2.278 |
2.278 |
2.453 |
2.168 |
| S2 |
2.057 |
2.057 |
2.407 |
|
| S3 |
1.553 |
1.774 |
2.360 |
|
| S4 |
1.049 |
1.270 |
2.222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.618 |
2.390 |
0.228 |
9.2% |
0.143 |
5.8% |
41% |
False |
False |
175,432 |
| 10 |
2.844 |
2.340 |
0.504 |
20.3% |
0.170 |
6.8% |
28% |
False |
False |
180,850 |
| 20 |
2.844 |
2.289 |
0.555 |
22.4% |
0.169 |
6.8% |
35% |
False |
False |
156,705 |
| 40 |
3.356 |
2.289 |
1.067 |
43.0% |
0.137 |
5.5% |
18% |
False |
False |
100,334 |
| 60 |
3.741 |
2.289 |
1.452 |
58.5% |
0.127 |
5.1% |
13% |
False |
False |
79,370 |
| 80 |
4.114 |
2.289 |
1.825 |
73.5% |
0.120 |
4.8% |
11% |
False |
False |
64,124 |
| 100 |
4.333 |
2.289 |
2.044 |
82.3% |
0.112 |
4.5% |
9% |
False |
False |
54,285 |
| 120 |
4.516 |
2.289 |
2.227 |
89.7% |
0.111 |
4.5% |
9% |
False |
False |
46,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.350 |
|
2.618 |
3.056 |
|
1.618 |
2.876 |
|
1.000 |
2.765 |
|
0.618 |
2.696 |
|
HIGH |
2.585 |
|
0.618 |
2.516 |
|
0.500 |
2.495 |
|
0.382 |
2.474 |
|
LOW |
2.405 |
|
0.618 |
2.294 |
|
1.000 |
2.225 |
|
1.618 |
2.114 |
|
2.618 |
1.934 |
|
4.250 |
1.640 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.495 |
2.504 |
| PP |
2.491 |
2.497 |
| S1 |
2.487 |
2.490 |
|