NYMEX Natural Gas Future March 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 |
2.556 |
2.659 |
0.103 |
4.0% |
2.448 |
| High |
2.733 |
2.673 |
-0.060 |
-2.2% |
2.733 |
| Low |
2.527 |
2.575 |
0.048 |
1.9% |
2.395 |
| Close |
2.684 |
2.655 |
-0.029 |
-1.1% |
2.684 |
| Range |
0.206 |
0.098 |
-0.108 |
-52.4% |
0.338 |
| ATR |
0.155 |
0.152 |
-0.003 |
-2.1% |
0.000 |
| Volume |
148,091 |
0 |
-148,091 |
-100.0% |
800,452 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.928 |
2.890 |
2.709 |
|
| R3 |
2.830 |
2.792 |
2.682 |
|
| R2 |
2.732 |
2.732 |
2.673 |
|
| R1 |
2.694 |
2.694 |
2.664 |
2.664 |
| PP |
2.634 |
2.634 |
2.634 |
2.620 |
| S1 |
2.596 |
2.596 |
2.646 |
2.566 |
| S2 |
2.536 |
2.536 |
2.637 |
|
| S3 |
2.438 |
2.498 |
2.628 |
|
| S4 |
2.340 |
2.400 |
2.601 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.618 |
3.489 |
2.870 |
|
| R3 |
3.280 |
3.151 |
2.777 |
|
| R2 |
2.942 |
2.942 |
2.746 |
|
| R1 |
2.813 |
2.813 |
2.715 |
2.878 |
| PP |
2.604 |
2.604 |
2.604 |
2.636 |
| S1 |
2.475 |
2.475 |
2.653 |
2.540 |
| S2 |
2.266 |
2.266 |
2.622 |
|
| S3 |
1.928 |
2.137 |
2.591 |
|
| S4 |
1.590 |
1.799 |
2.498 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.733 |
2.404 |
0.329 |
12.4% |
0.153 |
5.8% |
76% |
False |
False |
130,140 |
| 10 |
2.733 |
2.390 |
0.343 |
12.9% |
0.138 |
5.2% |
77% |
False |
False |
152,024 |
| 20 |
2.844 |
2.340 |
0.504 |
19.0% |
0.160 |
6.0% |
63% |
False |
False |
165,832 |
| 40 |
3.278 |
2.289 |
0.989 |
37.3% |
0.145 |
5.5% |
37% |
False |
False |
116,295 |
| 60 |
3.741 |
2.289 |
1.452 |
54.7% |
0.131 |
4.9% |
25% |
False |
False |
91,806 |
| 80 |
4.070 |
2.289 |
1.781 |
67.1% |
0.123 |
4.6% |
21% |
False |
False |
74,309 |
| 100 |
4.225 |
2.289 |
1.936 |
72.9% |
0.117 |
4.4% |
19% |
False |
False |
62,893 |
| 120 |
4.516 |
2.289 |
2.227 |
83.9% |
0.114 |
4.3% |
16% |
False |
False |
54,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.090 |
|
2.618 |
2.930 |
|
1.618 |
2.832 |
|
1.000 |
2.771 |
|
0.618 |
2.734 |
|
HIGH |
2.673 |
|
0.618 |
2.636 |
|
0.500 |
2.624 |
|
0.382 |
2.612 |
|
LOW |
2.575 |
|
0.618 |
2.514 |
|
1.000 |
2.477 |
|
1.618 |
2.416 |
|
2.618 |
2.318 |
|
4.250 |
2.159 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.645 |
2.628 |
| PP |
2.634 |
2.601 |
| S1 |
2.624 |
2.574 |
|