NYMEX Natural Gas Future July 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 |
3.030 |
3.045 |
0.015 |
0.5% |
2.937 |
| High |
3.063 |
3.097 |
0.034 |
1.1% |
3.104 |
| Low |
2.954 |
2.974 |
0.020 |
0.7% |
2.873 |
| Close |
3.045 |
3.031 |
-0.014 |
-0.5% |
3.074 |
| Range |
0.109 |
0.123 |
0.014 |
12.8% |
0.231 |
| ATR |
0.126 |
0.125 |
0.000 |
-0.2% |
0.000 |
| Volume |
21,578 |
11,933 |
-9,645 |
-44.7% |
113,801 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.403 |
3.340 |
3.099 |
|
| R3 |
3.280 |
3.217 |
3.065 |
|
| R2 |
3.157 |
3.157 |
3.054 |
|
| R1 |
3.094 |
3.094 |
3.042 |
3.064 |
| PP |
3.034 |
3.034 |
3.034 |
3.019 |
| S1 |
2.971 |
2.971 |
3.020 |
2.941 |
| S2 |
2.911 |
2.911 |
3.008 |
|
| S3 |
2.788 |
2.848 |
2.997 |
|
| S4 |
2.665 |
2.725 |
2.963 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.710 |
3.623 |
3.201 |
|
| R3 |
3.479 |
3.392 |
3.138 |
|
| R2 |
3.248 |
3.248 |
3.116 |
|
| R1 |
3.161 |
3.161 |
3.095 |
3.205 |
| PP |
3.017 |
3.017 |
3.017 |
3.039 |
| S1 |
2.930 |
2.930 |
3.053 |
2.974 |
| S2 |
2.786 |
2.786 |
3.032 |
|
| S3 |
2.555 |
2.699 |
3.010 |
|
| S4 |
2.324 |
2.468 |
2.947 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.104 |
2.904 |
0.200 |
6.6% |
0.118 |
3.9% |
64% |
False |
False |
18,712 |
| 10 |
3.104 |
2.858 |
0.246 |
8.1% |
0.107 |
3.5% |
70% |
False |
False |
21,715 |
| 20 |
3.128 |
2.740 |
0.388 |
12.8% |
0.129 |
4.2% |
75% |
False |
False |
21,409 |
| 40 |
3.460 |
2.643 |
0.817 |
27.0% |
0.125 |
4.1% |
47% |
False |
False |
16,520 |
| 60 |
3.901 |
2.643 |
1.258 |
41.5% |
0.110 |
3.6% |
31% |
False |
False |
12,282 |
| 80 |
4.162 |
2.643 |
1.519 |
50.1% |
0.103 |
3.4% |
26% |
False |
False |
9,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.620 |
|
2.618 |
3.419 |
|
1.618 |
3.296 |
|
1.000 |
3.220 |
|
0.618 |
3.173 |
|
HIGH |
3.097 |
|
0.618 |
3.050 |
|
0.500 |
3.036 |
|
0.382 |
3.021 |
|
LOW |
2.974 |
|
0.618 |
2.898 |
|
1.000 |
2.851 |
|
1.618 |
2.775 |
|
2.618 |
2.652 |
|
4.250 |
2.451 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.036 |
3.029 |
| PP |
3.034 |
3.027 |
| S1 |
3.033 |
3.026 |
|