NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.664 |
2.613 |
-0.051 |
-1.9% |
2.659 |
| High |
2.694 |
2.635 |
-0.059 |
-2.2% |
2.694 |
| Low |
2.565 |
2.512 |
-0.053 |
-2.1% |
2.512 |
| Close |
2.621 |
2.550 |
-0.071 |
-2.7% |
2.550 |
| Range |
0.129 |
0.123 |
-0.006 |
-4.7% |
0.182 |
| ATR |
0.149 |
0.147 |
-0.002 |
-1.3% |
0.000 |
| Volume |
103,167 |
63,709 |
-39,458 |
-38.2% |
273,101 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.935 |
2.865 |
2.618 |
|
| R3 |
2.812 |
2.742 |
2.584 |
|
| R2 |
2.689 |
2.689 |
2.573 |
|
| R1 |
2.619 |
2.619 |
2.561 |
2.593 |
| PP |
2.566 |
2.566 |
2.566 |
2.552 |
| S1 |
2.496 |
2.496 |
2.539 |
2.470 |
| S2 |
2.443 |
2.443 |
2.527 |
|
| S3 |
2.320 |
2.373 |
2.516 |
|
| S4 |
2.197 |
2.250 |
2.482 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.131 |
3.023 |
2.650 |
|
| R3 |
2.949 |
2.841 |
2.600 |
|
| R2 |
2.767 |
2.767 |
2.583 |
|
| R1 |
2.659 |
2.659 |
2.567 |
2.622 |
| PP |
2.585 |
2.585 |
2.585 |
2.567 |
| S1 |
2.477 |
2.477 |
2.533 |
2.440 |
| S2 |
2.403 |
2.403 |
2.517 |
|
| S3 |
2.221 |
2.295 |
2.500 |
|
| S4 |
2.039 |
2.113 |
2.450 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.733 |
2.512 |
0.221 |
8.7% |
0.138 |
5.4% |
17% |
False |
True |
84,238 |
| 10 |
2.733 |
2.395 |
0.338 |
13.3% |
0.130 |
5.1% |
46% |
False |
False |
120,449 |
| 20 |
2.844 |
2.340 |
0.504 |
19.8% |
0.150 |
5.9% |
42% |
False |
False |
150,650 |
| 40 |
3.209 |
2.289 |
0.920 |
36.1% |
0.148 |
5.8% |
28% |
False |
False |
120,943 |
| 60 |
3.711 |
2.289 |
1.422 |
55.8% |
0.130 |
5.1% |
18% |
False |
False |
95,219 |
| 80 |
4.070 |
2.289 |
1.781 |
69.8% |
0.124 |
4.9% |
15% |
False |
False |
77,176 |
| 100 |
4.144 |
2.289 |
1.855 |
72.7% |
0.118 |
4.6% |
14% |
False |
False |
65,225 |
| 120 |
4.455 |
2.289 |
2.166 |
84.9% |
0.113 |
4.4% |
12% |
False |
False |
56,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.158 |
|
2.618 |
2.957 |
|
1.618 |
2.834 |
|
1.000 |
2.758 |
|
0.618 |
2.711 |
|
HIGH |
2.635 |
|
0.618 |
2.588 |
|
0.500 |
2.574 |
|
0.382 |
2.559 |
|
LOW |
2.512 |
|
0.618 |
2.436 |
|
1.000 |
2.389 |
|
1.618 |
2.313 |
|
2.618 |
2.190 |
|
4.250 |
1.989 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.574 |
2.603 |
| PP |
2.566 |
2.585 |
| S1 |
2.558 |
2.568 |
|