NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.837 |
2.884 |
0.047 |
1.7% |
2.854 |
| High |
2.925 |
3.040 |
0.115 |
3.9% |
3.040 |
| Low |
2.830 |
2.864 |
0.034 |
1.2% |
2.801 |
| Close |
2.904 |
3.010 |
0.106 |
3.7% |
3.010 |
| Range |
0.095 |
0.176 |
0.081 |
85.3% |
0.239 |
| ATR |
0.128 |
0.131 |
0.003 |
2.7% |
0.000 |
| Volume |
23,999 |
31,407 |
7,408 |
30.9% |
133,257 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.499 |
3.431 |
3.107 |
|
| R3 |
3.323 |
3.255 |
3.058 |
|
| R2 |
3.147 |
3.147 |
3.042 |
|
| R1 |
3.079 |
3.079 |
3.026 |
3.113 |
| PP |
2.971 |
2.971 |
2.971 |
2.989 |
| S1 |
2.903 |
2.903 |
2.994 |
2.937 |
| S2 |
2.795 |
2.795 |
2.978 |
|
| S3 |
2.619 |
2.727 |
2.962 |
|
| S4 |
2.443 |
2.551 |
2.913 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.667 |
3.578 |
3.141 |
|
| R3 |
3.428 |
3.339 |
3.076 |
|
| R2 |
3.189 |
3.189 |
3.054 |
|
| R1 |
3.100 |
3.100 |
3.032 |
3.145 |
| PP |
2.950 |
2.950 |
2.950 |
2.973 |
| S1 |
2.861 |
2.861 |
2.988 |
2.906 |
| S2 |
2.711 |
2.711 |
2.966 |
|
| S3 |
2.472 |
2.622 |
2.944 |
|
| S4 |
2.233 |
2.383 |
2.879 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.040 |
2.801 |
0.239 |
7.9% |
0.107 |
3.6% |
87% |
True |
False |
26,651 |
| 10 |
3.040 |
2.750 |
0.290 |
9.6% |
0.115 |
3.8% |
90% |
True |
False |
29,419 |
| 20 |
3.077 |
2.605 |
0.472 |
15.7% |
0.147 |
4.9% |
86% |
False |
False |
28,187 |
| 40 |
3.441 |
2.590 |
0.851 |
28.3% |
0.124 |
4.1% |
49% |
False |
False |
19,397 |
| 60 |
3.851 |
2.590 |
1.261 |
41.9% |
0.112 |
3.7% |
33% |
False |
False |
14,556 |
| 80 |
4.118 |
2.590 |
1.528 |
50.8% |
0.105 |
3.5% |
27% |
False |
False |
11,695 |
| 100 |
4.344 |
2.590 |
1.754 |
58.3% |
0.101 |
3.3% |
24% |
False |
False |
9,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.788 |
|
2.618 |
3.501 |
|
1.618 |
3.325 |
|
1.000 |
3.216 |
|
0.618 |
3.149 |
|
HIGH |
3.040 |
|
0.618 |
2.973 |
|
0.500 |
2.952 |
|
0.382 |
2.931 |
|
LOW |
2.864 |
|
0.618 |
2.755 |
|
1.000 |
2.688 |
|
1.618 |
2.579 |
|
2.618 |
2.403 |
|
4.250 |
2.116 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.991 |
2.980 |
| PP |
2.971 |
2.950 |
| S1 |
2.952 |
2.921 |
|