NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 10-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.722 |
2.766 |
0.044 |
1.6% |
2.769 |
| High |
2.853 |
2.805 |
-0.048 |
-1.7% |
2.905 |
| Low |
2.680 |
2.740 |
0.060 |
2.2% |
2.660 |
| Close |
2.763 |
2.792 |
0.029 |
1.0% |
2.792 |
| Range |
0.173 |
0.065 |
-0.108 |
-62.4% |
0.245 |
| ATR |
0.149 |
0.143 |
-0.006 |
-4.0% |
0.000 |
| Volume |
92,470 |
80,946 |
-11,524 |
-12.5% |
369,268 |
|
| Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.974 |
2.948 |
2.828 |
|
| R3 |
2.909 |
2.883 |
2.810 |
|
| R2 |
2.844 |
2.844 |
2.804 |
|
| R1 |
2.818 |
2.818 |
2.798 |
2.831 |
| PP |
2.779 |
2.779 |
2.779 |
2.786 |
| S1 |
2.753 |
2.753 |
2.786 |
2.766 |
| S2 |
2.714 |
2.714 |
2.780 |
|
| S3 |
2.649 |
2.688 |
2.774 |
|
| S4 |
2.584 |
2.623 |
2.756 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.521 |
3.401 |
2.927 |
|
| R3 |
3.276 |
3.156 |
2.859 |
|
| R2 |
3.031 |
3.031 |
2.837 |
|
| R1 |
2.911 |
2.911 |
2.814 |
2.971 |
| PP |
2.786 |
2.786 |
2.786 |
2.816 |
| S1 |
2.666 |
2.666 |
2.770 |
2.726 |
| S2 |
2.541 |
2.541 |
2.747 |
|
| S3 |
2.296 |
2.421 |
2.725 |
|
| S4 |
2.051 |
2.176 |
2.657 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.905 |
2.660 |
0.245 |
8.8% |
0.129 |
4.6% |
54% |
False |
False |
73,853 |
| 10 |
3.015 |
2.609 |
0.406 |
14.5% |
0.145 |
5.2% |
45% |
False |
False |
58,060 |
| 20 |
3.015 |
2.527 |
0.488 |
17.5% |
0.151 |
5.4% |
54% |
False |
False |
49,966 |
| 40 |
3.435 |
2.527 |
0.908 |
32.5% |
0.124 |
4.4% |
29% |
False |
False |
31,784 |
| 60 |
3.804 |
2.527 |
1.277 |
45.7% |
0.114 |
4.1% |
21% |
False |
False |
24,212 |
| 80 |
4.080 |
2.527 |
1.553 |
55.6% |
0.107 |
3.8% |
17% |
False |
False |
19,587 |
| 100 |
4.342 |
2.527 |
1.815 |
65.0% |
0.102 |
3.6% |
15% |
False |
False |
16,344 |
| 120 |
4.525 |
2.527 |
1.998 |
71.6% |
0.101 |
3.6% |
13% |
False |
False |
13,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.081 |
|
2.618 |
2.975 |
|
1.618 |
2.910 |
|
1.000 |
2.870 |
|
0.618 |
2.845 |
|
HIGH |
2.805 |
|
0.618 |
2.780 |
|
0.500 |
2.773 |
|
0.382 |
2.765 |
|
LOW |
2.740 |
|
0.618 |
2.700 |
|
1.000 |
2.675 |
|
1.618 |
2.635 |
|
2.618 |
2.570 |
|
4.250 |
2.464 |
|
|
| Fisher Pivots for day following 10-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.786 |
2.780 |
| PP |
2.779 |
2.768 |
| S1 |
2.773 |
2.757 |
|