NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
3.056 |
3.145 |
0.089 |
2.9% |
3.033 |
| High |
3.195 |
3.167 |
-0.028 |
-0.9% |
3.195 |
| Low |
3.043 |
3.061 |
0.018 |
0.6% |
2.988 |
| Close |
3.169 |
3.137 |
-0.032 |
-1.0% |
3.169 |
| Range |
0.152 |
0.106 |
-0.046 |
-30.3% |
0.207 |
| ATR |
0.136 |
0.134 |
-0.002 |
-1.5% |
0.000 |
| Volume |
35,310 |
32,696 |
-2,614 |
-7.4% |
144,297 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.440 |
3.394 |
3.195 |
|
| R3 |
3.334 |
3.288 |
3.166 |
|
| R2 |
3.228 |
3.228 |
3.156 |
|
| R1 |
3.182 |
3.182 |
3.147 |
3.152 |
| PP |
3.122 |
3.122 |
3.122 |
3.107 |
| S1 |
3.076 |
3.076 |
3.127 |
3.046 |
| S2 |
3.016 |
3.016 |
3.118 |
|
| S3 |
2.910 |
2.970 |
3.108 |
|
| S4 |
2.804 |
2.864 |
3.079 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.738 |
3.661 |
3.283 |
|
| R3 |
3.531 |
3.454 |
3.226 |
|
| R2 |
3.324 |
3.324 |
3.207 |
|
| R1 |
3.247 |
3.247 |
3.188 |
3.286 |
| PP |
3.117 |
3.117 |
3.117 |
3.137 |
| S1 |
3.040 |
3.040 |
3.150 |
3.079 |
| S2 |
2.910 |
2.910 |
3.131 |
|
| S3 |
2.703 |
2.833 |
3.112 |
|
| S4 |
2.496 |
2.626 |
3.055 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.618 |
|
2.618 |
3.445 |
|
1.618 |
3.339 |
|
1.000 |
3.273 |
|
0.618 |
3.233 |
|
HIGH |
3.167 |
|
0.618 |
3.127 |
|
0.500 |
3.114 |
|
0.382 |
3.101 |
|
LOW |
3.061 |
|
0.618 |
2.995 |
|
1.000 |
2.955 |
|
1.618 |
2.889 |
|
2.618 |
2.783 |
|
4.250 |
2.611 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.129 |
3.128 |
| PP |
3.122 |
3.118 |
| S1 |
3.114 |
3.109 |
|