NYMEX Natural Gas Future August 2012
Trading Metrics calculated at close of trading on 17-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
2.950 |
2.989 |
0.039 |
1.3% |
2.971 |
High |
3.033 |
3.137 |
0.104 |
3.4% |
3.137 |
Low |
2.950 |
2.969 |
0.019 |
0.6% |
2.925 |
Close |
3.014 |
3.109 |
0.095 |
3.2% |
3.109 |
Range |
0.083 |
0.168 |
0.085 |
102.4% |
0.212 |
ATR |
0.123 |
0.127 |
0.003 |
2.6% |
0.000 |
Volume |
10,546 |
13,504 |
2,958 |
28.0% |
70,820 |
|
Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.576 |
3.510 |
3.201 |
|
R3 |
3.408 |
3.342 |
3.155 |
|
R2 |
3.240 |
3.240 |
3.140 |
|
R1 |
3.174 |
3.174 |
3.124 |
3.207 |
PP |
3.072 |
3.072 |
3.072 |
3.088 |
S1 |
3.006 |
3.006 |
3.094 |
3.039 |
S2 |
2.904 |
2.904 |
3.078 |
|
S3 |
2.736 |
2.838 |
3.063 |
|
S4 |
2.568 |
2.670 |
3.017 |
|
|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.693 |
3.613 |
3.226 |
|
R3 |
3.481 |
3.401 |
3.167 |
|
R2 |
3.269 |
3.269 |
3.148 |
|
R1 |
3.189 |
3.189 |
3.128 |
3.229 |
PP |
3.057 |
3.057 |
3.057 |
3.077 |
S1 |
2.977 |
2.977 |
3.090 |
3.017 |
S2 |
2.845 |
2.845 |
3.070 |
|
S3 |
2.633 |
2.765 |
3.051 |
|
S4 |
2.421 |
2.553 |
2.992 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.137 |
2.925 |
0.212 |
6.8% |
0.099 |
3.2% |
87% |
True |
False |
14,164 |
10 |
3.137 |
2.866 |
0.271 |
8.7% |
0.112 |
3.6% |
90% |
True |
False |
16,117 |
20 |
3.148 |
2.694 |
0.454 |
14.6% |
0.141 |
4.5% |
91% |
False |
False |
14,302 |
40 |
3.522 |
2.666 |
0.856 |
27.5% |
0.117 |
3.8% |
52% |
False |
False |
9,500 |
60 |
3.927 |
2.666 |
1.261 |
40.6% |
0.103 |
3.3% |
35% |
False |
False |
7,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.851 |
2.618 |
3.577 |
1.618 |
3.409 |
1.000 |
3.305 |
0.618 |
3.241 |
HIGH |
3.137 |
0.618 |
3.073 |
0.500 |
3.053 |
0.382 |
3.033 |
LOW |
2.969 |
0.618 |
2.865 |
1.000 |
2.801 |
1.618 |
2.697 |
2.618 |
2.529 |
4.250 |
2.255 |
|
|
Fisher Pivots for day following 17-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
3.090 |
3.083 |
PP |
3.072 |
3.057 |
S1 |
3.053 |
3.031 |
|