NYMEX Natural Gas Future June 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 |
2.884 |
2.941 |
0.057 |
2.0% |
2.854 |
| High |
3.040 |
3.003 |
-0.037 |
-1.2% |
3.040 |
| Low |
2.864 |
2.898 |
0.034 |
1.2% |
2.801 |
| Close |
3.010 |
2.967 |
-0.043 |
-1.4% |
3.010 |
| Range |
0.176 |
0.105 |
-0.071 |
-40.3% |
0.239 |
| ATR |
0.131 |
0.130 |
-0.001 |
-1.1% |
0.000 |
| Volume |
31,407 |
25,733 |
-5,674 |
-18.1% |
133,257 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.271 |
3.224 |
3.025 |
|
| R3 |
3.166 |
3.119 |
2.996 |
|
| R2 |
3.061 |
3.061 |
2.986 |
|
| R1 |
3.014 |
3.014 |
2.977 |
3.038 |
| PP |
2.956 |
2.956 |
2.956 |
2.968 |
| S1 |
2.909 |
2.909 |
2.957 |
2.933 |
| S2 |
2.851 |
2.851 |
2.948 |
|
| S3 |
2.746 |
2.804 |
2.938 |
|
| S4 |
2.641 |
2.699 |
2.909 |
|
|
| 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 |
8.1% |
0.116 |
3.9% |
69% |
False |
False |
26,829 |
| 10 |
3.040 |
2.750 |
0.290 |
9.8% |
0.113 |
3.8% |
75% |
False |
False |
29,391 |
| 20 |
3.077 |
2.680 |
0.397 |
13.4% |
0.133 |
4.5% |
72% |
False |
False |
28,462 |
| 40 |
3.441 |
2.590 |
0.851 |
28.7% |
0.125 |
4.2% |
44% |
False |
False |
19,938 |
| 60 |
3.851 |
2.590 |
1.261 |
42.5% |
0.113 |
3.8% |
30% |
False |
False |
14,874 |
| 80 |
4.118 |
2.590 |
1.528 |
51.5% |
0.106 |
3.6% |
25% |
False |
False |
12,010 |
| 100 |
4.285 |
2.590 |
1.695 |
57.1% |
0.101 |
3.4% |
22% |
False |
False |
9,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.449 |
|
2.618 |
3.278 |
|
1.618 |
3.173 |
|
1.000 |
3.108 |
|
0.618 |
3.068 |
|
HIGH |
3.003 |
|
0.618 |
2.963 |
|
0.500 |
2.951 |
|
0.382 |
2.938 |
|
LOW |
2.898 |
|
0.618 |
2.833 |
|
1.000 |
2.793 |
|
1.618 |
2.728 |
|
2.618 |
2.623 |
|
4.250 |
2.452 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.962 |
2.956 |
| PP |
2.956 |
2.946 |
| S1 |
2.951 |
2.935 |
|