NYMEX Natural Gas Future March 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 |
2.448 |
2.441 |
-0.007 |
-0.3% |
2.503 |
| High |
2.470 |
2.569 |
0.099 |
4.0% |
2.618 |
| Low |
2.395 |
2.434 |
0.039 |
1.6% |
2.390 |
| Close |
2.431 |
2.535 |
0.104 |
4.3% |
2.475 |
| Range |
0.075 |
0.135 |
0.060 |
80.0% |
0.228 |
| ATR |
0.151 |
0.150 |
-0.001 |
-0.6% |
0.000 |
| Volume |
149,750 |
173,561 |
23,811 |
15.9% |
857,194 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.918 |
2.861 |
2.609 |
|
| R3 |
2.783 |
2.726 |
2.572 |
|
| R2 |
2.648 |
2.648 |
2.560 |
|
| R1 |
2.591 |
2.591 |
2.547 |
2.620 |
| PP |
2.513 |
2.513 |
2.513 |
2.527 |
| S1 |
2.456 |
2.456 |
2.523 |
2.485 |
| S2 |
2.378 |
2.378 |
2.510 |
|
| S3 |
2.243 |
2.321 |
2.498 |
|
| S4 |
2.108 |
2.186 |
2.461 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.178 |
3.055 |
2.600 |
|
| R3 |
2.950 |
2.827 |
2.538 |
|
| R2 |
2.722 |
2.722 |
2.517 |
|
| R1 |
2.599 |
2.599 |
2.496 |
2.547 |
| PP |
2.494 |
2.494 |
2.494 |
2.468 |
| S1 |
2.371 |
2.371 |
2.454 |
2.319 |
| S2 |
2.266 |
2.266 |
2.433 |
|
| S3 |
2.038 |
2.143 |
2.412 |
|
| S4 |
1.810 |
1.915 |
2.350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.585 |
2.390 |
0.195 |
7.7% |
0.117 |
4.6% |
74% |
False |
False |
168,498 |
| 10 |
2.618 |
2.340 |
0.278 |
11.0% |
0.136 |
5.4% |
70% |
False |
False |
173,200 |
| 20 |
2.844 |
2.289 |
0.555 |
21.9% |
0.167 |
6.6% |
44% |
False |
False |
162,805 |
| 40 |
3.278 |
2.289 |
0.989 |
39.0% |
0.137 |
5.4% |
25% |
False |
False |
107,755 |
| 60 |
3.741 |
2.289 |
1.452 |
57.3% |
0.128 |
5.0% |
17% |
False |
False |
85,779 |
| 80 |
4.070 |
2.289 |
1.781 |
70.3% |
0.119 |
4.7% |
14% |
False |
False |
69,044 |
| 100 |
4.281 |
2.289 |
1.992 |
78.6% |
0.113 |
4.5% |
12% |
False |
False |
58,584 |
| 120 |
4.516 |
2.289 |
2.227 |
87.9% |
0.111 |
4.4% |
11% |
False |
False |
50,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.143 |
|
2.618 |
2.922 |
|
1.618 |
2.787 |
|
1.000 |
2.704 |
|
0.618 |
2.652 |
|
HIGH |
2.569 |
|
0.618 |
2.517 |
|
0.500 |
2.502 |
|
0.382 |
2.486 |
|
LOW |
2.434 |
|
0.618 |
2.351 |
|
1.000 |
2.299 |
|
1.618 |
2.216 |
|
2.618 |
2.081 |
|
4.250 |
1.860 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.524 |
2.517 |
| PP |
2.513 |
2.500 |
| S1 |
2.502 |
2.482 |
|