NYMEX Natural Gas Future July 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 |
2.955 |
2.864 |
-0.091 |
-3.1% |
3.060 |
| High |
3.006 |
2.890 |
-0.116 |
-3.9% |
3.097 |
| Low |
2.867 |
2.767 |
-0.100 |
-3.5% |
2.951 |
| Close |
2.870 |
2.779 |
-0.091 |
-3.2% |
2.973 |
| Range |
0.139 |
0.123 |
-0.016 |
-11.5% |
0.146 |
| ATR |
0.125 |
0.125 |
0.000 |
-0.1% |
0.000 |
| Volume |
8,213 |
14,033 |
5,820 |
70.9% |
68,791 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.181 |
3.103 |
2.847 |
|
| R3 |
3.058 |
2.980 |
2.813 |
|
| R2 |
2.935 |
2.935 |
2.802 |
|
| R1 |
2.857 |
2.857 |
2.790 |
2.835 |
| PP |
2.812 |
2.812 |
2.812 |
2.801 |
| S1 |
2.734 |
2.734 |
2.768 |
2.712 |
| S2 |
2.689 |
2.689 |
2.756 |
|
| S3 |
2.566 |
2.611 |
2.745 |
|
| S4 |
2.443 |
2.488 |
2.711 |
|
|
| 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 |
2.767 |
0.330 |
11.9% |
0.121 |
4.3% |
4% |
False |
True |
14,237 |
| 10 |
3.104 |
2.767 |
0.337 |
12.1% |
0.116 |
4.2% |
4% |
False |
True |
18,516 |
| 20 |
3.104 |
2.740 |
0.364 |
13.1% |
0.120 |
4.3% |
11% |
False |
False |
20,770 |
| 40 |
3.368 |
2.643 |
0.725 |
26.1% |
0.128 |
4.6% |
19% |
False |
False |
17,284 |
| 60 |
3.868 |
2.643 |
1.225 |
44.1% |
0.111 |
4.0% |
11% |
False |
False |
12,788 |
| 80 |
4.060 |
2.643 |
1.417 |
51.0% |
0.103 |
3.7% |
10% |
False |
False |
10,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.413 |
|
2.618 |
3.212 |
|
1.618 |
3.089 |
|
1.000 |
3.013 |
|
0.618 |
2.966 |
|
HIGH |
2.890 |
|
0.618 |
2.843 |
|
0.500 |
2.829 |
|
0.382 |
2.814 |
|
LOW |
2.767 |
|
0.618 |
2.691 |
|
1.000 |
2.644 |
|
1.618 |
2.568 |
|
2.618 |
2.445 |
|
4.250 |
2.244 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.829 |
2.914 |
| PP |
2.812 |
2.869 |
| S1 |
2.796 |
2.824 |
|