NYMEX Natural Gas Future July 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 |
2.906 |
2.953 |
0.047 |
1.6% |
2.937 |
| High |
2.994 |
3.104 |
0.110 |
3.7% |
3.104 |
| Low |
2.904 |
2.930 |
0.026 |
0.9% |
2.873 |
| Close |
2.974 |
3.074 |
0.100 |
3.4% |
3.074 |
| Range |
0.090 |
0.174 |
0.084 |
93.3% |
0.231 |
| ATR |
0.125 |
0.128 |
0.004 |
2.8% |
0.000 |
| Volume |
18,111 |
22,090 |
3,979 |
22.0% |
113,801 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.558 |
3.490 |
3.170 |
|
| R3 |
3.384 |
3.316 |
3.122 |
|
| R2 |
3.210 |
3.210 |
3.106 |
|
| R1 |
3.142 |
3.142 |
3.090 |
3.176 |
| PP |
3.036 |
3.036 |
3.036 |
3.053 |
| S1 |
2.968 |
2.968 |
3.058 |
3.002 |
| S2 |
2.862 |
2.862 |
3.042 |
|
| S3 |
2.688 |
2.794 |
3.026 |
|
| S4 |
2.514 |
2.620 |
2.978 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.710 |
3.623 |
3.201 |
|
| R3 |
3.479 |
3.392 |
3.138 |
|
| R2 |
3.248 |
3.248 |
3.116 |
|
| R1 |
3.161 |
3.161 |
3.095 |
3.205 |
| PP |
3.017 |
3.017 |
3.017 |
3.039 |
| S1 |
2.930 |
2.930 |
3.053 |
2.974 |
| S2 |
2.786 |
2.786 |
3.032 |
|
| S3 |
2.555 |
2.699 |
3.010 |
|
| S4 |
2.324 |
2.468 |
2.947 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.104 |
2.873 |
0.231 |
7.5% |
0.103 |
3.4% |
87% |
True |
False |
22,760 |
| 10 |
3.104 |
2.831 |
0.273 |
8.9% |
0.112 |
3.6% |
89% |
True |
False |
24,049 |
| 20 |
3.128 |
2.663 |
0.465 |
15.1% |
0.144 |
4.7% |
88% |
False |
False |
22,060 |
| 40 |
3.496 |
2.643 |
0.853 |
27.7% |
0.122 |
4.0% |
51% |
False |
False |
15,460 |
| 60 |
3.901 |
2.643 |
1.258 |
40.9% |
0.108 |
3.5% |
34% |
False |
False |
11,517 |
| 80 |
4.162 |
2.643 |
1.519 |
49.4% |
0.102 |
3.3% |
28% |
False |
False |
9,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.844 |
|
2.618 |
3.560 |
|
1.618 |
3.386 |
|
1.000 |
3.278 |
|
0.618 |
3.212 |
|
HIGH |
3.104 |
|
0.618 |
3.038 |
|
0.500 |
3.017 |
|
0.382 |
2.996 |
|
LOW |
2.930 |
|
0.618 |
2.822 |
|
1.000 |
2.756 |
|
1.618 |
2.648 |
|
2.618 |
2.474 |
|
4.250 |
2.191 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.055 |
3.046 |
| PP |
3.036 |
3.017 |
| S1 |
3.017 |
2.989 |
|