NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.441 |
2.550 |
0.109 |
4.5% |
2.503 |
| High |
2.569 |
2.567 |
-0.002 |
-0.1% |
2.618 |
| Low |
2.434 |
2.404 |
-0.030 |
-1.2% |
2.390 |
| Close |
2.535 |
2.434 |
-0.101 |
-4.0% |
2.475 |
| Range |
0.135 |
0.163 |
0.028 |
20.7% |
0.228 |
| ATR |
0.150 |
0.151 |
0.001 |
0.6% |
0.000 |
| Volume |
173,561 |
155,551 |
-18,010 |
-10.4% |
857,194 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.957 |
2.859 |
2.524 |
|
| R3 |
2.794 |
2.696 |
2.479 |
|
| R2 |
2.631 |
2.631 |
2.464 |
|
| R1 |
2.533 |
2.533 |
2.449 |
2.501 |
| PP |
2.468 |
2.468 |
2.468 |
2.452 |
| S1 |
2.370 |
2.370 |
2.419 |
2.338 |
| S2 |
2.305 |
2.305 |
2.404 |
|
| S3 |
2.142 |
2.207 |
2.389 |
|
| S4 |
1.979 |
2.044 |
2.344 |
|
|
| 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 |
2.395 |
0.190 |
7.8% |
0.126 |
5.2% |
21% |
False |
False |
167,033 |
| 10 |
2.618 |
2.340 |
0.278 |
11.4% |
0.141 |
5.8% |
34% |
False |
False |
171,911 |
| 20 |
2.844 |
2.289 |
0.555 |
22.8% |
0.170 |
7.0% |
26% |
False |
False |
167,084 |
| 40 |
3.278 |
2.289 |
0.989 |
40.6% |
0.139 |
5.7% |
15% |
False |
False |
110,613 |
| 60 |
3.741 |
2.289 |
1.452 |
59.7% |
0.128 |
5.3% |
10% |
False |
False |
88,019 |
| 80 |
4.070 |
2.289 |
1.781 |
73.2% |
0.120 |
4.9% |
8% |
False |
False |
70,839 |
| 100 |
4.281 |
2.289 |
1.992 |
81.8% |
0.114 |
4.7% |
7% |
False |
False |
60,003 |
| 120 |
4.516 |
2.289 |
2.227 |
91.5% |
0.112 |
4.6% |
7% |
False |
False |
51,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.260 |
|
2.618 |
2.994 |
|
1.618 |
2.831 |
|
1.000 |
2.730 |
|
0.618 |
2.668 |
|
HIGH |
2.567 |
|
0.618 |
2.505 |
|
0.500 |
2.486 |
|
0.382 |
2.466 |
|
LOW |
2.404 |
|
0.618 |
2.303 |
|
1.000 |
2.241 |
|
1.618 |
2.140 |
|
2.618 |
1.977 |
|
4.250 |
1.711 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.486 |
2.482 |
| PP |
2.468 |
2.466 |
| S1 |
2.451 |
2.450 |
|