NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.753 |
2.803 |
0.050 |
1.8% |
2.754 |
| High |
2.835 |
2.961 |
0.126 |
4.4% |
2.961 |
| Low |
2.727 |
2.776 |
0.049 |
1.8% |
2.706 |
| Close |
2.818 |
2.926 |
0.108 |
3.8% |
2.926 |
| Range |
0.108 |
0.185 |
0.077 |
71.3% |
0.255 |
| ATR |
0.134 |
0.137 |
0.004 |
2.8% |
0.000 |
| Volume |
64,123 |
61,292 |
-2,831 |
-4.4% |
360,780 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.443 |
3.369 |
3.028 |
|
| R3 |
3.258 |
3.184 |
2.977 |
|
| R2 |
3.073 |
3.073 |
2.960 |
|
| R1 |
2.999 |
2.999 |
2.943 |
3.036 |
| PP |
2.888 |
2.888 |
2.888 |
2.906 |
| S1 |
2.814 |
2.814 |
2.909 |
2.851 |
| S2 |
2.703 |
2.703 |
2.892 |
|
| S3 |
2.518 |
2.629 |
2.875 |
|
| S4 |
2.333 |
2.444 |
2.824 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.629 |
3.533 |
3.066 |
|
| R3 |
3.374 |
3.278 |
2.996 |
|
| R2 |
3.119 |
3.119 |
2.973 |
|
| R1 |
3.023 |
3.023 |
2.949 |
3.071 |
| PP |
2.864 |
2.864 |
2.864 |
2.889 |
| S1 |
2.768 |
2.768 |
2.903 |
2.816 |
| S2 |
2.609 |
2.609 |
2.879 |
|
| S3 |
2.354 |
2.513 |
2.856 |
|
| S4 |
2.099 |
2.258 |
2.786 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.961 |
2.706 |
0.255 |
8.7% |
0.118 |
4.0% |
86% |
True |
False |
72,156 |
| 10 |
2.961 |
2.660 |
0.301 |
10.3% |
0.123 |
4.2% |
88% |
True |
False |
73,004 |
| 20 |
3.015 |
2.527 |
0.488 |
16.7% |
0.154 |
5.3% |
82% |
False |
False |
59,274 |
| 40 |
3.391 |
2.527 |
0.864 |
29.5% |
0.129 |
4.4% |
46% |
False |
False |
39,564 |
| 60 |
3.804 |
2.527 |
1.277 |
43.6% |
0.115 |
3.9% |
31% |
False |
False |
29,616 |
| 80 |
4.080 |
2.527 |
1.553 |
53.1% |
0.110 |
3.8% |
26% |
False |
False |
23,822 |
| 100 |
4.303 |
2.527 |
1.776 |
60.7% |
0.104 |
3.6% |
22% |
False |
False |
19,823 |
| 120 |
4.525 |
2.527 |
1.998 |
68.3% |
0.102 |
3.5% |
20% |
False |
False |
16,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.747 |
|
2.618 |
3.445 |
|
1.618 |
3.260 |
|
1.000 |
3.146 |
|
0.618 |
3.075 |
|
HIGH |
2.961 |
|
0.618 |
2.890 |
|
0.500 |
2.869 |
|
0.382 |
2.847 |
|
LOW |
2.776 |
|
0.618 |
2.662 |
|
1.000 |
2.591 |
|
1.618 |
2.477 |
|
2.618 |
2.292 |
|
4.250 |
1.990 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.907 |
2.895 |
| PP |
2.888 |
2.864 |
| S1 |
2.869 |
2.834 |
|