NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.863 |
2.908 |
0.045 |
1.6% |
2.857 |
| High |
2.940 |
2.920 |
-0.020 |
-0.7% |
2.989 |
| Low |
2.853 |
2.801 |
-0.052 |
-1.8% |
2.750 |
| Close |
2.901 |
2.834 |
-0.067 |
-2.3% |
2.890 |
| Range |
0.087 |
0.119 |
0.032 |
36.8% |
0.239 |
| ATR |
0.131 |
0.131 |
-0.001 |
-0.7% |
0.000 |
| Volume |
25,594 |
27,414 |
1,820 |
7.1% |
160,941 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.209 |
3.140 |
2.899 |
|
| R3 |
3.090 |
3.021 |
2.867 |
|
| R2 |
2.971 |
2.971 |
2.856 |
|
| R1 |
2.902 |
2.902 |
2.845 |
2.877 |
| PP |
2.852 |
2.852 |
2.852 |
2.839 |
| S1 |
2.783 |
2.783 |
2.823 |
2.758 |
| S2 |
2.733 |
2.733 |
2.812 |
|
| S3 |
2.614 |
2.664 |
2.801 |
|
| S4 |
2.495 |
2.545 |
2.769 |
|
|
| 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 |
2.775 |
0.175 |
6.2% |
0.101 |
3.5% |
34% |
False |
False |
29,306 |
| 10 |
2.989 |
2.690 |
0.299 |
10.6% |
0.122 |
4.3% |
48% |
False |
False |
29,143 |
| 20 |
3.077 |
2.590 |
0.487 |
17.2% |
0.146 |
5.2% |
50% |
False |
False |
27,416 |
| 40 |
3.441 |
2.590 |
0.851 |
30.0% |
0.121 |
4.3% |
29% |
False |
False |
18,176 |
| 60 |
3.851 |
2.590 |
1.261 |
44.5% |
0.110 |
3.9% |
19% |
False |
False |
13,812 |
| 80 |
4.118 |
2.590 |
1.528 |
53.9% |
0.104 |
3.7% |
16% |
False |
False |
11,052 |
| 100 |
4.344 |
2.590 |
1.754 |
61.9% |
0.099 |
3.5% |
14% |
False |
False |
9,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.426 |
|
2.618 |
3.232 |
|
1.618 |
3.113 |
|
1.000 |
3.039 |
|
0.618 |
2.994 |
|
HIGH |
2.920 |
|
0.618 |
2.875 |
|
0.500 |
2.861 |
|
0.382 |
2.846 |
|
LOW |
2.801 |
|
0.618 |
2.727 |
|
1.000 |
2.682 |
|
1.618 |
2.608 |
|
2.618 |
2.489 |
|
4.250 |
2.295 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.861 |
2.871 |
| PP |
2.852 |
2.858 |
| S1 |
2.843 |
2.846 |
|