NYMEX Natural Gas Future August 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 |
2.971 |
2.978 |
0.007 |
0.2% |
2.970 |
| High |
2.988 |
3.056 |
0.068 |
2.3% |
3.109 |
| Low |
2.936 |
2.978 |
0.042 |
1.4% |
2.866 |
| Close |
2.973 |
3.022 |
0.049 |
1.6% |
3.012 |
| Range |
0.052 |
0.078 |
0.026 |
50.0% |
0.243 |
| ATR |
0.131 |
0.128 |
-0.003 |
-2.6% |
0.000 |
| Volume |
11,059 |
18,484 |
7,425 |
67.1% |
90,356 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.253 |
3.215 |
3.065 |
|
| R3 |
3.175 |
3.137 |
3.043 |
|
| R2 |
3.097 |
3.097 |
3.036 |
|
| R1 |
3.059 |
3.059 |
3.029 |
3.078 |
| PP |
3.019 |
3.019 |
3.019 |
3.028 |
| S1 |
2.981 |
2.981 |
3.015 |
3.000 |
| S2 |
2.941 |
2.941 |
3.008 |
|
| S3 |
2.863 |
2.903 |
3.001 |
|
| S4 |
2.785 |
2.825 |
2.979 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.725 |
3.611 |
3.146 |
|
| R3 |
3.482 |
3.368 |
3.079 |
|
| R2 |
3.239 |
3.239 |
3.057 |
|
| R1 |
3.125 |
3.125 |
3.034 |
3.182 |
| PP |
2.996 |
2.996 |
2.996 |
3.024 |
| S1 |
2.882 |
2.882 |
2.990 |
2.939 |
| S2 |
2.753 |
2.753 |
2.967 |
|
| S3 |
2.510 |
2.639 |
2.945 |
|
| S4 |
2.267 |
2.396 |
2.878 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.062 |
2.866 |
0.196 |
6.5% |
0.090 |
3.0% |
80% |
False |
False |
16,794 |
| 10 |
3.109 |
2.764 |
0.345 |
11.4% |
0.118 |
3.9% |
75% |
False |
False |
16,927 |
| 20 |
3.148 |
2.666 |
0.482 |
15.9% |
0.138 |
4.6% |
74% |
False |
False |
13,331 |
| 40 |
3.522 |
2.666 |
0.856 |
28.3% |
0.112 |
3.7% |
42% |
False |
False |
8,577 |
| 60 |
3.927 |
2.666 |
1.261 |
41.7% |
0.102 |
3.4% |
28% |
False |
False |
6,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.388 |
|
2.618 |
3.260 |
|
1.618 |
3.182 |
|
1.000 |
3.134 |
|
0.618 |
3.104 |
|
HIGH |
3.056 |
|
0.618 |
3.026 |
|
0.500 |
3.017 |
|
0.382 |
3.008 |
|
LOW |
2.978 |
|
0.618 |
2.930 |
|
1.000 |
2.900 |
|
1.618 |
2.852 |
|
2.618 |
2.774 |
|
4.250 |
2.647 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.020 |
3.013 |
| PP |
3.019 |
3.005 |
| S1 |
3.017 |
2.996 |
|