NYMEX Natural Gas Future October 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 |
3.102 |
3.056 |
-0.046 |
-1.5% |
3.145 |
| High |
3.155 |
3.104 |
-0.051 |
-1.6% |
3.198 |
| Low |
3.048 |
2.962 |
-0.086 |
-2.8% |
3.039 |
| Close |
3.071 |
2.967 |
-0.104 |
-3.4% |
3.071 |
| Range |
0.107 |
0.142 |
0.035 |
32.7% |
0.159 |
| ATR |
0.130 |
0.131 |
0.001 |
0.6% |
0.000 |
| Volume |
25,123 |
14,820 |
-10,303 |
-41.0% |
91,130 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.437 |
3.344 |
3.045 |
|
| R3 |
3.295 |
3.202 |
3.006 |
|
| R2 |
3.153 |
3.153 |
2.993 |
|
| R1 |
3.060 |
3.060 |
2.980 |
3.036 |
| PP |
3.011 |
3.011 |
3.011 |
2.999 |
| S1 |
2.918 |
2.918 |
2.954 |
2.894 |
| S2 |
2.869 |
2.869 |
2.941 |
|
| S3 |
2.727 |
2.776 |
2.928 |
|
| S4 |
2.585 |
2.634 |
2.889 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.580 |
3.484 |
3.158 |
|
| R3 |
3.421 |
3.325 |
3.115 |
|
| R2 |
3.262 |
3.262 |
3.100 |
|
| R1 |
3.166 |
3.166 |
3.086 |
3.135 |
| PP |
3.103 |
3.103 |
3.103 |
3.087 |
| S1 |
3.007 |
3.007 |
3.056 |
2.976 |
| S2 |
2.944 |
2.944 |
3.042 |
|
| S3 |
2.785 |
2.848 |
3.027 |
|
| S4 |
2.626 |
2.689 |
2.984 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.708 |
|
2.618 |
3.476 |
|
1.618 |
3.334 |
|
1.000 |
3.246 |
|
0.618 |
3.192 |
|
HIGH |
3.104 |
|
0.618 |
3.050 |
|
0.500 |
3.033 |
|
0.382 |
3.016 |
|
LOW |
2.962 |
|
0.618 |
2.874 |
|
1.000 |
2.820 |
|
1.618 |
2.732 |
|
2.618 |
2.590 |
|
4.250 |
2.359 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.033 |
3.080 |
| PP |
3.011 |
3.042 |
| S1 |
2.989 |
3.005 |
|