NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 14-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.754 |
2.774 |
0.020 |
0.7% |
2.769 |
| High |
2.779 |
2.854 |
0.075 |
2.7% |
2.905 |
| Low |
2.715 |
2.752 |
0.037 |
1.4% |
2.660 |
| Close |
2.751 |
2.812 |
0.061 |
2.2% |
2.792 |
| Range |
0.064 |
0.102 |
0.038 |
59.4% |
0.245 |
| ATR |
0.138 |
0.136 |
-0.003 |
-1.8% |
0.000 |
| Volume |
87,777 |
86,564 |
-1,213 |
-1.4% |
369,268 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.112 |
3.064 |
2.868 |
|
| R3 |
3.010 |
2.962 |
2.840 |
|
| R2 |
2.908 |
2.908 |
2.831 |
|
| R1 |
2.860 |
2.860 |
2.821 |
2.884 |
| PP |
2.806 |
2.806 |
2.806 |
2.818 |
| S1 |
2.758 |
2.758 |
2.803 |
2.782 |
| S2 |
2.704 |
2.704 |
2.793 |
|
| S3 |
2.602 |
2.656 |
2.784 |
|
| S4 |
2.500 |
2.554 |
2.756 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.521 |
3.401 |
2.927 |
|
| R3 |
3.276 |
3.156 |
2.859 |
|
| R2 |
3.031 |
3.031 |
2.837 |
|
| R1 |
2.911 |
2.911 |
2.814 |
2.971 |
| PP |
2.786 |
2.786 |
2.786 |
2.816 |
| S1 |
2.666 |
2.666 |
2.770 |
2.726 |
| S2 |
2.541 |
2.541 |
2.747 |
|
| S3 |
2.296 |
2.421 |
2.725 |
|
| S4 |
2.051 |
2.176 |
2.657 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.854 |
2.660 |
0.194 |
6.9% |
0.101 |
3.6% |
78% |
True |
False |
90,391 |
| 10 |
2.905 |
2.609 |
0.296 |
10.5% |
0.126 |
4.5% |
69% |
False |
False |
68,527 |
| 20 |
3.015 |
2.527 |
0.488 |
17.4% |
0.149 |
5.3% |
58% |
False |
False |
55,860 |
| 40 |
3.391 |
2.527 |
0.864 |
30.7% |
0.124 |
4.4% |
33% |
False |
False |
35,560 |
| 60 |
3.804 |
2.527 |
1.277 |
45.4% |
0.114 |
4.0% |
22% |
False |
False |
26,856 |
| 80 |
4.080 |
2.527 |
1.553 |
55.2% |
0.107 |
3.8% |
18% |
False |
False |
21,666 |
| 100 |
4.303 |
2.527 |
1.776 |
63.2% |
0.102 |
3.6% |
16% |
False |
False |
18,052 |
| 120 |
4.525 |
2.527 |
1.998 |
71.1% |
0.100 |
3.6% |
14% |
False |
False |
15,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.288 |
|
2.618 |
3.121 |
|
1.618 |
3.019 |
|
1.000 |
2.956 |
|
0.618 |
2.917 |
|
HIGH |
2.854 |
|
0.618 |
2.815 |
|
0.500 |
2.803 |
|
0.382 |
2.791 |
|
LOW |
2.752 |
|
0.618 |
2.689 |
|
1.000 |
2.650 |
|
1.618 |
2.587 |
|
2.618 |
2.485 |
|
4.250 |
2.319 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.809 |
2.803 |
| PP |
2.806 |
2.794 |
| S1 |
2.803 |
2.785 |
|