NYMEX Natural Gas Future July 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 |
2.930 |
2.937 |
0.007 |
0.2% |
2.934 |
| High |
2.981 |
2.951 |
-0.030 |
-1.0% |
3.073 |
| Low |
2.927 |
2.897 |
-0.030 |
-1.0% |
2.831 |
| Close |
2.975 |
2.929 |
-0.046 |
-1.5% |
2.975 |
| Range |
0.054 |
0.054 |
0.000 |
0.0% |
0.242 |
| ATR |
0.136 |
0.132 |
-0.004 |
-3.0% |
0.000 |
| Volume |
20,638 |
19,671 |
-967 |
-4.7% |
126,691 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.088 |
3.062 |
2.959 |
|
| R3 |
3.034 |
3.008 |
2.944 |
|
| R2 |
2.980 |
2.980 |
2.939 |
|
| R1 |
2.954 |
2.954 |
2.934 |
2.940 |
| PP |
2.926 |
2.926 |
2.926 |
2.919 |
| S1 |
2.900 |
2.900 |
2.924 |
2.886 |
| S2 |
2.872 |
2.872 |
2.919 |
|
| S3 |
2.818 |
2.846 |
2.914 |
|
| S4 |
2.764 |
2.792 |
2.899 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.686 |
3.572 |
3.108 |
|
| R3 |
3.444 |
3.330 |
3.042 |
|
| R2 |
3.202 |
3.202 |
3.019 |
|
| R1 |
3.088 |
3.088 |
2.997 |
3.145 |
| PP |
2.960 |
2.960 |
2.960 |
2.988 |
| S1 |
2.846 |
2.846 |
2.953 |
2.903 |
| S2 |
2.718 |
2.718 |
2.931 |
|
| S3 |
2.476 |
2.604 |
2.908 |
|
| S4 |
2.234 |
2.362 |
2.842 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.073 |
2.831 |
0.242 |
8.3% |
0.106 |
3.6% |
40% |
False |
False |
24,473 |
| 10 |
3.073 |
2.740 |
0.333 |
11.4% |
0.125 |
4.3% |
57% |
False |
False |
23,023 |
| 20 |
3.128 |
2.643 |
0.485 |
16.6% |
0.144 |
4.9% |
59% |
False |
False |
20,465 |
| 40 |
3.496 |
2.643 |
0.853 |
29.1% |
0.116 |
4.0% |
34% |
False |
False |
13,424 |
| 60 |
3.901 |
2.643 |
1.258 |
42.9% |
0.107 |
3.6% |
23% |
False |
False |
10,137 |
| 80 |
4.162 |
2.643 |
1.519 |
51.9% |
0.100 |
3.4% |
19% |
False |
False |
8,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.181 |
|
2.618 |
3.092 |
|
1.618 |
3.038 |
|
1.000 |
3.005 |
|
0.618 |
2.984 |
|
HIGH |
2.951 |
|
0.618 |
2.930 |
|
0.500 |
2.924 |
|
0.382 |
2.918 |
|
LOW |
2.897 |
|
0.618 |
2.864 |
|
1.000 |
2.843 |
|
1.618 |
2.810 |
|
2.618 |
2.756 |
|
4.250 |
2.668 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.927 |
2.944 |
| PP |
2.926 |
2.939 |
| S1 |
2.924 |
2.934 |
|