NYMEX Natural Gas Future April 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 |
2.793 |
2.799 |
0.006 |
0.2% |
2.630 |
| High |
2.799 |
2.833 |
0.034 |
1.2% |
2.862 |
| Low |
2.669 |
2.706 |
0.037 |
1.4% |
2.581 |
| Close |
2.775 |
2.761 |
-0.014 |
-0.5% |
2.824 |
| Range |
0.130 |
0.127 |
-0.003 |
-2.3% |
0.281 |
| ATR |
0.140 |
0.139 |
-0.001 |
-0.7% |
0.000 |
| Volume |
76,717 |
84,368 |
7,651 |
10.0% |
501,162 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.148 |
3.081 |
2.831 |
|
| R3 |
3.021 |
2.954 |
2.796 |
|
| R2 |
2.894 |
2.894 |
2.784 |
|
| R1 |
2.827 |
2.827 |
2.773 |
2.797 |
| PP |
2.767 |
2.767 |
2.767 |
2.752 |
| S1 |
2.700 |
2.700 |
2.749 |
2.670 |
| S2 |
2.640 |
2.640 |
2.738 |
|
| S3 |
2.513 |
2.573 |
2.726 |
|
| S4 |
2.386 |
2.446 |
2.691 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.599 |
3.492 |
2.979 |
|
| R3 |
3.318 |
3.211 |
2.901 |
|
| R2 |
3.037 |
3.037 |
2.876 |
|
| R1 |
2.930 |
2.930 |
2.850 |
2.984 |
| PP |
2.756 |
2.756 |
2.756 |
2.782 |
| S1 |
2.649 |
2.649 |
2.798 |
2.703 |
| S2 |
2.475 |
2.475 |
2.772 |
|
| S3 |
2.194 |
2.368 |
2.747 |
|
| S4 |
1.913 |
2.087 |
2.669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.862 |
2.604 |
0.258 |
9.3% |
0.136 |
4.9% |
61% |
False |
False |
84,183 |
| 10 |
2.862 |
2.556 |
0.306 |
11.1% |
0.125 |
4.5% |
67% |
False |
False |
90,878 |
| 20 |
2.942 |
2.500 |
0.442 |
16.0% |
0.144 |
5.2% |
59% |
False |
False |
87,474 |
| 40 |
3.306 |
2.438 |
0.868 |
31.4% |
0.138 |
5.0% |
37% |
False |
False |
67,850 |
| 60 |
3.765 |
2.438 |
1.327 |
48.1% |
0.123 |
4.4% |
24% |
False |
False |
55,181 |
| 80 |
4.052 |
2.438 |
1.614 |
58.5% |
0.117 |
4.2% |
20% |
False |
False |
47,019 |
| 100 |
4.151 |
2.438 |
1.713 |
62.0% |
0.111 |
4.0% |
19% |
False |
False |
41,304 |
| 120 |
4.500 |
2.438 |
2.062 |
74.7% |
0.108 |
3.9% |
16% |
False |
False |
36,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.373 |
|
2.618 |
3.165 |
|
1.618 |
3.038 |
|
1.000 |
2.960 |
|
0.618 |
2.911 |
|
HIGH |
2.833 |
|
0.618 |
2.784 |
|
0.500 |
2.770 |
|
0.382 |
2.755 |
|
LOW |
2.706 |
|
0.618 |
2.628 |
|
1.000 |
2.579 |
|
1.618 |
2.501 |
|
2.618 |
2.374 |
|
4.250 |
2.166 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.770 |
2.758 |
| PP |
2.767 |
2.754 |
| S1 |
2.764 |
2.751 |
|