NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 28-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.998 |
2.905 |
-0.093 |
-3.1% |
3.108 |
| High |
3.048 |
2.905 |
-0.143 |
-4.7% |
3.140 |
| Low |
2.910 |
2.817 |
-0.093 |
-3.2% |
2.986 |
| Close |
2.914 |
2.822 |
-0.092 |
-3.2% |
3.020 |
| Range |
0.138 |
0.088 |
-0.050 |
-36.2% |
0.154 |
| ATR |
0.126 |
0.124 |
-0.002 |
-1.6% |
0.000 |
| Volume |
8,460 |
9,086 |
626 |
7.4% |
51,905 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.112 |
3.055 |
2.870 |
|
| R3 |
3.024 |
2.967 |
2.846 |
|
| R2 |
2.936 |
2.936 |
2.838 |
|
| R1 |
2.879 |
2.879 |
2.830 |
2.864 |
| PP |
2.848 |
2.848 |
2.848 |
2.840 |
| S1 |
2.791 |
2.791 |
2.814 |
2.776 |
| S2 |
2.760 |
2.760 |
2.806 |
|
| S3 |
2.672 |
2.703 |
2.798 |
|
| S4 |
2.584 |
2.615 |
2.774 |
|
|
| 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 |
3.279 |
|
2.618 |
3.135 |
|
1.618 |
3.047 |
|
1.000 |
2.993 |
|
0.618 |
2.959 |
|
HIGH |
2.905 |
|
0.618 |
2.871 |
|
0.500 |
2.861 |
|
0.382 |
2.851 |
|
LOW |
2.817 |
|
0.618 |
2.763 |
|
1.000 |
2.729 |
|
1.618 |
2.675 |
|
2.618 |
2.587 |
|
4.250 |
2.443 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.861 |
2.962 |
| PP |
2.848 |
2.915 |
| S1 |
2.835 |
2.869 |
|