NYMEX Natural Gas Future March 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 |
2.550 |
2.436 |
-0.114 |
-4.5% |
2.503 |
| High |
2.567 |
2.577 |
0.010 |
0.4% |
2.618 |
| Low |
2.404 |
2.415 |
0.011 |
0.5% |
2.390 |
| Close |
2.434 |
2.567 |
0.133 |
5.5% |
2.475 |
| Range |
0.163 |
0.162 |
-0.001 |
-0.6% |
0.228 |
| ATR |
0.151 |
0.151 |
0.001 |
0.5% |
0.000 |
| Volume |
155,551 |
173,499 |
17,948 |
11.5% |
857,194 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.006 |
2.948 |
2.656 |
|
| R3 |
2.844 |
2.786 |
2.612 |
|
| R2 |
2.682 |
2.682 |
2.597 |
|
| R1 |
2.624 |
2.624 |
2.582 |
2.653 |
| PP |
2.520 |
2.520 |
2.520 |
2.534 |
| S1 |
2.462 |
2.462 |
2.552 |
2.491 |
| S2 |
2.358 |
2.358 |
2.537 |
|
| S3 |
2.196 |
2.300 |
2.522 |
|
| S4 |
2.034 |
2.138 |
2.478 |
|
|
| 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 |
2.577 |
2.395 |
0.182 |
7.1% |
0.122 |
4.8% |
95% |
True |
False |
156,661 |
| 10 |
2.618 |
2.390 |
0.228 |
8.9% |
0.133 |
5.2% |
78% |
False |
False |
166,046 |
| 20 |
2.844 |
2.289 |
0.555 |
21.6% |
0.169 |
6.6% |
50% |
False |
False |
170,925 |
| 40 |
3.278 |
2.289 |
0.989 |
38.5% |
0.142 |
5.5% |
28% |
False |
False |
114,191 |
| 60 |
3.741 |
2.289 |
1.452 |
56.6% |
0.129 |
5.0% |
19% |
False |
False |
90,521 |
| 80 |
4.070 |
2.289 |
1.781 |
69.4% |
0.121 |
4.7% |
16% |
False |
False |
72,738 |
| 100 |
4.281 |
2.289 |
1.992 |
77.6% |
0.115 |
4.5% |
14% |
False |
False |
61,598 |
| 120 |
4.516 |
2.289 |
2.227 |
86.8% |
0.112 |
4.4% |
12% |
False |
False |
53,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.266 |
|
2.618 |
3.001 |
|
1.618 |
2.839 |
|
1.000 |
2.739 |
|
0.618 |
2.677 |
|
HIGH |
2.577 |
|
0.618 |
2.515 |
|
0.500 |
2.496 |
|
0.382 |
2.477 |
|
LOW |
2.415 |
|
0.618 |
2.315 |
|
1.000 |
2.253 |
|
1.618 |
2.153 |
|
2.618 |
1.991 |
|
4.250 |
1.727 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.543 |
2.542 |
| PP |
2.520 |
2.516 |
| S1 |
2.496 |
2.491 |
|