NYMEX Natural Gas Future August 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 |
2.959 |
2.971 |
0.012 |
0.4% |
2.970 |
High |
3.015 |
2.988 |
-0.027 |
-0.9% |
3.109 |
Low |
2.959 |
2.936 |
-0.023 |
-0.8% |
2.866 |
Close |
3.012 |
2.973 |
-0.039 |
-1.3% |
3.012 |
Range |
0.056 |
0.052 |
-0.004 |
-7.1% |
0.243 |
ATR |
0.135 |
0.131 |
-0.004 |
-3.1% |
0.000 |
Volume |
12,317 |
11,059 |
-1,258 |
-10.2% |
90,356 |
|
Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.122 |
3.099 |
3.002 |
|
R3 |
3.070 |
3.047 |
2.987 |
|
R2 |
3.018 |
3.018 |
2.983 |
|
R1 |
2.995 |
2.995 |
2.978 |
3.007 |
PP |
2.966 |
2.966 |
2.966 |
2.971 |
S1 |
2.943 |
2.943 |
2.968 |
2.955 |
S2 |
2.914 |
2.914 |
2.963 |
|
S3 |
2.862 |
2.891 |
2.959 |
|
S4 |
2.810 |
2.839 |
2.944 |
|
|
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 |
8.2% |
0.108 |
3.6% |
44% |
False |
False |
17,179 |
10 |
3.109 |
2.764 |
0.345 |
11.6% |
0.124 |
4.2% |
61% |
False |
False |
15,791 |
20 |
3.148 |
2.666 |
0.482 |
16.2% |
0.142 |
4.8% |
64% |
False |
False |
12,663 |
40 |
3.522 |
2.666 |
0.856 |
28.8% |
0.111 |
3.7% |
36% |
False |
False |
8,172 |
60 |
3.927 |
2.666 |
1.261 |
42.4% |
0.101 |
3.4% |
24% |
False |
False |
6,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.209 |
2.618 |
3.124 |
1.618 |
3.072 |
1.000 |
3.040 |
0.618 |
3.020 |
HIGH |
2.988 |
0.618 |
2.968 |
0.500 |
2.962 |
0.382 |
2.956 |
LOW |
2.936 |
0.618 |
2.904 |
1.000 |
2.884 |
1.618 |
2.852 |
2.618 |
2.800 |
4.250 |
2.715 |
|
|
Fisher Pivots for day following 13-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
2.969 |
2.977 |
PP |
2.966 |
2.975 |
S1 |
2.962 |
2.974 |
|