NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
3.099 |
3.082 |
-0.017 |
-0.5% |
2.971 |
| High |
3.108 |
3.103 |
-0.005 |
-0.2% |
3.137 |
| Low |
3.003 |
2.993 |
-0.010 |
-0.3% |
2.925 |
| Close |
3.074 |
3.083 |
0.009 |
0.3% |
3.109 |
| Range |
0.105 |
0.110 |
0.005 |
4.8% |
0.212 |
| ATR |
0.125 |
0.124 |
-0.001 |
-0.9% |
0.000 |
| Volume |
10,609 |
8,215 |
-2,394 |
-22.6% |
70,820 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.390 |
3.346 |
3.144 |
|
| R3 |
3.280 |
3.236 |
3.113 |
|
| R2 |
3.170 |
3.170 |
3.103 |
|
| R1 |
3.126 |
3.126 |
3.093 |
3.148 |
| PP |
3.060 |
3.060 |
3.060 |
3.071 |
| S1 |
3.016 |
3.016 |
3.073 |
3.038 |
| S2 |
2.950 |
2.950 |
3.063 |
|
| S3 |
2.840 |
2.906 |
3.053 |
|
| S4 |
2.730 |
2.796 |
3.023 |
|
|
| 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% |
0.116 |
3.8% |
75% |
False |
False |
12,020 |
| 10 |
3.137 |
2.866 |
0.271 |
8.8% |
0.103 |
3.3% |
80% |
False |
False |
14,407 |
| 20 |
3.148 |
2.764 |
0.384 |
12.5% |
0.126 |
4.1% |
83% |
False |
False |
14,028 |
| 40 |
3.491 |
2.666 |
0.825 |
26.8% |
0.118 |
3.8% |
51% |
False |
False |
9,813 |
| 60 |
3.927 |
2.666 |
1.261 |
40.9% |
0.103 |
3.4% |
33% |
False |
False |
7,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.571 |
|
2.618 |
3.391 |
|
1.618 |
3.281 |
|
1.000 |
3.213 |
|
0.618 |
3.171 |
|
HIGH |
3.103 |
|
0.618 |
3.061 |
|
0.500 |
3.048 |
|
0.382 |
3.035 |
|
LOW |
2.993 |
|
0.618 |
2.925 |
|
1.000 |
2.883 |
|
1.618 |
2.815 |
|
2.618 |
2.705 |
|
4.250 |
2.526 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.071 |
3.073 |
| PP |
3.060 |
3.063 |
| S1 |
3.048 |
3.053 |
|