NYMEX Natural Gas Future June 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 |
2.908 |
2.837 |
-0.071 |
-2.4% |
2.857 |
| High |
2.920 |
2.925 |
0.005 |
0.2% |
2.989 |
| Low |
2.801 |
2.830 |
0.029 |
1.0% |
2.750 |
| Close |
2.834 |
2.904 |
0.070 |
2.5% |
2.890 |
| Range |
0.119 |
0.095 |
-0.024 |
-20.2% |
0.239 |
| ATR |
0.131 |
0.128 |
-0.003 |
-1.9% |
0.000 |
| Volume |
27,414 |
23,999 |
-3,415 |
-12.5% |
160,941 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.171 |
3.133 |
2.956 |
|
| R3 |
3.076 |
3.038 |
2.930 |
|
| R2 |
2.981 |
2.981 |
2.921 |
|
| R1 |
2.943 |
2.943 |
2.913 |
2.962 |
| PP |
2.886 |
2.886 |
2.886 |
2.896 |
| S1 |
2.848 |
2.848 |
2.895 |
2.867 |
| S2 |
2.791 |
2.791 |
2.887 |
|
| S3 |
2.696 |
2.753 |
2.878 |
|
| S4 |
2.601 |
2.658 |
2.852 |
|
|
| 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 |
2.940 |
2.801 |
0.139 |
4.8% |
0.085 |
2.9% |
74% |
False |
False |
26,401 |
| 10 |
2.989 |
2.750 |
0.239 |
8.2% |
0.108 |
3.7% |
64% |
False |
False |
29,093 |
| 20 |
3.077 |
2.590 |
0.487 |
16.8% |
0.144 |
4.9% |
64% |
False |
False |
27,703 |
| 40 |
3.441 |
2.590 |
0.851 |
29.3% |
0.122 |
4.2% |
37% |
False |
False |
18,697 |
| 60 |
3.851 |
2.590 |
1.261 |
43.4% |
0.111 |
3.8% |
25% |
False |
False |
14,146 |
| 80 |
4.118 |
2.590 |
1.528 |
52.6% |
0.104 |
3.6% |
21% |
False |
False |
11,316 |
| 100 |
4.344 |
2.590 |
1.754 |
60.4% |
0.100 |
3.4% |
18% |
False |
False |
9,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.329 |
|
2.618 |
3.174 |
|
1.618 |
3.079 |
|
1.000 |
3.020 |
|
0.618 |
2.984 |
|
HIGH |
2.925 |
|
0.618 |
2.889 |
|
0.500 |
2.878 |
|
0.382 |
2.866 |
|
LOW |
2.830 |
|
0.618 |
2.771 |
|
1.000 |
2.735 |
|
1.618 |
2.676 |
|
2.618 |
2.581 |
|
4.250 |
2.426 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.895 |
2.893 |
| PP |
2.886 |
2.882 |
| S1 |
2.878 |
2.871 |
|