NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.857 |
2.781 |
-0.076 |
-2.7% |
2.907 |
| High |
2.891 |
2.849 |
-0.042 |
-1.5% |
2.945 |
| Low |
2.783 |
2.709 |
-0.074 |
-2.7% |
2.781 |
| Close |
2.808 |
2.712 |
-0.096 |
-3.4% |
2.808 |
| Range |
0.108 |
0.140 |
0.032 |
29.6% |
0.164 |
| ATR |
0.133 |
0.133 |
0.001 |
0.4% |
0.000 |
| Volume |
28,391 |
30,809 |
2,418 |
8.5% |
162,109 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.177 |
3.084 |
2.789 |
|
| R3 |
3.037 |
2.944 |
2.751 |
|
| R2 |
2.897 |
2.897 |
2.738 |
|
| R1 |
2.804 |
2.804 |
2.725 |
2.781 |
| PP |
2.757 |
2.757 |
2.757 |
2.745 |
| S1 |
2.664 |
2.664 |
2.699 |
2.641 |
| S2 |
2.617 |
2.617 |
2.686 |
|
| S3 |
2.477 |
2.524 |
2.674 |
|
| S4 |
2.337 |
2.384 |
2.635 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.337 |
3.236 |
2.898 |
|
| R3 |
3.173 |
3.072 |
2.853 |
|
| R2 |
3.009 |
3.009 |
2.838 |
|
| R1 |
2.908 |
2.908 |
2.823 |
2.877 |
| PP |
2.845 |
2.845 |
2.845 |
2.829 |
| S1 |
2.744 |
2.744 |
2.793 |
2.713 |
| S2 |
2.681 |
2.681 |
2.778 |
|
| S3 |
2.517 |
2.580 |
2.763 |
|
| S4 |
2.353 |
2.416 |
2.718 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.945 |
2.709 |
0.236 |
8.7% |
0.123 |
4.5% |
1% |
False |
True |
38,583 |
| 10 |
2.961 |
2.706 |
0.255 |
9.4% |
0.120 |
4.4% |
2% |
False |
False |
55,369 |
| 20 |
3.015 |
2.609 |
0.406 |
15.0% |
0.133 |
4.9% |
25% |
False |
False |
56,715 |
| 40 |
3.275 |
2.527 |
0.748 |
27.6% |
0.135 |
5.0% |
25% |
False |
False |
43,543 |
| 60 |
3.777 |
2.527 |
1.250 |
46.1% |
0.117 |
4.3% |
15% |
False |
False |
32,371 |
| 80 |
4.070 |
2.527 |
1.543 |
56.9% |
0.110 |
4.1% |
12% |
False |
False |
25,946 |
| 100 |
4.144 |
2.527 |
1.617 |
59.6% |
0.106 |
3.9% |
11% |
False |
False |
21,598 |
| 120 |
4.440 |
2.527 |
1.913 |
70.5% |
0.102 |
3.7% |
10% |
False |
False |
18,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.444 |
|
2.618 |
3.216 |
|
1.618 |
3.076 |
|
1.000 |
2.989 |
|
0.618 |
2.936 |
|
HIGH |
2.849 |
|
0.618 |
2.796 |
|
0.500 |
2.779 |
|
0.382 |
2.762 |
|
LOW |
2.709 |
|
0.618 |
2.622 |
|
1.000 |
2.569 |
|
1.618 |
2.482 |
|
2.618 |
2.342 |
|
4.250 |
2.114 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.779 |
2.827 |
| PP |
2.757 |
2.789 |
| S1 |
2.734 |
2.750 |
|