NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 13-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.640 |
2.630 |
-0.010 |
-0.4% |
2.686 |
| High |
2.681 |
2.648 |
-0.033 |
-1.2% |
2.789 |
| Low |
2.611 |
2.581 |
-0.030 |
-1.1% |
2.547 |
| Close |
2.656 |
2.620 |
-0.036 |
-1.4% |
2.656 |
| Range |
0.070 |
0.067 |
-0.003 |
-4.3% |
0.242 |
| ATR |
0.147 |
0.142 |
-0.005 |
-3.5% |
0.000 |
| Volume |
91,377 |
78,872 |
-12,505 |
-13.7% |
415,039 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.817 |
2.786 |
2.657 |
|
| R3 |
2.750 |
2.719 |
2.638 |
|
| R2 |
2.683 |
2.683 |
2.632 |
|
| R1 |
2.652 |
2.652 |
2.626 |
2.634 |
| PP |
2.616 |
2.616 |
2.616 |
2.608 |
| S1 |
2.585 |
2.585 |
2.614 |
2.567 |
| S2 |
2.549 |
2.549 |
2.608 |
|
| S3 |
2.482 |
2.518 |
2.602 |
|
| S4 |
2.415 |
2.451 |
2.583 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.390 |
3.265 |
2.789 |
|
| R3 |
3.148 |
3.023 |
2.723 |
|
| R2 |
2.906 |
2.906 |
2.700 |
|
| R1 |
2.781 |
2.781 |
2.678 |
2.723 |
| PP |
2.664 |
2.664 |
2.664 |
2.635 |
| S1 |
2.539 |
2.539 |
2.634 |
2.481 |
| S2 |
2.422 |
2.422 |
2.612 |
|
| S3 |
2.180 |
2.297 |
2.589 |
|
| S4 |
1.938 |
2.055 |
2.523 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.789 |
2.547 |
0.242 |
9.2% |
0.117 |
4.5% |
30% |
False |
False |
86,392 |
| 10 |
2.789 |
2.500 |
0.289 |
11.0% |
0.136 |
5.2% |
42% |
False |
False |
81,312 |
| 20 |
2.942 |
2.438 |
0.504 |
19.2% |
0.157 |
6.0% |
36% |
False |
False |
79,561 |
| 40 |
3.340 |
2.438 |
0.902 |
34.4% |
0.128 |
4.9% |
20% |
False |
False |
56,738 |
| 60 |
3.765 |
2.438 |
1.327 |
50.6% |
0.120 |
4.6% |
14% |
False |
False |
47,259 |
| 80 |
4.052 |
2.438 |
1.614 |
61.6% |
0.113 |
4.3% |
11% |
False |
False |
40,396 |
| 100 |
4.270 |
2.438 |
1.832 |
69.9% |
0.107 |
4.1% |
10% |
False |
False |
35,627 |
| 120 |
4.500 |
2.438 |
2.062 |
78.7% |
0.106 |
4.1% |
9% |
False |
False |
31,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.933 |
|
2.618 |
2.823 |
|
1.618 |
2.756 |
|
1.000 |
2.715 |
|
0.618 |
2.689 |
|
HIGH |
2.648 |
|
0.618 |
2.622 |
|
0.500 |
2.615 |
|
0.382 |
2.607 |
|
LOW |
2.581 |
|
0.618 |
2.540 |
|
1.000 |
2.514 |
|
1.618 |
2.473 |
|
2.618 |
2.406 |
|
4.250 |
2.296 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.618 |
2.645 |
| PP |
2.616 |
2.637 |
| S1 |
2.615 |
2.628 |
|