NYMEX Natural Gas Future May 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 |
2.803 |
2.907 |
0.104 |
3.7% |
2.754 |
| High |
2.961 |
2.918 |
-0.043 |
-1.5% |
2.961 |
| Low |
2.776 |
2.811 |
0.035 |
1.3% |
2.706 |
| Close |
2.926 |
2.880 |
-0.046 |
-1.6% |
2.926 |
| Range |
0.185 |
0.107 |
-0.078 |
-42.2% |
0.255 |
| ATR |
0.137 |
0.136 |
-0.002 |
-1.2% |
0.000 |
| Volume |
61,292 |
48,393 |
-12,899 |
-21.0% |
360,780 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.191 |
3.142 |
2.939 |
|
| R3 |
3.084 |
3.035 |
2.909 |
|
| R2 |
2.977 |
2.977 |
2.900 |
|
| R1 |
2.928 |
2.928 |
2.890 |
2.899 |
| PP |
2.870 |
2.870 |
2.870 |
2.855 |
| S1 |
2.821 |
2.821 |
2.870 |
2.792 |
| S2 |
2.763 |
2.763 |
2.860 |
|
| S3 |
2.656 |
2.714 |
2.851 |
|
| S4 |
2.549 |
2.607 |
2.821 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.629 |
3.533 |
3.066 |
|
| R3 |
3.374 |
3.278 |
2.996 |
|
| R2 |
3.119 |
3.119 |
2.973 |
|
| R1 |
3.023 |
3.023 |
2.949 |
3.071 |
| PP |
2.864 |
2.864 |
2.864 |
2.889 |
| S1 |
2.768 |
2.768 |
2.903 |
2.816 |
| S2 |
2.609 |
2.609 |
2.879 |
|
| S3 |
2.354 |
2.513 |
2.856 |
|
| S4 |
2.099 |
2.258 |
2.786 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.961 |
2.706 |
0.255 |
8.9% |
0.127 |
4.4% |
68% |
False |
False |
64,279 |
| 10 |
2.961 |
2.660 |
0.301 |
10.5% |
0.120 |
4.2% |
73% |
False |
False |
73,110 |
| 20 |
3.015 |
2.609 |
0.406 |
14.1% |
0.140 |
4.9% |
67% |
False |
False |
59,845 |
| 40 |
3.391 |
2.527 |
0.864 |
30.0% |
0.129 |
4.5% |
41% |
False |
False |
40,601 |
| 60 |
3.804 |
2.527 |
1.277 |
44.3% |
0.116 |
4.0% |
28% |
False |
False |
30,305 |
| 80 |
4.080 |
2.527 |
1.553 |
53.9% |
0.110 |
3.8% |
23% |
False |
False |
24,406 |
| 100 |
4.244 |
2.527 |
1.717 |
59.6% |
0.105 |
3.6% |
21% |
False |
False |
20,289 |
| 120 |
4.525 |
2.527 |
1.998 |
69.4% |
0.102 |
3.5% |
18% |
False |
False |
17,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.373 |
|
2.618 |
3.198 |
|
1.618 |
3.091 |
|
1.000 |
3.025 |
|
0.618 |
2.984 |
|
HIGH |
2.918 |
|
0.618 |
2.877 |
|
0.500 |
2.865 |
|
0.382 |
2.852 |
|
LOW |
2.811 |
|
0.618 |
2.745 |
|
1.000 |
2.704 |
|
1.618 |
2.638 |
|
2.618 |
2.531 |
|
4.250 |
2.356 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.875 |
2.868 |
| PP |
2.870 |
2.856 |
| S1 |
2.865 |
2.844 |
|