NYMEX Natural Gas Future September 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 |
3.095 |
3.055 |
-0.040 |
-1.3% |
3.108 |
| High |
3.140 |
3.106 |
-0.034 |
-1.1% |
3.140 |
| Low |
3.024 |
2.997 |
-0.027 |
-0.9% |
2.986 |
| Close |
3.081 |
3.020 |
-0.061 |
-2.0% |
3.020 |
| Range |
0.116 |
0.109 |
-0.007 |
-6.0% |
0.154 |
| ATR |
0.126 |
0.125 |
-0.001 |
-1.0% |
0.000 |
| Volume |
9,583 |
12,621 |
3,038 |
31.7% |
51,905 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.368 |
3.303 |
3.080 |
|
| R3 |
3.259 |
3.194 |
3.050 |
|
| R2 |
3.150 |
3.150 |
3.040 |
|
| R1 |
3.085 |
3.085 |
3.030 |
3.063 |
| PP |
3.041 |
3.041 |
3.041 |
3.030 |
| S1 |
2.976 |
2.976 |
3.010 |
2.954 |
| S2 |
2.932 |
2.932 |
3.000 |
|
| S3 |
2.823 |
2.867 |
2.990 |
|
| S4 |
2.714 |
2.758 |
2.960 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.511 |
3.419 |
3.105 |
|
| R3 |
3.357 |
3.265 |
3.062 |
|
| R2 |
3.203 |
3.203 |
3.048 |
|
| R1 |
3.111 |
3.111 |
3.034 |
3.080 |
| PP |
3.049 |
3.049 |
3.049 |
3.033 |
| S1 |
2.957 |
2.957 |
3.006 |
2.926 |
| S2 |
2.895 |
2.895 |
2.992 |
|
| S3 |
2.741 |
2.803 |
2.978 |
|
| S4 |
2.587 |
2.649 |
2.935 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.569 |
|
2.618 |
3.391 |
|
1.618 |
3.282 |
|
1.000 |
3.215 |
|
0.618 |
3.173 |
|
HIGH |
3.106 |
|
0.618 |
3.064 |
|
0.500 |
3.052 |
|
0.382 |
3.039 |
|
LOW |
2.997 |
|
0.618 |
2.930 |
|
1.000 |
2.888 |
|
1.618 |
2.821 |
|
2.618 |
2.712 |
|
4.250 |
2.534 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.052 |
3.063 |
| PP |
3.041 |
3.049 |
| S1 |
3.031 |
3.034 |
|