NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
3.112 |
3.055 |
-0.057 |
-1.8% |
3.099 |
| High |
3.134 |
3.097 |
-0.037 |
-1.2% |
3.134 |
| Low |
3.017 |
2.990 |
-0.027 |
-0.9% |
2.990 |
| Close |
3.070 |
3.010 |
-0.060 |
-2.0% |
3.010 |
| Range |
0.117 |
0.107 |
-0.010 |
-8.5% |
0.144 |
| ATR |
0.124 |
0.122 |
-0.001 |
-1.0% |
0.000 |
| Volume |
6,550 |
8,496 |
1,946 |
29.7% |
33,870 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.353 |
3.289 |
3.069 |
|
| R3 |
3.246 |
3.182 |
3.039 |
|
| R2 |
3.139 |
3.139 |
3.030 |
|
| R1 |
3.075 |
3.075 |
3.020 |
3.054 |
| PP |
3.032 |
3.032 |
3.032 |
3.022 |
| S1 |
2.968 |
2.968 |
3.000 |
2.947 |
| S2 |
2.925 |
2.925 |
2.990 |
|
| S3 |
2.818 |
2.861 |
2.981 |
|
| S4 |
2.711 |
2.754 |
2.951 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.477 |
3.387 |
3.089 |
|
| R3 |
3.333 |
3.243 |
3.050 |
|
| R2 |
3.189 |
3.189 |
3.036 |
|
| R1 |
3.099 |
3.099 |
3.023 |
3.072 |
| PP |
3.045 |
3.045 |
3.045 |
3.031 |
| S1 |
2.955 |
2.955 |
2.997 |
2.928 |
| S2 |
2.901 |
2.901 |
2.984 |
|
| S3 |
2.757 |
2.811 |
2.970 |
|
| S4 |
2.613 |
2.667 |
2.931 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.137 |
2.969 |
0.168 |
5.6% |
0.121 |
4.0% |
24% |
False |
False |
9,474 |
| 10 |
3.137 |
2.925 |
0.212 |
7.0% |
0.099 |
3.3% |
40% |
False |
False |
11,700 |
| 20 |
3.148 |
2.764 |
0.384 |
12.8% |
0.122 |
4.0% |
64% |
False |
False |
13,700 |
| 40 |
3.449 |
2.666 |
0.783 |
26.0% |
0.121 |
4.0% |
44% |
False |
False |
10,103 |
| 60 |
3.893 |
2.666 |
1.227 |
40.8% |
0.104 |
3.4% |
28% |
False |
False |
7,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.552 |
|
2.618 |
3.377 |
|
1.618 |
3.270 |
|
1.000 |
3.204 |
|
0.618 |
3.163 |
|
HIGH |
3.097 |
|
0.618 |
3.056 |
|
0.500 |
3.044 |
|
0.382 |
3.031 |
|
LOW |
2.990 |
|
0.618 |
2.924 |
|
1.000 |
2.883 |
|
1.618 |
2.817 |
|
2.618 |
2.710 |
|
4.250 |
2.535 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.044 |
3.062 |
| PP |
3.032 |
3.045 |
| S1 |
3.021 |
3.027 |
|