NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 28-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.672 |
2.598 |
-0.074 |
-2.8% |
2.817 |
| High |
2.742 |
2.624 |
-0.118 |
-4.3% |
2.833 |
| Low |
2.597 |
2.511 |
-0.086 |
-3.3% |
2.669 |
| Close |
2.603 |
2.519 |
-0.084 |
-3.2% |
2.695 |
| Range |
0.145 |
0.113 |
-0.032 |
-22.1% |
0.164 |
| ATR |
0.138 |
0.136 |
-0.002 |
-1.3% |
0.000 |
| Volume |
130,377 |
111,685 |
-18,692 |
-14.3% |
322,266 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.890 |
2.818 |
2.581 |
|
| R3 |
2.777 |
2.705 |
2.550 |
|
| R2 |
2.664 |
2.664 |
2.540 |
|
| R1 |
2.592 |
2.592 |
2.529 |
2.572 |
| PP |
2.551 |
2.551 |
2.551 |
2.541 |
| S1 |
2.479 |
2.479 |
2.509 |
2.459 |
| S2 |
2.438 |
2.438 |
2.498 |
|
| S3 |
2.325 |
2.366 |
2.488 |
|
| S4 |
2.212 |
2.253 |
2.457 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.224 |
3.124 |
2.785 |
|
| R3 |
3.060 |
2.960 |
2.740 |
|
| R2 |
2.896 |
2.896 |
2.725 |
|
| R1 |
2.796 |
2.796 |
2.710 |
2.764 |
| PP |
2.732 |
2.732 |
2.732 |
2.717 |
| S1 |
2.632 |
2.632 |
2.680 |
2.600 |
| S2 |
2.568 |
2.568 |
2.665 |
|
| S3 |
2.404 |
2.468 |
2.650 |
|
| S4 |
2.240 |
2.304 |
2.605 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.833 |
2.511 |
0.322 |
12.8% |
0.126 |
5.0% |
2% |
False |
True |
98,901 |
| 10 |
2.862 |
2.511 |
0.351 |
13.9% |
0.130 |
5.2% |
2% |
False |
True |
98,661 |
| 20 |
2.862 |
2.500 |
0.362 |
14.4% |
0.133 |
5.3% |
5% |
False |
False |
89,986 |
| 40 |
3.210 |
2.438 |
0.772 |
30.6% |
0.140 |
5.6% |
10% |
False |
False |
75,336 |
| 60 |
3.740 |
2.438 |
1.302 |
51.7% |
0.123 |
4.9% |
6% |
False |
False |
59,951 |
| 80 |
3.947 |
2.438 |
1.509 |
59.9% |
0.117 |
4.6% |
5% |
False |
False |
50,288 |
| 100 |
4.117 |
2.438 |
1.679 |
66.7% |
0.113 |
4.5% |
5% |
False |
False |
44,126 |
| 120 |
4.414 |
2.438 |
1.976 |
78.4% |
0.108 |
4.3% |
4% |
False |
False |
39,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.104 |
|
2.618 |
2.920 |
|
1.618 |
2.807 |
|
1.000 |
2.737 |
|
0.618 |
2.694 |
|
HIGH |
2.624 |
|
0.618 |
2.581 |
|
0.500 |
2.568 |
|
0.382 |
2.554 |
|
LOW |
2.511 |
|
0.618 |
2.441 |
|
1.000 |
2.398 |
|
1.618 |
2.328 |
|
2.618 |
2.215 |
|
4.250 |
2.031 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.568 |
2.648 |
| PP |
2.551 |
2.605 |
| S1 |
2.535 |
2.562 |
|