NYMEX Natural Gas Future May 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 |
2.781 |
2.712 |
-0.069 |
-2.5% |
2.907 |
| High |
2.849 |
2.737 |
-0.112 |
-3.9% |
2.945 |
| Low |
2.709 |
2.617 |
-0.092 |
-3.4% |
2.781 |
| Close |
2.712 |
2.627 |
-0.085 |
-3.1% |
2.808 |
| Range |
0.140 |
0.120 |
-0.020 |
-14.3% |
0.164 |
| ATR |
0.133 |
0.132 |
-0.001 |
-0.7% |
0.000 |
| Volume |
30,809 |
30,060 |
-749 |
-2.4% |
162,109 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.020 |
2.944 |
2.693 |
|
| R3 |
2.900 |
2.824 |
2.660 |
|
| R2 |
2.780 |
2.780 |
2.649 |
|
| R1 |
2.704 |
2.704 |
2.638 |
2.682 |
| PP |
2.660 |
2.660 |
2.660 |
2.650 |
| S1 |
2.584 |
2.584 |
2.616 |
2.562 |
| S2 |
2.540 |
2.540 |
2.605 |
|
| S3 |
2.420 |
2.464 |
2.594 |
|
| S4 |
2.300 |
2.344 |
2.561 |
|
|
| 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 |
2.617 |
0.328 |
12.5% |
0.125 |
4.8% |
3% |
False |
True |
34,917 |
| 10 |
2.961 |
2.617 |
0.344 |
13.1% |
0.126 |
4.8% |
3% |
False |
True |
49,598 |
| 20 |
2.961 |
2.609 |
0.352 |
13.4% |
0.130 |
4.9% |
5% |
False |
False |
56,345 |
| 40 |
3.259 |
2.527 |
0.732 |
27.9% |
0.135 |
5.1% |
14% |
False |
False |
44,179 |
| 60 |
3.777 |
2.527 |
1.250 |
47.6% |
0.118 |
4.5% |
8% |
False |
False |
32,734 |
| 80 |
3.978 |
2.527 |
1.451 |
55.2% |
0.110 |
4.2% |
7% |
False |
False |
26,270 |
| 100 |
4.144 |
2.527 |
1.617 |
61.6% |
0.107 |
4.1% |
6% |
False |
False |
21,872 |
| 120 |
4.440 |
2.527 |
1.913 |
72.8% |
0.102 |
3.9% |
5% |
False |
False |
18,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.247 |
|
2.618 |
3.051 |
|
1.618 |
2.931 |
|
1.000 |
2.857 |
|
0.618 |
2.811 |
|
HIGH |
2.737 |
|
0.618 |
2.691 |
|
0.500 |
2.677 |
|
0.382 |
2.663 |
|
LOW |
2.617 |
|
0.618 |
2.543 |
|
1.000 |
2.497 |
|
1.618 |
2.423 |
|
2.618 |
2.303 |
|
4.250 |
2.107 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.677 |
2.754 |
| PP |
2.660 |
2.712 |
| S1 |
2.644 |
2.669 |
|