NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.436 |
2.556 |
0.120 |
4.9% |
2.448 |
| High |
2.577 |
2.733 |
0.156 |
6.1% |
2.733 |
| Low |
2.415 |
2.527 |
0.112 |
4.6% |
2.395 |
| Close |
2.567 |
2.684 |
0.117 |
4.6% |
2.684 |
| Range |
0.162 |
0.206 |
0.044 |
27.2% |
0.338 |
| ATR |
0.151 |
0.155 |
0.004 |
2.6% |
0.000 |
| Volume |
173,499 |
148,091 |
-25,408 |
-14.6% |
800,452 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.266 |
3.181 |
2.797 |
|
| R3 |
3.060 |
2.975 |
2.741 |
|
| R2 |
2.854 |
2.854 |
2.722 |
|
| R1 |
2.769 |
2.769 |
2.703 |
2.812 |
| PP |
2.648 |
2.648 |
2.648 |
2.669 |
| S1 |
2.563 |
2.563 |
2.665 |
2.606 |
| S2 |
2.442 |
2.442 |
2.646 |
|
| S3 |
2.236 |
2.357 |
2.627 |
|
| S4 |
2.030 |
2.151 |
2.571 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.618 |
3.489 |
2.870 |
|
| R3 |
3.280 |
3.151 |
2.777 |
|
| R2 |
2.942 |
2.942 |
2.746 |
|
| R1 |
2.813 |
2.813 |
2.715 |
2.878 |
| PP |
2.604 |
2.604 |
2.604 |
2.636 |
| S1 |
2.475 |
2.475 |
2.653 |
2.540 |
| S2 |
2.266 |
2.266 |
2.622 |
|
| S3 |
1.928 |
2.137 |
2.591 |
|
| S4 |
1.590 |
1.799 |
2.498 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.733 |
2.395 |
0.338 |
12.6% |
0.148 |
5.5% |
86% |
True |
False |
160,090 |
| 10 |
2.733 |
2.390 |
0.343 |
12.8% |
0.142 |
5.3% |
86% |
True |
False |
165,764 |
| 20 |
2.844 |
2.289 |
0.555 |
20.7% |
0.175 |
6.5% |
71% |
False |
False |
174,073 |
| 40 |
3.278 |
2.289 |
0.989 |
36.8% |
0.145 |
5.4% |
40% |
False |
False |
117,218 |
| 60 |
3.741 |
2.289 |
1.452 |
54.1% |
0.131 |
4.9% |
27% |
False |
False |
92,542 |
| 80 |
4.070 |
2.289 |
1.781 |
66.4% |
0.123 |
4.6% |
22% |
False |
False |
74,458 |
| 100 |
4.281 |
2.289 |
1.992 |
74.2% |
0.116 |
4.3% |
20% |
False |
False |
62,988 |
| 120 |
4.516 |
2.289 |
2.227 |
83.0% |
0.113 |
4.2% |
18% |
False |
False |
54,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.609 |
|
2.618 |
3.272 |
|
1.618 |
3.066 |
|
1.000 |
2.939 |
|
0.618 |
2.860 |
|
HIGH |
2.733 |
|
0.618 |
2.654 |
|
0.500 |
2.630 |
|
0.382 |
2.606 |
|
LOW |
2.527 |
|
0.618 |
2.400 |
|
1.000 |
2.321 |
|
1.618 |
2.194 |
|
2.618 |
1.988 |
|
4.250 |
1.652 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.666 |
2.646 |
| PP |
2.648 |
2.607 |
| S1 |
2.630 |
2.569 |
|