NYMEX Natural Gas Future May 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 |
2.774 |
2.830 |
0.056 |
2.0% |
2.769 |
| High |
2.854 |
2.838 |
-0.016 |
-0.6% |
2.905 |
| Low |
2.752 |
2.706 |
-0.046 |
-1.7% |
2.660 |
| Close |
2.812 |
2.738 |
-0.074 |
-2.6% |
2.792 |
| Range |
0.102 |
0.132 |
0.030 |
29.4% |
0.245 |
| ATR |
0.136 |
0.136 |
0.000 |
-0.2% |
0.000 |
| Volume |
86,564 |
61,024 |
-25,540 |
-29.5% |
369,268 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.157 |
3.079 |
2.811 |
|
| R3 |
3.025 |
2.947 |
2.774 |
|
| R2 |
2.893 |
2.893 |
2.762 |
|
| R1 |
2.815 |
2.815 |
2.750 |
2.788 |
| PP |
2.761 |
2.761 |
2.761 |
2.747 |
| S1 |
2.683 |
2.683 |
2.726 |
2.656 |
| S2 |
2.629 |
2.629 |
2.714 |
|
| S3 |
2.497 |
2.551 |
2.702 |
|
| S4 |
2.365 |
2.419 |
2.665 |
|
|
| 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 |
2.854 |
2.680 |
0.174 |
6.4% |
0.107 |
3.9% |
33% |
False |
False |
81,756 |
| 10 |
2.905 |
2.610 |
0.295 |
10.8% |
0.130 |
4.7% |
43% |
False |
False |
69,221 |
| 20 |
3.015 |
2.527 |
0.488 |
17.8% |
0.152 |
5.6% |
43% |
False |
False |
57,051 |
| 40 |
3.391 |
2.527 |
0.864 |
31.6% |
0.125 |
4.6% |
24% |
False |
False |
36,837 |
| 60 |
3.804 |
2.527 |
1.277 |
46.6% |
0.114 |
4.2% |
17% |
False |
False |
27,779 |
| 80 |
4.080 |
2.527 |
1.553 |
56.7% |
0.108 |
3.9% |
14% |
False |
False |
22,391 |
| 100 |
4.303 |
2.527 |
1.776 |
64.9% |
0.103 |
3.7% |
12% |
False |
False |
18,641 |
| 120 |
4.525 |
2.527 |
1.998 |
73.0% |
0.101 |
3.7% |
11% |
False |
False |
15,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.399 |
|
2.618 |
3.184 |
|
1.618 |
3.052 |
|
1.000 |
2.970 |
|
0.618 |
2.920 |
|
HIGH |
2.838 |
|
0.618 |
2.788 |
|
0.500 |
2.772 |
|
0.382 |
2.756 |
|
LOW |
2.706 |
|
0.618 |
2.624 |
|
1.000 |
2.574 |
|
1.618 |
2.492 |
|
2.618 |
2.360 |
|
4.250 |
2.145 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.772 |
2.780 |
| PP |
2.761 |
2.766 |
| S1 |
2.749 |
2.752 |
|