NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.830 |
2.753 |
-0.077 |
-2.7% |
2.769 |
| High |
2.838 |
2.835 |
-0.003 |
-0.1% |
2.905 |
| Low |
2.706 |
2.727 |
0.021 |
0.8% |
2.660 |
| Close |
2.738 |
2.818 |
0.080 |
2.9% |
2.792 |
| Range |
0.132 |
0.108 |
-0.024 |
-18.2% |
0.245 |
| ATR |
0.136 |
0.134 |
-0.002 |
-1.5% |
0.000 |
| Volume |
61,024 |
64,123 |
3,099 |
5.1% |
369,268 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.117 |
3.076 |
2.877 |
|
| R3 |
3.009 |
2.968 |
2.848 |
|
| R2 |
2.901 |
2.901 |
2.838 |
|
| R1 |
2.860 |
2.860 |
2.828 |
2.881 |
| PP |
2.793 |
2.793 |
2.793 |
2.804 |
| S1 |
2.752 |
2.752 |
2.808 |
2.773 |
| S2 |
2.685 |
2.685 |
2.798 |
|
| S3 |
2.577 |
2.644 |
2.788 |
|
| S4 |
2.469 |
2.536 |
2.759 |
|
|
| 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 |
2.706 |
0.148 |
5.3% |
0.094 |
3.3% |
76% |
False |
False |
76,086 |
| 10 |
2.905 |
2.660 |
0.245 |
8.7% |
0.117 |
4.2% |
64% |
False |
False |
71,750 |
| 20 |
3.015 |
2.527 |
0.488 |
17.3% |
0.150 |
5.3% |
60% |
False |
False |
58,217 |
| 40 |
3.391 |
2.527 |
0.864 |
30.7% |
0.126 |
4.5% |
34% |
False |
False |
38,300 |
| 60 |
3.804 |
2.527 |
1.277 |
45.3% |
0.114 |
4.1% |
23% |
False |
False |
28,728 |
| 80 |
4.080 |
2.527 |
1.553 |
55.1% |
0.108 |
3.8% |
19% |
False |
False |
23,091 |
| 100 |
4.303 |
2.527 |
1.776 |
63.0% |
0.103 |
3.7% |
16% |
False |
False |
19,230 |
| 120 |
4.525 |
2.527 |
1.998 |
70.9% |
0.101 |
3.6% |
15% |
False |
False |
16,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.294 |
|
2.618 |
3.118 |
|
1.618 |
3.010 |
|
1.000 |
2.943 |
|
0.618 |
2.902 |
|
HIGH |
2.835 |
|
0.618 |
2.794 |
|
0.500 |
2.781 |
|
0.382 |
2.768 |
|
LOW |
2.727 |
|
0.618 |
2.660 |
|
1.000 |
2.619 |
|
1.618 |
2.552 |
|
2.618 |
2.444 |
|
4.250 |
2.268 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.806 |
2.805 |
| PP |
2.793 |
2.793 |
| S1 |
2.781 |
2.780 |
|