NYMEX Natural Gas Future May 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 |
2.766 |
2.754 |
-0.012 |
-0.4% |
2.769 |
| High |
2.805 |
2.779 |
-0.026 |
-0.9% |
2.905 |
| Low |
2.740 |
2.715 |
-0.025 |
-0.9% |
2.660 |
| Close |
2.792 |
2.751 |
-0.041 |
-1.5% |
2.792 |
| Range |
0.065 |
0.064 |
-0.001 |
-1.5% |
0.245 |
| ATR |
0.143 |
0.138 |
-0.005 |
-3.3% |
0.000 |
| Volume |
80,946 |
87,777 |
6,831 |
8.4% |
369,268 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.940 |
2.910 |
2.786 |
|
| R3 |
2.876 |
2.846 |
2.769 |
|
| R2 |
2.812 |
2.812 |
2.763 |
|
| R1 |
2.782 |
2.782 |
2.757 |
2.765 |
| PP |
2.748 |
2.748 |
2.748 |
2.740 |
| S1 |
2.718 |
2.718 |
2.745 |
2.701 |
| S2 |
2.684 |
2.684 |
2.739 |
|
| S3 |
2.620 |
2.654 |
2.733 |
|
| S4 |
2.556 |
2.590 |
2.716 |
|
|
| 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 |
8.9% |
0.114 |
4.1% |
37% |
False |
False |
81,941 |
| 10 |
2.905 |
2.609 |
0.296 |
10.8% |
0.133 |
4.8% |
48% |
False |
False |
63,093 |
| 20 |
3.015 |
2.527 |
0.488 |
17.7% |
0.151 |
5.5% |
46% |
False |
False |
52,774 |
| 40 |
3.391 |
2.527 |
0.864 |
31.4% |
0.123 |
4.5% |
26% |
False |
False |
33,762 |
| 60 |
3.804 |
2.527 |
1.277 |
46.4% |
0.113 |
4.1% |
18% |
False |
False |
25,522 |
| 80 |
4.080 |
2.527 |
1.553 |
56.5% |
0.107 |
3.9% |
14% |
False |
False |
20,627 |
| 100 |
4.303 |
2.527 |
1.776 |
64.6% |
0.101 |
3.7% |
13% |
False |
False |
17,213 |
| 120 |
4.525 |
2.527 |
1.998 |
72.6% |
0.100 |
3.7% |
11% |
False |
False |
14,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.051 |
|
2.618 |
2.947 |
|
1.618 |
2.883 |
|
1.000 |
2.843 |
|
0.618 |
2.819 |
|
HIGH |
2.779 |
|
0.618 |
2.755 |
|
0.500 |
2.747 |
|
0.382 |
2.739 |
|
LOW |
2.715 |
|
0.618 |
2.675 |
|
1.000 |
2.651 |
|
1.618 |
2.611 |
|
2.618 |
2.547 |
|
4.250 |
2.443 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.750 |
2.767 |
| PP |
2.748 |
2.761 |
| S1 |
2.747 |
2.756 |
|