NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.659 |
2.637 |
-0.022 |
-0.8% |
2.448 |
| High |
2.673 |
2.668 |
-0.005 |
-0.2% |
2.733 |
| Low |
2.575 |
2.534 |
-0.041 |
-1.6% |
2.395 |
| Close |
2.655 |
2.643 |
-0.012 |
-0.5% |
2.684 |
| Range |
0.098 |
0.134 |
0.036 |
36.7% |
0.338 |
| ATR |
0.152 |
0.151 |
-0.001 |
-0.8% |
0.000 |
| Volume |
0 |
106,225 |
106,225 |
|
800,452 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.017 |
2.964 |
2.717 |
|
| R3 |
2.883 |
2.830 |
2.680 |
|
| R2 |
2.749 |
2.749 |
2.668 |
|
| R1 |
2.696 |
2.696 |
2.655 |
2.723 |
| PP |
2.615 |
2.615 |
2.615 |
2.628 |
| S1 |
2.562 |
2.562 |
2.631 |
2.589 |
| S2 |
2.481 |
2.481 |
2.618 |
|
| S3 |
2.347 |
2.428 |
2.606 |
|
| S4 |
2.213 |
2.294 |
2.569 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.618 |
3.489 |
2.870 |
|
| R3 |
3.280 |
3.151 |
2.777 |
|
| R2 |
2.942 |
2.942 |
2.746 |
|
| R1 |
2.813 |
2.813 |
2.715 |
2.878 |
| PP |
2.604 |
2.604 |
2.604 |
2.636 |
| S1 |
2.475 |
2.475 |
2.653 |
2.540 |
| S2 |
2.266 |
2.266 |
2.622 |
|
| S3 |
1.928 |
2.137 |
2.591 |
|
| S4 |
1.590 |
1.799 |
2.498 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.733 |
2.404 |
0.329 |
12.4% |
0.153 |
5.8% |
73% |
False |
False |
116,673 |
| 10 |
2.733 |
2.390 |
0.343 |
13.0% |
0.135 |
5.1% |
74% |
False |
False |
142,585 |
| 20 |
2.844 |
2.340 |
0.504 |
19.1% |
0.160 |
6.0% |
60% |
False |
False |
163,032 |
| 40 |
3.245 |
2.289 |
0.956 |
36.2% |
0.146 |
5.5% |
37% |
False |
False |
117,995 |
| 60 |
3.741 |
2.289 |
1.452 |
54.9% |
0.131 |
4.9% |
24% |
False |
False |
93,073 |
| 80 |
4.070 |
2.289 |
1.781 |
67.4% |
0.123 |
4.7% |
20% |
False |
False |
75,474 |
| 100 |
4.220 |
2.289 |
1.931 |
73.1% |
0.117 |
4.4% |
18% |
False |
False |
63,859 |
| 120 |
4.516 |
2.289 |
2.227 |
84.3% |
0.114 |
4.3% |
16% |
False |
False |
55,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.238 |
|
2.618 |
3.019 |
|
1.618 |
2.885 |
|
1.000 |
2.802 |
|
0.618 |
2.751 |
|
HIGH |
2.668 |
|
0.618 |
2.617 |
|
0.500 |
2.601 |
|
0.382 |
2.585 |
|
LOW |
2.534 |
|
0.618 |
2.451 |
|
1.000 |
2.400 |
|
1.618 |
2.317 |
|
2.618 |
2.183 |
|
4.250 |
1.965 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.629 |
2.639 |
| PP |
2.615 |
2.634 |
| S1 |
2.601 |
2.630 |
|