NYMEX Natural Gas Future July 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 |
3.004 |
2.955 |
-0.049 |
-1.6% |
3.060 |
| High |
3.060 |
3.006 |
-0.054 |
-1.8% |
3.097 |
| Low |
2.951 |
2.867 |
-0.084 |
-2.8% |
2.951 |
| Close |
2.973 |
2.870 |
-0.103 |
-3.5% |
2.973 |
| Range |
0.109 |
0.139 |
0.030 |
27.5% |
0.146 |
| ATR |
0.124 |
0.125 |
0.001 |
0.8% |
0.000 |
| Volume |
15,430 |
8,213 |
-7,217 |
-46.8% |
68,791 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.331 |
3.240 |
2.946 |
|
| R3 |
3.192 |
3.101 |
2.908 |
|
| R2 |
3.053 |
3.053 |
2.895 |
|
| R1 |
2.962 |
2.962 |
2.883 |
2.938 |
| PP |
2.914 |
2.914 |
2.914 |
2.903 |
| S1 |
2.823 |
2.823 |
2.857 |
2.799 |
| S2 |
2.775 |
2.775 |
2.845 |
|
| S3 |
2.636 |
2.684 |
2.832 |
|
| S4 |
2.497 |
2.545 |
2.794 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.445 |
3.355 |
3.053 |
|
| R3 |
3.299 |
3.209 |
3.013 |
|
| R2 |
3.153 |
3.153 |
3.000 |
|
| R1 |
3.063 |
3.063 |
2.986 |
3.035 |
| PP |
3.007 |
3.007 |
3.007 |
2.993 |
| S1 |
2.917 |
2.917 |
2.960 |
2.889 |
| S2 |
2.861 |
2.861 |
2.946 |
|
| S3 |
2.715 |
2.771 |
2.933 |
|
| S4 |
2.569 |
2.625 |
2.893 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.097 |
2.867 |
0.230 |
8.0% |
0.115 |
4.0% |
1% |
False |
True |
15,400 |
| 10 |
3.104 |
2.867 |
0.237 |
8.3% |
0.109 |
3.8% |
1% |
False |
True |
19,080 |
| 20 |
3.124 |
2.740 |
0.384 |
13.4% |
0.122 |
4.3% |
34% |
False |
False |
20,915 |
| 40 |
3.375 |
2.643 |
0.732 |
25.5% |
0.128 |
4.4% |
31% |
False |
False |
17,017 |
| 60 |
3.868 |
2.643 |
1.225 |
42.7% |
0.110 |
3.8% |
19% |
False |
False |
12,624 |
| 80 |
4.159 |
2.643 |
1.516 |
52.8% |
0.104 |
3.6% |
15% |
False |
False |
10,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.597 |
|
2.618 |
3.370 |
|
1.618 |
3.231 |
|
1.000 |
3.145 |
|
0.618 |
3.092 |
|
HIGH |
3.006 |
|
0.618 |
2.953 |
|
0.500 |
2.937 |
|
0.382 |
2.920 |
|
LOW |
2.867 |
|
0.618 |
2.781 |
|
1.000 |
2.728 |
|
1.618 |
2.642 |
|
2.618 |
2.503 |
|
4.250 |
2.276 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.937 |
2.982 |
| PP |
2.914 |
2.945 |
| S1 |
2.892 |
2.907 |
|