NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
3.055 |
2.998 |
-0.057 |
-1.9% |
3.108 |
| High |
3.106 |
3.048 |
-0.058 |
-1.9% |
3.140 |
| Low |
2.997 |
2.910 |
-0.087 |
-2.9% |
2.986 |
| Close |
3.020 |
2.914 |
-0.106 |
-3.5% |
3.020 |
| Range |
0.109 |
0.138 |
0.029 |
26.6% |
0.154 |
| ATR |
0.125 |
0.126 |
0.001 |
0.8% |
0.000 |
| Volume |
12,621 |
8,460 |
-4,161 |
-33.0% |
51,905 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.371 |
3.281 |
2.990 |
|
| R3 |
3.233 |
3.143 |
2.952 |
|
| R2 |
3.095 |
3.095 |
2.939 |
|
| R1 |
3.005 |
3.005 |
2.927 |
2.981 |
| PP |
2.957 |
2.957 |
2.957 |
2.946 |
| S1 |
2.867 |
2.867 |
2.901 |
2.843 |
| S2 |
2.819 |
2.819 |
2.889 |
|
| S3 |
2.681 |
2.729 |
2.876 |
|
| S4 |
2.543 |
2.591 |
2.838 |
|
|
| 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 |
3.635 |
|
2.618 |
3.409 |
|
1.618 |
3.271 |
|
1.000 |
3.186 |
|
0.618 |
3.133 |
|
HIGH |
3.048 |
|
0.618 |
2.995 |
|
0.500 |
2.979 |
|
0.382 |
2.963 |
|
LOW |
2.910 |
|
0.618 |
2.825 |
|
1.000 |
2.772 |
|
1.618 |
2.687 |
|
2.618 |
2.549 |
|
4.250 |
2.324 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.979 |
3.025 |
| PP |
2.957 |
2.988 |
| S1 |
2.936 |
2.951 |
|