NYMEX Natural Gas Future April 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 |
2.630 |
2.630 |
0.000 |
0.0% |
2.686 |
| High |
2.648 |
2.739 |
0.091 |
3.4% |
2.789 |
| Low |
2.581 |
2.625 |
0.044 |
1.7% |
2.547 |
| Close |
2.620 |
2.700 |
0.080 |
3.1% |
2.656 |
| Range |
0.067 |
0.114 |
0.047 |
70.1% |
0.242 |
| ATR |
0.142 |
0.140 |
-0.002 |
-1.2% |
0.000 |
| Volume |
78,872 |
106,952 |
28,080 |
35.6% |
415,039 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.030 |
2.979 |
2.763 |
|
| R3 |
2.916 |
2.865 |
2.731 |
|
| R2 |
2.802 |
2.802 |
2.721 |
|
| R1 |
2.751 |
2.751 |
2.710 |
2.777 |
| PP |
2.688 |
2.688 |
2.688 |
2.701 |
| S1 |
2.637 |
2.637 |
2.690 |
2.663 |
| S2 |
2.574 |
2.574 |
2.679 |
|
| S3 |
2.460 |
2.523 |
2.669 |
|
| S4 |
2.346 |
2.409 |
2.637 |
|
|
| 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 |
2.739 |
2.547 |
0.192 |
7.1% |
0.106 |
3.9% |
80% |
True |
False |
95,094 |
| 10 |
2.789 |
2.500 |
0.289 |
10.7% |
0.129 |
4.8% |
69% |
False |
False |
85,911 |
| 20 |
2.942 |
2.438 |
0.504 |
18.7% |
0.154 |
5.7% |
52% |
False |
False |
82,474 |
| 40 |
3.340 |
2.438 |
0.902 |
33.4% |
0.129 |
4.8% |
29% |
False |
False |
58,432 |
| 60 |
3.765 |
2.438 |
1.327 |
49.1% |
0.121 |
4.5% |
20% |
False |
False |
48,540 |
| 80 |
4.052 |
2.438 |
1.614 |
59.8% |
0.114 |
4.2% |
16% |
False |
False |
41,498 |
| 100 |
4.270 |
2.438 |
1.832 |
67.9% |
0.108 |
4.0% |
14% |
False |
False |
36,587 |
| 120 |
4.500 |
2.438 |
2.062 |
76.4% |
0.106 |
3.9% |
13% |
False |
False |
32,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.224 |
|
2.618 |
3.037 |
|
1.618 |
2.923 |
|
1.000 |
2.853 |
|
0.618 |
2.809 |
|
HIGH |
2.739 |
|
0.618 |
2.695 |
|
0.500 |
2.682 |
|
0.382 |
2.669 |
|
LOW |
2.625 |
|
0.618 |
2.555 |
|
1.000 |
2.511 |
|
1.618 |
2.441 |
|
2.618 |
2.327 |
|
4.250 |
2.141 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.694 |
2.687 |
| PP |
2.688 |
2.673 |
| S1 |
2.682 |
2.660 |
|