NYMEX Natural Gas Future March 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 |
2.613 |
2.523 |
-0.090 |
-3.4% |
2.659 |
| High |
2.635 |
2.589 |
-0.046 |
-1.7% |
2.694 |
| Low |
2.512 |
2.435 |
-0.077 |
-3.1% |
2.512 |
| Close |
2.550 |
2.446 |
-0.104 |
-4.1% |
2.550 |
| Range |
0.123 |
0.154 |
0.031 |
25.2% |
0.182 |
| ATR |
0.147 |
0.148 |
0.000 |
0.3% |
0.000 |
| Volume |
63,709 |
15,615 |
-48,094 |
-75.5% |
273,101 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.952 |
2.853 |
2.531 |
|
| R3 |
2.798 |
2.699 |
2.488 |
|
| R2 |
2.644 |
2.644 |
2.474 |
|
| R1 |
2.545 |
2.545 |
2.460 |
2.518 |
| PP |
2.490 |
2.490 |
2.490 |
2.476 |
| S1 |
2.391 |
2.391 |
2.432 |
2.364 |
| S2 |
2.336 |
2.336 |
2.418 |
|
| S3 |
2.182 |
2.237 |
2.404 |
|
| S4 |
2.028 |
2.083 |
2.361 |
|
|
| 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 |
2.694 |
2.435 |
0.259 |
10.6% |
0.128 |
5.2% |
4% |
False |
True |
57,743 |
| 10 |
2.733 |
2.395 |
0.338 |
13.8% |
0.138 |
5.6% |
15% |
False |
False |
108,916 |
| 20 |
2.844 |
2.340 |
0.504 |
20.6% |
0.149 |
6.1% |
21% |
False |
False |
141,924 |
| 40 |
3.174 |
2.289 |
0.885 |
36.2% |
0.150 |
6.1% |
18% |
False |
False |
120,982 |
| 60 |
3.711 |
2.289 |
1.422 |
58.1% |
0.131 |
5.3% |
11% |
False |
False |
94,975 |
| 80 |
4.050 |
2.289 |
1.761 |
72.0% |
0.124 |
5.1% |
9% |
False |
False |
77,083 |
| 100 |
4.129 |
2.289 |
1.840 |
75.2% |
0.119 |
4.8% |
9% |
False |
False |
65,201 |
| 120 |
4.450 |
2.289 |
2.161 |
88.3% |
0.113 |
4.6% |
7% |
False |
False |
56,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.244 |
|
2.618 |
2.992 |
|
1.618 |
2.838 |
|
1.000 |
2.743 |
|
0.618 |
2.684 |
|
HIGH |
2.589 |
|
0.618 |
2.530 |
|
0.500 |
2.512 |
|
0.382 |
2.494 |
|
LOW |
2.435 |
|
0.618 |
2.340 |
|
1.000 |
2.281 |
|
1.618 |
2.186 |
|
2.618 |
2.032 |
|
4.250 |
1.781 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.512 |
2.565 |
| PP |
2.490 |
2.525 |
| S1 |
2.468 |
2.486 |
|