NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.722 |
2.622 |
-0.100 |
-3.7% |
2.686 |
| High |
2.725 |
2.723 |
-0.002 |
-0.1% |
2.789 |
| Low |
2.586 |
2.604 |
0.018 |
0.7% |
2.547 |
| Close |
2.616 |
2.713 |
0.097 |
3.7% |
2.656 |
| Range |
0.139 |
0.119 |
-0.020 |
-14.4% |
0.242 |
| ATR |
0.140 |
0.139 |
-0.002 |
-1.1% |
0.000 |
| Volume |
125,327 |
105,303 |
-20,024 |
-16.0% |
415,039 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.037 |
2.994 |
2.778 |
|
| R3 |
2.918 |
2.875 |
2.746 |
|
| R2 |
2.799 |
2.799 |
2.735 |
|
| R1 |
2.756 |
2.756 |
2.724 |
2.778 |
| PP |
2.680 |
2.680 |
2.680 |
2.691 |
| S1 |
2.637 |
2.637 |
2.702 |
2.659 |
| S2 |
2.561 |
2.561 |
2.691 |
|
| S3 |
2.442 |
2.518 |
2.680 |
|
| S4 |
2.323 |
2.399 |
2.648 |
|
|
| 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 |
2.739 |
2.581 |
0.158 |
5.8% |
0.102 |
3.8% |
84% |
False |
False |
101,566 |
| 10 |
2.789 |
2.547 |
0.242 |
8.9% |
0.119 |
4.4% |
69% |
False |
False |
92,147 |
| 20 |
2.942 |
2.438 |
0.504 |
18.6% |
0.154 |
5.7% |
55% |
False |
False |
88,368 |
| 40 |
3.340 |
2.438 |
0.902 |
33.2% |
0.132 |
4.9% |
30% |
False |
False |
62,850 |
| 60 |
3.765 |
2.438 |
1.327 |
48.9% |
0.121 |
4.5% |
21% |
False |
False |
51,554 |
| 80 |
4.052 |
2.438 |
1.614 |
59.5% |
0.115 |
4.2% |
17% |
False |
False |
43,795 |
| 100 |
4.270 |
2.438 |
1.832 |
67.5% |
0.110 |
4.0% |
15% |
False |
False |
38,567 |
| 120 |
4.500 |
2.438 |
2.062 |
76.0% |
0.107 |
3.9% |
13% |
False |
False |
34,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.229 |
|
2.618 |
3.035 |
|
1.618 |
2.916 |
|
1.000 |
2.842 |
|
0.618 |
2.797 |
|
HIGH |
2.723 |
|
0.618 |
2.678 |
|
0.500 |
2.664 |
|
0.382 |
2.649 |
|
LOW |
2.604 |
|
0.618 |
2.530 |
|
1.000 |
2.485 |
|
1.618 |
2.411 |
|
2.618 |
2.292 |
|
4.250 |
2.098 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.697 |
2.696 |
| PP |
2.680 |
2.679 |
| S1 |
2.664 |
2.663 |
|