NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.697 |
2.817 |
0.120 |
4.4% |
2.630 |
| High |
2.862 |
2.817 |
-0.045 |
-1.6% |
2.862 |
| Low |
2.670 |
2.705 |
0.035 |
1.3% |
2.581 |
| Close |
2.824 |
2.773 |
-0.051 |
-1.8% |
2.824 |
| Range |
0.192 |
0.112 |
-0.080 |
-41.7% |
0.281 |
| ATR |
0.142 |
0.141 |
-0.002 |
-1.2% |
0.000 |
| Volume |
84,708 |
69,822 |
-14,886 |
-17.6% |
501,162 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.101 |
3.049 |
2.835 |
|
| R3 |
2.989 |
2.937 |
2.804 |
|
| R2 |
2.877 |
2.877 |
2.794 |
|
| R1 |
2.825 |
2.825 |
2.783 |
2.795 |
| PP |
2.765 |
2.765 |
2.765 |
2.750 |
| S1 |
2.713 |
2.713 |
2.763 |
2.683 |
| S2 |
2.653 |
2.653 |
2.752 |
|
| S3 |
2.541 |
2.601 |
2.742 |
|
| S4 |
2.429 |
2.489 |
2.711 |
|
|
| 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 |
2.586 |
0.276 |
10.0% |
0.135 |
4.9% |
68% |
False |
False |
98,422 |
| 10 |
2.862 |
2.547 |
0.315 |
11.4% |
0.126 |
4.5% |
72% |
False |
False |
92,407 |
| 20 |
2.942 |
2.500 |
0.442 |
15.9% |
0.145 |
5.2% |
62% |
False |
False |
89,387 |
| 40 |
3.340 |
2.438 |
0.902 |
32.5% |
0.135 |
4.9% |
37% |
False |
False |
65,489 |
| 60 |
3.765 |
2.438 |
1.327 |
47.9% |
0.122 |
4.4% |
25% |
False |
False |
53,158 |
| 80 |
4.052 |
2.438 |
1.614 |
58.2% |
0.116 |
4.2% |
21% |
False |
False |
45,399 |
| 100 |
4.211 |
2.438 |
1.773 |
63.9% |
0.111 |
4.0% |
19% |
False |
False |
39,930 |
| 120 |
4.500 |
2.438 |
2.062 |
74.4% |
0.108 |
3.9% |
16% |
False |
False |
35,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.293 |
|
2.618 |
3.110 |
|
1.618 |
2.998 |
|
1.000 |
2.929 |
|
0.618 |
2.886 |
|
HIGH |
2.817 |
|
0.618 |
2.774 |
|
0.500 |
2.761 |
|
0.382 |
2.748 |
|
LOW |
2.705 |
|
0.618 |
2.636 |
|
1.000 |
2.593 |
|
1.618 |
2.524 |
|
2.618 |
2.412 |
|
4.250 |
2.229 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.769 |
2.760 |
| PP |
2.765 |
2.746 |
| S1 |
2.761 |
2.733 |
|