NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.637 |
2.664 |
0.027 |
1.0% |
2.448 |
| High |
2.668 |
2.694 |
0.026 |
1.0% |
2.733 |
| Low |
2.534 |
2.565 |
0.031 |
1.2% |
2.395 |
| Close |
2.643 |
2.621 |
-0.022 |
-0.8% |
2.684 |
| Range |
0.134 |
0.129 |
-0.005 |
-3.7% |
0.338 |
| ATR |
0.151 |
0.149 |
-0.002 |
-1.0% |
0.000 |
| Volume |
106,225 |
103,167 |
-3,058 |
-2.9% |
800,452 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.014 |
2.946 |
2.692 |
|
| R3 |
2.885 |
2.817 |
2.656 |
|
| R2 |
2.756 |
2.756 |
2.645 |
|
| R1 |
2.688 |
2.688 |
2.633 |
2.658 |
| PP |
2.627 |
2.627 |
2.627 |
2.611 |
| S1 |
2.559 |
2.559 |
2.609 |
2.529 |
| S2 |
2.498 |
2.498 |
2.597 |
|
| S3 |
2.369 |
2.430 |
2.586 |
|
| S4 |
2.240 |
2.301 |
2.550 |
|
|
| 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 |
2.415 |
0.318 |
12.1% |
0.146 |
5.6% |
65% |
False |
False |
106,196 |
| 10 |
2.733 |
2.395 |
0.338 |
12.9% |
0.136 |
5.2% |
67% |
False |
False |
136,614 |
| 20 |
2.844 |
2.340 |
0.504 |
19.2% |
0.156 |
6.0% |
56% |
False |
False |
158,490 |
| 40 |
3.245 |
2.289 |
0.956 |
36.5% |
0.148 |
5.6% |
35% |
False |
False |
119,703 |
| 60 |
3.741 |
2.289 |
1.452 |
55.4% |
0.131 |
5.0% |
23% |
False |
False |
94,346 |
| 80 |
4.070 |
2.289 |
1.781 |
68.0% |
0.124 |
4.7% |
19% |
False |
False |
76,621 |
| 100 |
4.169 |
2.289 |
1.880 |
71.7% |
0.117 |
4.5% |
18% |
False |
False |
64,794 |
| 120 |
4.516 |
2.289 |
2.227 |
85.0% |
0.113 |
4.3% |
15% |
False |
False |
55,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.242 |
|
2.618 |
3.032 |
|
1.618 |
2.903 |
|
1.000 |
2.823 |
|
0.618 |
2.774 |
|
HIGH |
2.694 |
|
0.618 |
2.645 |
|
0.500 |
2.630 |
|
0.382 |
2.614 |
|
LOW |
2.565 |
|
0.618 |
2.485 |
|
1.000 |
2.436 |
|
1.618 |
2.356 |
|
2.618 |
2.227 |
|
4.250 |
2.017 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.630 |
2.619 |
| PP |
2.627 |
2.616 |
| S1 |
2.624 |
2.614 |
|