NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 13-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.481 |
2.448 |
-0.033 |
-1.3% |
2.503 |
| High |
2.528 |
2.470 |
-0.058 |
-2.3% |
2.618 |
| Low |
2.451 |
2.395 |
-0.056 |
-2.3% |
2.390 |
| Close |
2.475 |
2.431 |
-0.044 |
-1.8% |
2.475 |
| Range |
0.077 |
0.075 |
-0.002 |
-2.6% |
0.228 |
| ATR |
0.156 |
0.151 |
-0.005 |
-3.5% |
0.000 |
| Volume |
130,946 |
149,750 |
18,804 |
14.4% |
857,194 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.657 |
2.619 |
2.472 |
|
| R3 |
2.582 |
2.544 |
2.452 |
|
| R2 |
2.507 |
2.507 |
2.445 |
|
| R1 |
2.469 |
2.469 |
2.438 |
2.451 |
| PP |
2.432 |
2.432 |
2.432 |
2.423 |
| S1 |
2.394 |
2.394 |
2.424 |
2.376 |
| S2 |
2.357 |
2.357 |
2.417 |
|
| S3 |
2.282 |
2.319 |
2.410 |
|
| S4 |
2.207 |
2.244 |
2.390 |
|
|
| 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 |
9.4% |
0.123 |
5.1% |
18% |
False |
False |
173,909 |
| 10 |
2.689 |
2.340 |
0.349 |
14.4% |
0.147 |
6.0% |
26% |
False |
False |
175,087 |
| 20 |
2.844 |
2.289 |
0.555 |
22.8% |
0.167 |
6.9% |
26% |
False |
False |
159,705 |
| 40 |
3.278 |
2.289 |
0.989 |
40.7% |
0.136 |
5.6% |
14% |
False |
False |
104,530 |
| 60 |
3.741 |
2.289 |
1.452 |
59.7% |
0.127 |
5.2% |
10% |
False |
False |
83,320 |
| 80 |
4.070 |
2.289 |
1.781 |
73.3% |
0.118 |
4.9% |
8% |
False |
False |
67,053 |
| 100 |
4.281 |
2.289 |
1.992 |
81.9% |
0.113 |
4.6% |
7% |
False |
False |
56,936 |
| 120 |
4.516 |
2.289 |
2.227 |
91.6% |
0.111 |
4.6% |
6% |
False |
False |
49,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.789 |
|
2.618 |
2.666 |
|
1.618 |
2.591 |
|
1.000 |
2.545 |
|
0.618 |
2.516 |
|
HIGH |
2.470 |
|
0.618 |
2.441 |
|
0.500 |
2.433 |
|
0.382 |
2.424 |
|
LOW |
2.395 |
|
0.618 |
2.349 |
|
1.000 |
2.320 |
|
1.618 |
2.274 |
|
2.618 |
2.199 |
|
4.250 |
2.076 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.433 |
2.490 |
| PP |
2.432 |
2.470 |
| S1 |
2.432 |
2.451 |
|