NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.946 |
2.980 |
0.034 |
1.2% |
2.934 |
| High |
3.015 |
2.988 |
-0.027 |
-0.9% |
3.073 |
| Low |
2.931 |
2.873 |
-0.058 |
-2.0% |
2.831 |
| Close |
2.976 |
2.906 |
-0.070 |
-2.4% |
2.975 |
| Range |
0.084 |
0.115 |
0.031 |
36.9% |
0.242 |
| ATR |
0.128 |
0.127 |
-0.001 |
-0.7% |
0.000 |
| Volume |
26,199 |
27,730 |
1,531 |
5.8% |
126,691 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.267 |
3.202 |
2.969 |
|
| R3 |
3.152 |
3.087 |
2.938 |
|
| R2 |
3.037 |
3.037 |
2.927 |
|
| R1 |
2.972 |
2.972 |
2.917 |
2.947 |
| PP |
2.922 |
2.922 |
2.922 |
2.910 |
| S1 |
2.857 |
2.857 |
2.895 |
2.832 |
| S2 |
2.807 |
2.807 |
2.885 |
|
| S3 |
2.692 |
2.742 |
2.874 |
|
| S4 |
2.577 |
2.627 |
2.843 |
|
|
| 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 |
3.029 |
2.858 |
0.171 |
5.9% |
0.096 |
3.3% |
28% |
False |
False |
24,718 |
| 10 |
3.073 |
2.759 |
0.314 |
10.8% |
0.119 |
4.1% |
47% |
False |
False |
25,030 |
| 20 |
3.128 |
2.643 |
0.485 |
16.7% |
0.142 |
4.9% |
54% |
False |
False |
21,559 |
| 40 |
3.496 |
2.643 |
0.853 |
29.4% |
0.118 |
4.1% |
31% |
False |
False |
14,585 |
| 60 |
3.901 |
2.643 |
1.258 |
43.3% |
0.107 |
3.7% |
21% |
False |
False |
10,948 |
| 80 |
4.162 |
2.643 |
1.519 |
52.3% |
0.101 |
3.5% |
17% |
False |
False |
8,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.477 |
|
2.618 |
3.289 |
|
1.618 |
3.174 |
|
1.000 |
3.103 |
|
0.618 |
3.059 |
|
HIGH |
2.988 |
|
0.618 |
2.944 |
|
0.500 |
2.931 |
|
0.382 |
2.917 |
|
LOW |
2.873 |
|
0.618 |
2.802 |
|
1.000 |
2.758 |
|
1.618 |
2.687 |
|
2.618 |
2.572 |
|
4.250 |
2.384 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.931 |
2.944 |
| PP |
2.922 |
2.931 |
| S1 |
2.914 |
2.919 |
|