NYMEX Natural Gas Future June 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 |
2.806 |
2.857 |
0.051 |
1.8% |
2.857 |
| High |
2.950 |
2.900 |
-0.050 |
-1.7% |
2.989 |
| Low |
2.775 |
2.837 |
0.062 |
2.2% |
2.750 |
| Close |
2.858 |
2.890 |
0.032 |
1.1% |
2.890 |
| Range |
0.175 |
0.063 |
-0.112 |
-64.0% |
0.239 |
| ATR |
0.145 |
0.139 |
-0.006 |
-4.0% |
0.000 |
| Volume |
38,522 |
30,158 |
-8,364 |
-21.7% |
160,941 |
|
| Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.065 |
3.040 |
2.925 |
|
| R3 |
3.002 |
2.977 |
2.907 |
|
| R2 |
2.939 |
2.939 |
2.902 |
|
| R1 |
2.914 |
2.914 |
2.896 |
2.927 |
| PP |
2.876 |
2.876 |
2.876 |
2.882 |
| S1 |
2.851 |
2.851 |
2.884 |
2.864 |
| S2 |
2.813 |
2.813 |
2.878 |
|
| S3 |
2.750 |
2.788 |
2.873 |
|
| S4 |
2.687 |
2.725 |
2.855 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.593 |
3.481 |
3.021 |
|
| R3 |
3.354 |
3.242 |
2.956 |
|
| R2 |
3.115 |
3.115 |
2.934 |
|
| R1 |
3.003 |
3.003 |
2.912 |
3.059 |
| PP |
2.876 |
2.876 |
2.876 |
2.905 |
| S1 |
2.764 |
2.764 |
2.868 |
2.820 |
| S2 |
2.637 |
2.637 |
2.846 |
|
| S3 |
2.398 |
2.525 |
2.824 |
|
| S4 |
2.159 |
2.286 |
2.759 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.989 |
2.750 |
0.239 |
8.3% |
0.124 |
4.3% |
59% |
False |
False |
32,188 |
| 10 |
3.077 |
2.680 |
0.397 |
13.7% |
0.138 |
4.8% |
53% |
False |
False |
28,994 |
| 20 |
3.077 |
2.590 |
0.487 |
16.9% |
0.148 |
5.1% |
62% |
False |
False |
26,526 |
| 40 |
3.466 |
2.590 |
0.876 |
30.3% |
0.120 |
4.2% |
34% |
False |
False |
16,657 |
| 60 |
3.851 |
2.590 |
1.261 |
43.6% |
0.110 |
3.8% |
24% |
False |
False |
12,720 |
| 80 |
4.118 |
2.590 |
1.528 |
52.9% |
0.103 |
3.6% |
20% |
False |
False |
10,149 |
| 100 |
4.384 |
2.590 |
1.794 |
62.1% |
0.098 |
3.4% |
17% |
False |
False |
8,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.168 |
|
2.618 |
3.065 |
|
1.618 |
3.002 |
|
1.000 |
2.963 |
|
0.618 |
2.939 |
|
HIGH |
2.900 |
|
0.618 |
2.876 |
|
0.500 |
2.869 |
|
0.382 |
2.861 |
|
LOW |
2.837 |
|
0.618 |
2.798 |
|
1.000 |
2.774 |
|
1.618 |
2.735 |
|
2.618 |
2.672 |
|
4.250 |
2.569 |
|
|
| Fisher Pivots for day following 10-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.883 |
2.877 |
| PP |
2.876 |
2.863 |
| S1 |
2.869 |
2.850 |
|