NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.980 |
2.906 |
-0.074 |
-2.5% |
2.934 |
| High |
2.988 |
2.994 |
0.006 |
0.2% |
3.073 |
| Low |
2.873 |
2.904 |
0.031 |
1.1% |
2.831 |
| Close |
2.906 |
2.974 |
0.068 |
2.3% |
2.975 |
| Range |
0.115 |
0.090 |
-0.025 |
-21.7% |
0.242 |
| ATR |
0.127 |
0.125 |
-0.003 |
-2.1% |
0.000 |
| Volume |
27,730 |
18,111 |
-9,619 |
-34.7% |
126,691 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.227 |
3.191 |
3.024 |
|
| R3 |
3.137 |
3.101 |
2.999 |
|
| R2 |
3.047 |
3.047 |
2.991 |
|
| R1 |
3.011 |
3.011 |
2.982 |
3.029 |
| PP |
2.957 |
2.957 |
2.957 |
2.967 |
| S1 |
2.921 |
2.921 |
2.966 |
2.939 |
| S2 |
2.867 |
2.867 |
2.958 |
|
| S3 |
2.777 |
2.831 |
2.949 |
|
| S4 |
2.687 |
2.741 |
2.925 |
|
|
| 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 |
3.015 |
2.873 |
0.142 |
4.8% |
0.079 |
2.7% |
71% |
False |
False |
22,469 |
| 10 |
3.073 |
2.831 |
0.242 |
8.1% |
0.105 |
3.5% |
59% |
False |
False |
24,240 |
| 20 |
3.128 |
2.643 |
0.485 |
16.3% |
0.141 |
4.7% |
68% |
False |
False |
21,731 |
| 40 |
3.496 |
2.643 |
0.853 |
28.7% |
0.119 |
4.0% |
39% |
False |
False |
14,972 |
| 60 |
3.901 |
2.643 |
1.258 |
42.3% |
0.107 |
3.6% |
26% |
False |
False |
11,200 |
| 80 |
4.162 |
2.643 |
1.519 |
51.1% |
0.101 |
3.4% |
22% |
False |
False |
8,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.377 |
|
2.618 |
3.230 |
|
1.618 |
3.140 |
|
1.000 |
3.084 |
|
0.618 |
3.050 |
|
HIGH |
2.994 |
|
0.618 |
2.960 |
|
0.500 |
2.949 |
|
0.382 |
2.938 |
|
LOW |
2.904 |
|
0.618 |
2.848 |
|
1.000 |
2.814 |
|
1.618 |
2.758 |
|
2.618 |
2.668 |
|
4.250 |
2.522 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.966 |
2.964 |
| PP |
2.957 |
2.954 |
| S1 |
2.949 |
2.944 |
|