NYMEX Natural Gas Future April 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 |
2.630 |
2.722 |
0.092 |
3.5% |
2.686 |
| High |
2.739 |
2.725 |
-0.014 |
-0.5% |
2.789 |
| Low |
2.625 |
2.586 |
-0.039 |
-1.5% |
2.547 |
| Close |
2.700 |
2.616 |
-0.084 |
-3.1% |
2.656 |
| Range |
0.114 |
0.139 |
0.025 |
21.9% |
0.242 |
| ATR |
0.140 |
0.140 |
0.000 |
-0.1% |
0.000 |
| Volume |
106,952 |
125,327 |
18,375 |
17.2% |
415,039 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.059 |
2.977 |
2.692 |
|
| R3 |
2.920 |
2.838 |
2.654 |
|
| R2 |
2.781 |
2.781 |
2.641 |
|
| R1 |
2.699 |
2.699 |
2.629 |
2.671 |
| PP |
2.642 |
2.642 |
2.642 |
2.628 |
| S1 |
2.560 |
2.560 |
2.603 |
2.532 |
| S2 |
2.503 |
2.503 |
2.591 |
|
| S3 |
2.364 |
2.421 |
2.578 |
|
| S4 |
2.225 |
2.282 |
2.540 |
|
|
| 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 |
2.556 |
0.183 |
7.0% |
0.114 |
4.3% |
33% |
False |
False |
97,572 |
| 10 |
2.789 |
2.500 |
0.289 |
11.0% |
0.132 |
5.1% |
40% |
False |
False |
89,369 |
| 20 |
2.942 |
2.438 |
0.504 |
19.3% |
0.157 |
6.0% |
35% |
False |
False |
85,795 |
| 40 |
3.340 |
2.438 |
0.902 |
34.5% |
0.131 |
5.0% |
20% |
False |
False |
60,762 |
| 60 |
3.765 |
2.438 |
1.327 |
50.7% |
0.121 |
4.6% |
13% |
False |
False |
50,240 |
| 80 |
4.052 |
2.438 |
1.614 |
61.7% |
0.114 |
4.4% |
11% |
False |
False |
42,885 |
| 100 |
4.270 |
2.438 |
1.832 |
70.0% |
0.109 |
4.2% |
10% |
False |
False |
37,678 |
| 120 |
4.500 |
2.438 |
2.062 |
78.8% |
0.107 |
4.1% |
9% |
False |
False |
33,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.316 |
|
2.618 |
3.089 |
|
1.618 |
2.950 |
|
1.000 |
2.864 |
|
0.618 |
2.811 |
|
HIGH |
2.725 |
|
0.618 |
2.672 |
|
0.500 |
2.656 |
|
0.382 |
2.639 |
|
LOW |
2.586 |
|
0.618 |
2.500 |
|
1.000 |
2.447 |
|
1.618 |
2.361 |
|
2.618 |
2.222 |
|
4.250 |
1.995 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.656 |
2.660 |
| PP |
2.642 |
2.645 |
| S1 |
2.629 |
2.631 |
|