NYMEX Natural Gas Future August 2012
Trading Metrics calculated at close of trading on 10-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
2.909 |
2.959 |
0.050 |
1.7% |
2.970 |
High |
3.062 |
3.015 |
-0.047 |
-1.5% |
3.109 |
Low |
2.891 |
2.959 |
0.068 |
2.4% |
2.866 |
Close |
2.973 |
3.012 |
0.039 |
1.3% |
3.012 |
Range |
0.171 |
0.056 |
-0.115 |
-67.3% |
0.243 |
ATR |
0.141 |
0.135 |
-0.006 |
-4.3% |
0.000 |
Volume |
19,213 |
12,317 |
-6,896 |
-35.9% |
90,356 |
|
Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.163 |
3.144 |
3.043 |
|
R3 |
3.107 |
3.088 |
3.027 |
|
R2 |
3.051 |
3.051 |
3.022 |
|
R1 |
3.032 |
3.032 |
3.017 |
3.042 |
PP |
2.995 |
2.995 |
2.995 |
3.000 |
S1 |
2.976 |
2.976 |
3.007 |
2.986 |
S2 |
2.939 |
2.939 |
3.002 |
|
S3 |
2.883 |
2.920 |
2.997 |
|
S4 |
2.827 |
2.864 |
2.981 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.725 |
3.611 |
3.146 |
|
R3 |
3.482 |
3.368 |
3.079 |
|
R2 |
3.239 |
3.239 |
3.057 |
|
R1 |
3.125 |
3.125 |
3.034 |
3.182 |
PP |
2.996 |
2.996 |
2.996 |
3.024 |
S1 |
2.882 |
2.882 |
2.990 |
2.939 |
S2 |
2.753 |
2.753 |
2.967 |
|
S3 |
2.510 |
2.639 |
2.945 |
|
S4 |
2.267 |
2.396 |
2.878 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.109 |
2.866 |
0.243 |
8.1% |
0.125 |
4.2% |
60% |
False |
False |
18,071 |
10 |
3.148 |
2.764 |
0.384 |
12.7% |
0.135 |
4.5% |
65% |
False |
False |
15,649 |
20 |
3.148 |
2.666 |
0.482 |
16.0% |
0.143 |
4.7% |
72% |
False |
False |
12,477 |
40 |
3.530 |
2.666 |
0.864 |
28.7% |
0.112 |
3.7% |
40% |
False |
False |
7,921 |
60 |
3.927 |
2.666 |
1.261 |
41.9% |
0.102 |
3.4% |
27% |
False |
False |
6,247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.253 |
2.618 |
3.162 |
1.618 |
3.106 |
1.000 |
3.071 |
0.618 |
3.050 |
HIGH |
3.015 |
0.618 |
2.994 |
0.500 |
2.987 |
0.382 |
2.980 |
LOW |
2.959 |
0.618 |
2.924 |
1.000 |
2.903 |
1.618 |
2.868 |
2.618 |
2.812 |
4.250 |
2.721 |
|
|
Fisher Pivots for day following 10-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
3.004 |
2.996 |
PP |
2.995 |
2.980 |
S1 |
2.987 |
2.964 |
|