NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.953 |
3.060 |
0.107 |
3.6% |
2.937 |
| High |
3.104 |
3.060 |
-0.044 |
-1.4% |
3.104 |
| Low |
2.930 |
2.965 |
0.035 |
1.2% |
2.873 |
| Close |
3.074 |
3.036 |
-0.038 |
-1.2% |
3.074 |
| Range |
0.174 |
0.095 |
-0.079 |
-45.4% |
0.231 |
| ATR |
0.128 |
0.127 |
-0.001 |
-1.1% |
0.000 |
| Volume |
22,090 |
19,850 |
-2,240 |
-10.1% |
113,801 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.305 |
3.266 |
3.088 |
|
| R3 |
3.210 |
3.171 |
3.062 |
|
| R2 |
3.115 |
3.115 |
3.053 |
|
| R1 |
3.076 |
3.076 |
3.045 |
3.048 |
| PP |
3.020 |
3.020 |
3.020 |
3.007 |
| S1 |
2.981 |
2.981 |
3.027 |
2.953 |
| S2 |
2.925 |
2.925 |
3.019 |
|
| S3 |
2.830 |
2.886 |
3.010 |
|
| S4 |
2.735 |
2.791 |
2.984 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.710 |
3.623 |
3.201 |
|
| R3 |
3.479 |
3.392 |
3.138 |
|
| R2 |
3.248 |
3.248 |
3.116 |
|
| R1 |
3.161 |
3.161 |
3.095 |
3.205 |
| PP |
3.017 |
3.017 |
3.017 |
3.039 |
| S1 |
2.930 |
2.930 |
3.053 |
2.974 |
| S2 |
2.786 |
2.786 |
3.032 |
|
| S3 |
2.555 |
2.699 |
3.010 |
|
| S4 |
2.324 |
2.468 |
2.947 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.104 |
2.873 |
0.231 |
7.6% |
0.112 |
3.7% |
71% |
False |
False |
22,796 |
| 10 |
3.104 |
2.831 |
0.273 |
9.0% |
0.109 |
3.6% |
75% |
False |
False |
23,634 |
| 20 |
3.128 |
2.740 |
0.388 |
12.8% |
0.130 |
4.3% |
76% |
False |
False |
22,435 |
| 40 |
3.496 |
2.643 |
0.853 |
28.1% |
0.122 |
4.0% |
46% |
False |
False |
15,881 |
| 60 |
3.901 |
2.643 |
1.258 |
41.4% |
0.109 |
3.6% |
31% |
False |
False |
11,792 |
| 80 |
4.162 |
2.643 |
1.519 |
50.0% |
0.102 |
3.4% |
26% |
False |
False |
9,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.464 |
|
2.618 |
3.309 |
|
1.618 |
3.214 |
|
1.000 |
3.155 |
|
0.618 |
3.119 |
|
HIGH |
3.060 |
|
0.618 |
3.024 |
|
0.500 |
3.013 |
|
0.382 |
3.001 |
|
LOW |
2.965 |
|
0.618 |
2.906 |
|
1.000 |
2.870 |
|
1.618 |
2.811 |
|
2.618 |
2.716 |
|
4.250 |
2.561 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.028 |
3.025 |
| PP |
3.020 |
3.015 |
| S1 |
3.013 |
3.004 |
|