NYMEX Natural Gas Future July 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 |
2.937 |
2.946 |
0.009 |
0.3% |
2.934 |
| High |
2.951 |
3.015 |
0.064 |
2.2% |
3.073 |
| Low |
2.897 |
2.931 |
0.034 |
1.2% |
2.831 |
| Close |
2.929 |
2.976 |
0.047 |
1.6% |
2.975 |
| Range |
0.054 |
0.084 |
0.030 |
55.6% |
0.242 |
| ATR |
0.132 |
0.128 |
-0.003 |
-2.5% |
0.000 |
| Volume |
19,671 |
26,199 |
6,528 |
33.2% |
126,691 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.226 |
3.185 |
3.022 |
|
| R3 |
3.142 |
3.101 |
2.999 |
|
| R2 |
3.058 |
3.058 |
2.991 |
|
| R1 |
3.017 |
3.017 |
2.984 |
3.038 |
| PP |
2.974 |
2.974 |
2.974 |
2.984 |
| S1 |
2.933 |
2.933 |
2.968 |
2.954 |
| S2 |
2.890 |
2.890 |
2.961 |
|
| S3 |
2.806 |
2.849 |
2.953 |
|
| S4 |
2.722 |
2.765 |
2.930 |
|
|
| 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 |
3.029 |
2.831 |
0.198 |
6.7% |
0.089 |
3.0% |
73% |
False |
False |
25,554 |
| 10 |
3.073 |
2.740 |
0.333 |
11.2% |
0.116 |
3.9% |
71% |
False |
False |
24,530 |
| 20 |
3.128 |
2.643 |
0.485 |
16.3% |
0.140 |
4.7% |
69% |
False |
False |
21,004 |
| 40 |
3.496 |
2.643 |
0.853 |
28.7% |
0.117 |
3.9% |
39% |
False |
False |
13,979 |
| 60 |
3.901 |
2.643 |
1.258 |
42.3% |
0.107 |
3.6% |
26% |
False |
False |
10,534 |
| 80 |
4.162 |
2.643 |
1.519 |
51.0% |
0.100 |
3.4% |
22% |
False |
False |
8,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.372 |
|
2.618 |
3.235 |
|
1.618 |
3.151 |
|
1.000 |
3.099 |
|
0.618 |
3.067 |
|
HIGH |
3.015 |
|
0.618 |
2.983 |
|
0.500 |
2.973 |
|
0.382 |
2.963 |
|
LOW |
2.931 |
|
0.618 |
2.879 |
|
1.000 |
2.847 |
|
1.618 |
2.795 |
|
2.618 |
2.711 |
|
4.250 |
2.574 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.975 |
2.969 |
| PP |
2.974 |
2.963 |
| S1 |
2.973 |
2.956 |
|