NYMEX Natural Gas Future August 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 |
2.978 |
3.038 |
0.060 |
2.0% |
2.970 |
| High |
3.056 |
3.038 |
-0.018 |
-0.6% |
3.109 |
| Low |
2.978 |
2.925 |
-0.053 |
-1.8% |
2.866 |
| Close |
3.022 |
2.951 |
-0.071 |
-2.3% |
3.012 |
| Range |
0.078 |
0.113 |
0.035 |
44.9% |
0.243 |
| ATR |
0.128 |
0.127 |
-0.001 |
-0.8% |
0.000 |
| Volume |
18,484 |
17,227 |
-1,257 |
-6.8% |
90,356 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.310 |
3.244 |
3.013 |
|
| R3 |
3.197 |
3.131 |
2.982 |
|
| R2 |
3.084 |
3.084 |
2.972 |
|
| R1 |
3.018 |
3.018 |
2.961 |
2.995 |
| PP |
2.971 |
2.971 |
2.971 |
2.960 |
| S1 |
2.905 |
2.905 |
2.941 |
2.882 |
| S2 |
2.858 |
2.858 |
2.930 |
|
| S3 |
2.745 |
2.792 |
2.920 |
|
| S4 |
2.632 |
2.679 |
2.889 |
|
|
| 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 |
3.062 |
2.891 |
0.171 |
5.8% |
0.094 |
3.2% |
35% |
False |
False |
15,660 |
| 10 |
3.109 |
2.790 |
0.319 |
10.8% |
0.121 |
4.1% |
50% |
False |
False |
17,491 |
| 20 |
3.148 |
2.666 |
0.482 |
16.3% |
0.140 |
4.7% |
59% |
False |
False |
13,691 |
| 40 |
3.522 |
2.666 |
0.856 |
29.0% |
0.114 |
3.8% |
33% |
False |
False |
8,961 |
| 60 |
3.927 |
2.666 |
1.261 |
42.7% |
0.102 |
3.4% |
23% |
False |
False |
6,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.518 |
|
2.618 |
3.334 |
|
1.618 |
3.221 |
|
1.000 |
3.151 |
|
0.618 |
3.108 |
|
HIGH |
3.038 |
|
0.618 |
2.995 |
|
0.500 |
2.982 |
|
0.382 |
2.968 |
|
LOW |
2.925 |
|
0.618 |
2.855 |
|
1.000 |
2.812 |
|
1.618 |
2.742 |
|
2.618 |
2.629 |
|
4.250 |
2.445 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.982 |
2.991 |
| PP |
2.971 |
2.977 |
| S1 |
2.961 |
2.964 |
|