NYMEX Natural Gas Future October 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 |
3.056 |
2.964 |
-0.092 |
-3.0% |
3.145 |
| High |
3.104 |
2.985 |
-0.119 |
-3.8% |
3.198 |
| Low |
2.962 |
2.866 |
-0.096 |
-3.2% |
3.039 |
| Close |
2.967 |
2.875 |
-0.092 |
-3.1% |
3.071 |
| Range |
0.142 |
0.119 |
-0.023 |
-16.2% |
0.159 |
| ATR |
0.131 |
0.130 |
-0.001 |
-0.7% |
0.000 |
| Volume |
14,820 |
24,101 |
9,281 |
62.6% |
91,130 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.266 |
3.189 |
2.940 |
|
| R3 |
3.147 |
3.070 |
2.908 |
|
| R2 |
3.028 |
3.028 |
2.897 |
|
| R1 |
2.951 |
2.951 |
2.886 |
2.930 |
| PP |
2.909 |
2.909 |
2.909 |
2.898 |
| S1 |
2.832 |
2.832 |
2.864 |
2.811 |
| S2 |
2.790 |
2.790 |
2.853 |
|
| S3 |
2.671 |
2.713 |
2.842 |
|
| S4 |
2.552 |
2.594 |
2.810 |
|
|
| 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 |
3.491 |
|
2.618 |
3.297 |
|
1.618 |
3.178 |
|
1.000 |
3.104 |
|
0.618 |
3.059 |
|
HIGH |
2.985 |
|
0.618 |
2.940 |
|
0.500 |
2.926 |
|
0.382 |
2.911 |
|
LOW |
2.866 |
|
0.618 |
2.792 |
|
1.000 |
2.747 |
|
1.618 |
2.673 |
|
2.618 |
2.554 |
|
4.250 |
2.360 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.926 |
3.011 |
| PP |
2.909 |
2.965 |
| S1 |
2.892 |
2.920 |
|