NYMEX Natural Gas Future April 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 |
2.606 |
2.640 |
0.034 |
1.3% |
2.686 |
| High |
2.734 |
2.681 |
-0.053 |
-1.9% |
2.789 |
| Low |
2.556 |
2.611 |
0.055 |
2.2% |
2.547 |
| Close |
2.636 |
2.656 |
0.020 |
0.8% |
2.656 |
| Range |
0.178 |
0.070 |
-0.108 |
-60.7% |
0.242 |
| ATR |
0.153 |
0.147 |
-0.006 |
-3.9% |
0.000 |
| Volume |
85,336 |
91,377 |
6,041 |
7.1% |
415,039 |
|
| Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.859 |
2.828 |
2.695 |
|
| R3 |
2.789 |
2.758 |
2.675 |
|
| R2 |
2.719 |
2.719 |
2.669 |
|
| R1 |
2.688 |
2.688 |
2.662 |
2.704 |
| PP |
2.649 |
2.649 |
2.649 |
2.657 |
| S1 |
2.618 |
2.618 |
2.650 |
2.634 |
| S2 |
2.579 |
2.579 |
2.643 |
|
| S3 |
2.509 |
2.548 |
2.637 |
|
| S4 |
2.439 |
2.478 |
2.618 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.390 |
3.265 |
2.789 |
|
| R3 |
3.148 |
3.023 |
2.723 |
|
| R2 |
2.906 |
2.906 |
2.700 |
|
| R1 |
2.781 |
2.781 |
2.678 |
2.723 |
| PP |
2.664 |
2.664 |
2.664 |
2.635 |
| S1 |
2.539 |
2.539 |
2.634 |
2.481 |
| S2 |
2.422 |
2.422 |
2.612 |
|
| S3 |
2.180 |
2.297 |
2.589 |
|
| S4 |
1.938 |
2.055 |
2.523 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.789 |
2.547 |
0.242 |
9.1% |
0.130 |
4.9% |
45% |
False |
False |
83,007 |
| 10 |
2.942 |
2.500 |
0.442 |
16.6% |
0.149 |
5.6% |
35% |
False |
False |
81,009 |
| 20 |
2.942 |
2.438 |
0.504 |
19.0% |
0.157 |
5.9% |
43% |
False |
False |
78,996 |
| 40 |
3.395 |
2.438 |
0.957 |
36.0% |
0.129 |
4.9% |
23% |
False |
False |
55,441 |
| 60 |
3.765 |
2.438 |
1.327 |
50.0% |
0.120 |
4.5% |
16% |
False |
False |
46,365 |
| 80 |
4.052 |
2.438 |
1.614 |
60.8% |
0.113 |
4.3% |
14% |
False |
False |
39,659 |
| 100 |
4.315 |
2.438 |
1.877 |
70.7% |
0.108 |
4.0% |
12% |
False |
False |
34,920 |
| 120 |
4.500 |
2.438 |
2.062 |
77.6% |
0.106 |
4.0% |
11% |
False |
False |
31,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.979 |
|
2.618 |
2.864 |
|
1.618 |
2.794 |
|
1.000 |
2.751 |
|
0.618 |
2.724 |
|
HIGH |
2.681 |
|
0.618 |
2.654 |
|
0.500 |
2.646 |
|
0.382 |
2.638 |
|
LOW |
2.611 |
|
0.618 |
2.568 |
|
1.000 |
2.541 |
|
1.618 |
2.498 |
|
2.618 |
2.428 |
|
4.250 |
2.314 |
|
|
| Fisher Pivots for day following 10-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.653 |
2.651 |
| PP |
2.649 |
2.646 |
| S1 |
2.646 |
2.641 |
|