NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.989 |
3.099 |
0.110 |
3.7% |
2.971 |
| High |
3.137 |
3.108 |
-0.029 |
-0.9% |
3.137 |
| Low |
2.969 |
3.003 |
0.034 |
1.1% |
2.925 |
| Close |
3.109 |
3.074 |
-0.035 |
-1.1% |
3.109 |
| Range |
0.168 |
0.105 |
-0.063 |
-37.5% |
0.212 |
| ATR |
0.127 |
0.125 |
-0.001 |
-1.2% |
0.000 |
| Volume |
13,504 |
10,609 |
-2,895 |
-21.4% |
70,820 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.377 |
3.330 |
3.132 |
|
| R3 |
3.272 |
3.225 |
3.103 |
|
| R2 |
3.167 |
3.167 |
3.093 |
|
| R1 |
3.120 |
3.120 |
3.084 |
3.091 |
| PP |
3.062 |
3.062 |
3.062 |
3.047 |
| S1 |
3.015 |
3.015 |
3.064 |
2.986 |
| S2 |
2.957 |
2.957 |
3.055 |
|
| S3 |
2.852 |
2.910 |
3.045 |
|
| S4 |
2.747 |
2.805 |
3.016 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.693 |
3.613 |
3.226 |
|
| R3 |
3.481 |
3.401 |
3.167 |
|
| R2 |
3.269 |
3.269 |
3.148 |
|
| R1 |
3.189 |
3.189 |
3.128 |
3.229 |
| PP |
3.057 |
3.057 |
3.057 |
3.077 |
| S1 |
2.977 |
2.977 |
3.090 |
3.017 |
| S2 |
2.845 |
2.845 |
3.070 |
|
| S3 |
2.633 |
2.765 |
3.051 |
|
| S4 |
2.421 |
2.553 |
2.992 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.137 |
2.925 |
0.212 |
6.9% |
0.109 |
3.6% |
70% |
False |
False |
14,074 |
| 10 |
3.137 |
2.866 |
0.271 |
8.8% |
0.109 |
3.5% |
77% |
False |
False |
15,626 |
| 20 |
3.148 |
2.764 |
0.384 |
12.5% |
0.128 |
4.2% |
81% |
False |
False |
14,528 |
| 40 |
3.522 |
2.666 |
0.856 |
27.8% |
0.117 |
3.8% |
48% |
False |
False |
9,701 |
| 60 |
3.927 |
2.666 |
1.261 |
41.0% |
0.104 |
3.4% |
32% |
False |
False |
7,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.554 |
|
2.618 |
3.383 |
|
1.618 |
3.278 |
|
1.000 |
3.213 |
|
0.618 |
3.173 |
|
HIGH |
3.108 |
|
0.618 |
3.068 |
|
0.500 |
3.056 |
|
0.382 |
3.043 |
|
LOW |
3.003 |
|
0.618 |
2.938 |
|
1.000 |
2.898 |
|
1.618 |
2.833 |
|
2.618 |
2.728 |
|
4.250 |
2.557 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.068 |
3.064 |
| PP |
3.062 |
3.054 |
| S1 |
3.056 |
3.044 |
|