NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.817 |
2.793 |
-0.024 |
-0.9% |
2.630 |
| High |
2.817 |
2.799 |
-0.018 |
-0.6% |
2.862 |
| Low |
2.705 |
2.669 |
-0.036 |
-1.3% |
2.581 |
| Close |
2.773 |
2.775 |
0.002 |
0.1% |
2.824 |
| Range |
0.112 |
0.130 |
0.018 |
16.1% |
0.281 |
| ATR |
0.141 |
0.140 |
-0.001 |
-0.5% |
0.000 |
| Volume |
69,822 |
76,717 |
6,895 |
9.9% |
501,162 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.138 |
3.086 |
2.847 |
|
| R3 |
3.008 |
2.956 |
2.811 |
|
| R2 |
2.878 |
2.878 |
2.799 |
|
| R1 |
2.826 |
2.826 |
2.787 |
2.787 |
| PP |
2.748 |
2.748 |
2.748 |
2.728 |
| S1 |
2.696 |
2.696 |
2.763 |
2.657 |
| S2 |
2.618 |
2.618 |
2.751 |
|
| S3 |
2.488 |
2.566 |
2.739 |
|
| S4 |
2.358 |
2.436 |
2.704 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.599 |
3.492 |
2.979 |
|
| R3 |
3.318 |
3.211 |
2.901 |
|
| R2 |
3.037 |
3.037 |
2.876 |
|
| R1 |
2.930 |
2.930 |
2.850 |
2.984 |
| PP |
2.756 |
2.756 |
2.756 |
2.782 |
| S1 |
2.649 |
2.649 |
2.798 |
2.703 |
| S2 |
2.475 |
2.475 |
2.772 |
|
| S3 |
2.194 |
2.368 |
2.747 |
|
| S4 |
1.913 |
2.087 |
2.669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.862 |
2.586 |
0.276 |
9.9% |
0.138 |
5.0% |
68% |
False |
False |
92,375 |
| 10 |
2.862 |
2.547 |
0.315 |
11.4% |
0.122 |
4.4% |
72% |
False |
False |
93,735 |
| 20 |
2.942 |
2.500 |
0.442 |
15.9% |
0.145 |
5.2% |
62% |
False |
False |
87,684 |
| 40 |
3.306 |
2.438 |
0.868 |
31.3% |
0.136 |
4.9% |
39% |
False |
False |
66,534 |
| 60 |
3.765 |
2.438 |
1.327 |
47.8% |
0.122 |
4.4% |
25% |
False |
False |
54,080 |
| 80 |
4.052 |
2.438 |
1.614 |
58.2% |
0.117 |
4.2% |
21% |
False |
False |
46,150 |
| 100 |
4.206 |
2.438 |
1.768 |
63.7% |
0.112 |
4.0% |
19% |
False |
False |
40,583 |
| 120 |
4.500 |
2.438 |
2.062 |
74.3% |
0.108 |
3.9% |
16% |
False |
False |
35,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.352 |
|
2.618 |
3.139 |
|
1.618 |
3.009 |
|
1.000 |
2.929 |
|
0.618 |
2.879 |
|
HIGH |
2.799 |
|
0.618 |
2.749 |
|
0.500 |
2.734 |
|
0.382 |
2.719 |
|
LOW |
2.669 |
|
0.618 |
2.589 |
|
1.000 |
2.539 |
|
1.618 |
2.459 |
|
2.618 |
2.329 |
|
4.250 |
2.117 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.761 |
2.772 |
| PP |
2.748 |
2.769 |
| S1 |
2.734 |
2.766 |
|