NYMEX Natural Gas Future August 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 |
3.038 |
2.950 |
-0.088 |
-2.9% |
2.970 |
| High |
3.038 |
3.033 |
-0.005 |
-0.2% |
3.109 |
| Low |
2.925 |
2.950 |
0.025 |
0.9% |
2.866 |
| Close |
2.951 |
3.014 |
0.063 |
2.1% |
3.012 |
| Range |
0.113 |
0.083 |
-0.030 |
-26.5% |
0.243 |
| ATR |
0.127 |
0.123 |
-0.003 |
-2.5% |
0.000 |
| Volume |
17,227 |
10,546 |
-6,681 |
-38.8% |
90,356 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.248 |
3.214 |
3.060 |
|
| R3 |
3.165 |
3.131 |
3.037 |
|
| R2 |
3.082 |
3.082 |
3.029 |
|
| R1 |
3.048 |
3.048 |
3.022 |
3.065 |
| PP |
2.999 |
2.999 |
2.999 |
3.008 |
| S1 |
2.965 |
2.965 |
3.006 |
2.982 |
| S2 |
2.916 |
2.916 |
2.999 |
|
| S3 |
2.833 |
2.882 |
2.991 |
|
| S4 |
2.750 |
2.799 |
2.968 |
|
|
| 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 |
3.056 |
2.925 |
0.131 |
4.3% |
0.076 |
2.5% |
68% |
False |
False |
13,926 |
| 10 |
3.109 |
2.866 |
0.243 |
8.1% |
0.106 |
3.5% |
61% |
False |
False |
16,553 |
| 20 |
3.148 |
2.666 |
0.482 |
16.0% |
0.138 |
4.6% |
72% |
False |
False |
13,886 |
| 40 |
3.522 |
2.666 |
0.856 |
28.4% |
0.114 |
3.8% |
41% |
False |
False |
9,197 |
| 60 |
3.927 |
2.666 |
1.261 |
41.8% |
0.102 |
3.4% |
28% |
False |
False |
6,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.386 |
|
2.618 |
3.250 |
|
1.618 |
3.167 |
|
1.000 |
3.116 |
|
0.618 |
3.084 |
|
HIGH |
3.033 |
|
0.618 |
3.001 |
|
0.500 |
2.992 |
|
0.382 |
2.982 |
|
LOW |
2.950 |
|
0.618 |
2.899 |
|
1.000 |
2.867 |
|
1.618 |
2.816 |
|
2.618 |
2.733 |
|
4.250 |
2.597 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.007 |
3.006 |
| PP |
2.999 |
2.998 |
| S1 |
2.992 |
2.991 |
|