NYMEX Natural Gas Future June 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 |
2.857 |
2.854 |
-0.003 |
-0.1% |
2.857 |
| High |
2.900 |
2.870 |
-0.030 |
-1.0% |
2.989 |
| Low |
2.837 |
2.811 |
-0.026 |
-0.9% |
2.750 |
| Close |
2.890 |
2.847 |
-0.043 |
-1.5% |
2.890 |
| Range |
0.063 |
0.059 |
-0.004 |
-6.3% |
0.239 |
| ATR |
0.139 |
0.134 |
-0.004 |
-3.1% |
0.000 |
| Volume |
30,158 |
24,843 |
-5,315 |
-17.6% |
160,941 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.020 |
2.992 |
2.879 |
|
| R3 |
2.961 |
2.933 |
2.863 |
|
| R2 |
2.902 |
2.902 |
2.858 |
|
| R1 |
2.874 |
2.874 |
2.852 |
2.859 |
| PP |
2.843 |
2.843 |
2.843 |
2.835 |
| S1 |
2.815 |
2.815 |
2.842 |
2.800 |
| S2 |
2.784 |
2.784 |
2.836 |
|
| S3 |
2.725 |
2.756 |
2.831 |
|
| S4 |
2.666 |
2.697 |
2.815 |
|
|
| 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 |
8.4% |
0.109 |
3.8% |
41% |
False |
False |
31,953 |
| 10 |
2.989 |
2.680 |
0.309 |
10.9% |
0.127 |
4.4% |
54% |
False |
False |
29,234 |
| 20 |
3.077 |
2.590 |
0.487 |
17.1% |
0.147 |
5.2% |
53% |
False |
False |
26,673 |
| 40 |
3.441 |
2.590 |
0.851 |
29.9% |
0.119 |
4.2% |
30% |
False |
False |
17,178 |
| 60 |
3.851 |
2.590 |
1.261 |
44.3% |
0.110 |
3.9% |
20% |
False |
False |
13,040 |
| 80 |
4.118 |
2.590 |
1.528 |
53.7% |
0.103 |
3.6% |
17% |
False |
False |
10,422 |
| 100 |
4.344 |
2.590 |
1.754 |
61.6% |
0.098 |
3.5% |
15% |
False |
False |
8,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.121 |
|
2.618 |
3.024 |
|
1.618 |
2.965 |
|
1.000 |
2.929 |
|
0.618 |
2.906 |
|
HIGH |
2.870 |
|
0.618 |
2.847 |
|
0.500 |
2.841 |
|
0.382 |
2.834 |
|
LOW |
2.811 |
|
0.618 |
2.775 |
|
1.000 |
2.752 |
|
1.618 |
2.716 |
|
2.618 |
2.657 |
|
4.250 |
2.560 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.845 |
2.863 |
| PP |
2.843 |
2.857 |
| S1 |
2.841 |
2.852 |
|