NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 10-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.883 |
2.930 |
0.047 |
1.6% |
2.934 |
| High |
3.029 |
2.981 |
-0.048 |
-1.6% |
3.073 |
| Low |
2.858 |
2.927 |
0.069 |
2.4% |
2.831 |
| Close |
2.940 |
2.975 |
0.035 |
1.2% |
2.975 |
| Range |
0.171 |
0.054 |
-0.117 |
-68.4% |
0.242 |
| ATR |
0.142 |
0.136 |
-0.006 |
-4.4% |
0.000 |
| Volume |
29,353 |
20,638 |
-8,715 |
-29.7% |
126,691 |
|
| Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.123 |
3.103 |
3.005 |
|
| R3 |
3.069 |
3.049 |
2.990 |
|
| R2 |
3.015 |
3.015 |
2.985 |
|
| R1 |
2.995 |
2.995 |
2.980 |
3.005 |
| PP |
2.961 |
2.961 |
2.961 |
2.966 |
| S1 |
2.941 |
2.941 |
2.970 |
2.951 |
| S2 |
2.907 |
2.907 |
2.965 |
|
| S3 |
2.853 |
2.887 |
2.960 |
|
| S4 |
2.799 |
2.833 |
2.945 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.686 |
3.572 |
3.108 |
|
| R3 |
3.444 |
3.330 |
3.042 |
|
| R2 |
3.202 |
3.202 |
3.019 |
|
| R1 |
3.088 |
3.088 |
2.997 |
3.145 |
| PP |
2.960 |
2.960 |
2.960 |
2.988 |
| S1 |
2.846 |
2.846 |
2.953 |
2.903 |
| S2 |
2.718 |
2.718 |
2.931 |
|
| S3 |
2.476 |
2.604 |
2.908 |
|
| S4 |
2.234 |
2.362 |
2.842 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.073 |
2.831 |
0.242 |
8.1% |
0.121 |
4.1% |
60% |
False |
False |
25,338 |
| 10 |
3.124 |
2.740 |
0.384 |
12.9% |
0.136 |
4.6% |
61% |
False |
False |
22,751 |
| 20 |
3.128 |
2.643 |
0.485 |
16.3% |
0.145 |
4.9% |
68% |
False |
False |
20,415 |
| 40 |
3.496 |
2.643 |
0.853 |
28.7% |
0.117 |
3.9% |
39% |
False |
False |
13,011 |
| 60 |
3.901 |
2.643 |
1.258 |
42.3% |
0.107 |
3.6% |
26% |
False |
False |
9,857 |
| 80 |
4.162 |
2.643 |
1.519 |
51.1% |
0.101 |
3.4% |
22% |
False |
False |
7,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.211 |
|
2.618 |
3.122 |
|
1.618 |
3.068 |
|
1.000 |
3.035 |
|
0.618 |
3.014 |
|
HIGH |
2.981 |
|
0.618 |
2.960 |
|
0.500 |
2.954 |
|
0.382 |
2.948 |
|
LOW |
2.927 |
|
0.618 |
2.894 |
|
1.000 |
2.873 |
|
1.618 |
2.840 |
|
2.618 |
2.786 |
|
4.250 |
2.698 |
|
|
| Fisher Pivots for day following 10-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.968 |
2.960 |
| PP |
2.961 |
2.945 |
| S1 |
2.954 |
2.930 |
|