NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 10-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.444 |
2.481 |
0.037 |
1.5% |
2.503 |
| High |
2.585 |
2.528 |
-0.057 |
-2.2% |
2.618 |
| Low |
2.405 |
2.451 |
0.046 |
1.9% |
2.390 |
| Close |
2.483 |
2.475 |
-0.008 |
-0.3% |
2.475 |
| Range |
0.180 |
0.077 |
-0.103 |
-57.2% |
0.228 |
| ATR |
0.162 |
0.156 |
-0.006 |
-3.7% |
0.000 |
| Volume |
225,359 |
130,946 |
-94,413 |
-41.9% |
857,194 |
|
| Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.716 |
2.672 |
2.517 |
|
| R3 |
2.639 |
2.595 |
2.496 |
|
| R2 |
2.562 |
2.562 |
2.489 |
|
| R1 |
2.518 |
2.518 |
2.482 |
2.502 |
| PP |
2.485 |
2.485 |
2.485 |
2.476 |
| S1 |
2.441 |
2.441 |
2.468 |
2.425 |
| S2 |
2.408 |
2.408 |
2.461 |
|
| S3 |
2.331 |
2.364 |
2.454 |
|
| S4 |
2.254 |
2.287 |
2.433 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.178 |
3.055 |
2.600 |
|
| R3 |
2.950 |
2.827 |
2.538 |
|
| R2 |
2.722 |
2.722 |
2.517 |
|
| R1 |
2.599 |
2.599 |
2.496 |
2.547 |
| PP |
2.494 |
2.494 |
2.494 |
2.468 |
| S1 |
2.371 |
2.371 |
2.454 |
2.319 |
| S2 |
2.266 |
2.266 |
2.433 |
|
| S3 |
2.038 |
2.143 |
2.412 |
|
| S4 |
1.810 |
1.915 |
2.350 |
|
|
| 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% |
0.136 |
5.5% |
37% |
False |
False |
171,438 |
| 10 |
2.844 |
2.340 |
0.504 |
20.4% |
0.159 |
6.4% |
27% |
False |
False |
174,932 |
| 20 |
2.844 |
2.289 |
0.555 |
22.4% |
0.168 |
6.8% |
34% |
False |
False |
157,541 |
| 40 |
3.347 |
2.289 |
1.058 |
42.7% |
0.138 |
5.6% |
18% |
False |
False |
102,156 |
| 60 |
3.741 |
2.289 |
1.452 |
58.7% |
0.127 |
5.1% |
13% |
False |
False |
81,217 |
| 80 |
4.070 |
2.289 |
1.781 |
72.0% |
0.119 |
4.8% |
10% |
False |
False |
65,407 |
| 100 |
4.333 |
2.289 |
2.044 |
82.6% |
0.113 |
4.6% |
9% |
False |
False |
55,541 |
| 120 |
4.516 |
2.289 |
2.227 |
90.0% |
0.111 |
4.5% |
8% |
False |
False |
47,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.855 |
|
2.618 |
2.730 |
|
1.618 |
2.653 |
|
1.000 |
2.605 |
|
0.618 |
2.576 |
|
HIGH |
2.528 |
|
0.618 |
2.499 |
|
0.500 |
2.490 |
|
0.382 |
2.480 |
|
LOW |
2.451 |
|
0.618 |
2.403 |
|
1.000 |
2.374 |
|
1.618 |
2.326 |
|
2.618 |
2.249 |
|
4.250 |
2.124 |
|
|
| Fisher Pivots for day following 10-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.490 |
2.488 |
| PP |
2.485 |
2.483 |
| S1 |
2.480 |
2.479 |
|