NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.622 |
2.697 |
0.075 |
2.9% |
2.630 |
| High |
2.723 |
2.862 |
0.139 |
5.1% |
2.862 |
| Low |
2.604 |
2.670 |
0.066 |
2.5% |
2.581 |
| Close |
2.713 |
2.824 |
0.111 |
4.1% |
2.824 |
| Range |
0.119 |
0.192 |
0.073 |
61.3% |
0.281 |
| ATR |
0.139 |
0.142 |
0.004 |
2.7% |
0.000 |
| Volume |
105,303 |
84,708 |
-20,595 |
-19.6% |
501,162 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.361 |
3.285 |
2.930 |
|
| R3 |
3.169 |
3.093 |
2.877 |
|
| R2 |
2.977 |
2.977 |
2.859 |
|
| R1 |
2.901 |
2.901 |
2.842 |
2.939 |
| PP |
2.785 |
2.785 |
2.785 |
2.805 |
| S1 |
2.709 |
2.709 |
2.806 |
2.747 |
| S2 |
2.593 |
2.593 |
2.789 |
|
| S3 |
2.401 |
2.517 |
2.771 |
|
| S4 |
2.209 |
2.325 |
2.718 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.599 |
3.492 |
2.979 |
|
| R3 |
3.318 |
3.211 |
2.901 |
|
| R2 |
3.037 |
3.037 |
2.876 |
|
| R1 |
2.930 |
2.930 |
2.850 |
2.984 |
| PP |
2.756 |
2.756 |
2.756 |
2.782 |
| S1 |
2.649 |
2.649 |
2.798 |
2.703 |
| S2 |
2.475 |
2.475 |
2.772 |
|
| S3 |
2.194 |
2.368 |
2.747 |
|
| S4 |
1.913 |
2.087 |
2.669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.862 |
2.581 |
0.281 |
10.0% |
0.126 |
4.5% |
86% |
True |
False |
100,232 |
| 10 |
2.862 |
2.547 |
0.315 |
11.2% |
0.128 |
4.5% |
88% |
True |
False |
91,620 |
| 20 |
2.942 |
2.438 |
0.504 |
17.8% |
0.159 |
5.6% |
77% |
False |
False |
89,060 |
| 40 |
3.340 |
2.438 |
0.902 |
31.9% |
0.135 |
4.8% |
43% |
False |
False |
64,400 |
| 60 |
3.765 |
2.438 |
1.327 |
47.0% |
0.122 |
4.3% |
29% |
False |
False |
52,512 |
| 80 |
4.052 |
2.438 |
1.614 |
57.2% |
0.116 |
4.1% |
24% |
False |
False |
44,654 |
| 100 |
4.270 |
2.438 |
1.832 |
64.9% |
0.111 |
3.9% |
21% |
False |
False |
39,311 |
| 120 |
4.500 |
2.438 |
2.062 |
73.0% |
0.108 |
3.8% |
19% |
False |
False |
34,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.678 |
|
2.618 |
3.365 |
|
1.618 |
3.173 |
|
1.000 |
3.054 |
|
0.618 |
2.981 |
|
HIGH |
2.862 |
|
0.618 |
2.789 |
|
0.500 |
2.766 |
|
0.382 |
2.743 |
|
LOW |
2.670 |
|
0.618 |
2.551 |
|
1.000 |
2.478 |
|
1.618 |
2.359 |
|
2.618 |
2.167 |
|
4.250 |
1.854 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.805 |
2.791 |
| PP |
2.785 |
2.757 |
| S1 |
2.766 |
2.724 |
|