NYMEX Natural Gas Future June 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 |
2.854 |
2.863 |
0.009 |
0.3% |
2.857 |
| High |
2.870 |
2.940 |
0.070 |
2.4% |
2.989 |
| Low |
2.811 |
2.853 |
0.042 |
1.5% |
2.750 |
| Close |
2.847 |
2.901 |
0.054 |
1.9% |
2.890 |
| Range |
0.059 |
0.087 |
0.028 |
47.5% |
0.239 |
| ATR |
0.134 |
0.131 |
-0.003 |
-2.2% |
0.000 |
| Volume |
24,843 |
25,594 |
751 |
3.0% |
160,941 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.159 |
3.117 |
2.949 |
|
| R3 |
3.072 |
3.030 |
2.925 |
|
| R2 |
2.985 |
2.985 |
2.917 |
|
| R1 |
2.943 |
2.943 |
2.909 |
2.964 |
| PP |
2.898 |
2.898 |
2.898 |
2.909 |
| S1 |
2.856 |
2.856 |
2.893 |
2.877 |
| S2 |
2.811 |
2.811 |
2.885 |
|
| S3 |
2.724 |
2.769 |
2.877 |
|
| S4 |
2.637 |
2.682 |
2.853 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.593 |
3.481 |
3.021 |
|
| R3 |
3.354 |
3.242 |
2.956 |
|
| R2 |
3.115 |
3.115 |
2.934 |
|
| R1 |
3.003 |
3.003 |
2.912 |
3.059 |
| PP |
2.876 |
2.876 |
2.876 |
2.905 |
| S1 |
2.764 |
2.764 |
2.868 |
2.820 |
| S2 |
2.637 |
2.637 |
2.846 |
|
| S3 |
2.398 |
2.525 |
2.824 |
|
| S4 |
2.159 |
2.286 |
2.759 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.950 |
2.750 |
0.200 |
6.9% |
0.094 |
3.2% |
76% |
False |
False |
32,644 |
| 10 |
2.989 |
2.680 |
0.309 |
10.7% |
0.120 |
4.1% |
72% |
False |
False |
29,642 |
| 20 |
3.077 |
2.590 |
0.487 |
16.8% |
0.144 |
5.0% |
64% |
False |
False |
27,235 |
| 40 |
3.441 |
2.590 |
0.851 |
29.3% |
0.119 |
4.1% |
37% |
False |
False |
17,609 |
| 60 |
3.851 |
2.590 |
1.261 |
43.5% |
0.110 |
3.8% |
25% |
False |
False |
13,422 |
| 80 |
4.118 |
2.590 |
1.528 |
52.7% |
0.103 |
3.6% |
20% |
False |
False |
10,721 |
| 100 |
4.344 |
2.590 |
1.754 |
60.5% |
0.099 |
3.4% |
18% |
False |
False |
8,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.310 |
|
2.618 |
3.168 |
|
1.618 |
3.081 |
|
1.000 |
3.027 |
|
0.618 |
2.994 |
|
HIGH |
2.940 |
|
0.618 |
2.907 |
|
0.500 |
2.897 |
|
0.382 |
2.886 |
|
LOW |
2.853 |
|
0.618 |
2.799 |
|
1.000 |
2.766 |
|
1.618 |
2.712 |
|
2.618 |
2.625 |
|
4.250 |
2.483 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.900 |
2.893 |
| PP |
2.898 |
2.884 |
| S1 |
2.897 |
2.876 |
|