NYMEX Natural Gas Future April 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 |
2.799 |
2.754 |
-0.045 |
-1.6% |
2.817 |
| High |
2.833 |
2.785 |
-0.048 |
-1.7% |
2.833 |
| Low |
2.706 |
2.672 |
-0.034 |
-1.3% |
2.669 |
| Close |
2.761 |
2.695 |
-0.066 |
-2.4% |
2.695 |
| Range |
0.127 |
0.113 |
-0.014 |
-11.0% |
0.164 |
| ATR |
0.139 |
0.137 |
-0.002 |
-1.3% |
0.000 |
| Volume |
84,368 |
91,359 |
6,991 |
8.3% |
322,266 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.056 |
2.989 |
2.757 |
|
| R3 |
2.943 |
2.876 |
2.726 |
|
| R2 |
2.830 |
2.830 |
2.716 |
|
| R1 |
2.763 |
2.763 |
2.705 |
2.740 |
| PP |
2.717 |
2.717 |
2.717 |
2.706 |
| S1 |
2.650 |
2.650 |
2.685 |
2.627 |
| S2 |
2.604 |
2.604 |
2.674 |
|
| S3 |
2.491 |
2.537 |
2.664 |
|
| S4 |
2.378 |
2.424 |
2.633 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.224 |
3.124 |
2.785 |
|
| R3 |
3.060 |
2.960 |
2.740 |
|
| R2 |
2.896 |
2.896 |
2.725 |
|
| R1 |
2.796 |
2.796 |
2.710 |
2.764 |
| PP |
2.732 |
2.732 |
2.732 |
2.717 |
| S1 |
2.632 |
2.632 |
2.680 |
2.600 |
| S2 |
2.568 |
2.568 |
2.665 |
|
| S3 |
2.404 |
2.468 |
2.650 |
|
| S4 |
2.240 |
2.304 |
2.605 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.862 |
2.669 |
0.193 |
7.2% |
0.135 |
5.0% |
13% |
False |
False |
81,394 |
| 10 |
2.862 |
2.581 |
0.281 |
10.4% |
0.118 |
4.4% |
41% |
False |
False |
91,480 |
| 20 |
2.942 |
2.500 |
0.442 |
16.4% |
0.138 |
5.1% |
44% |
False |
False |
86,142 |
| 40 |
3.265 |
2.438 |
0.827 |
30.7% |
0.139 |
5.1% |
31% |
False |
False |
69,875 |
| 60 |
3.740 |
2.438 |
1.302 |
48.3% |
0.122 |
4.5% |
20% |
False |
False |
56,621 |
| 80 |
4.052 |
2.438 |
1.614 |
59.9% |
0.117 |
4.3% |
16% |
False |
False |
47,873 |
| 100 |
4.129 |
2.438 |
1.691 |
62.7% |
0.112 |
4.2% |
15% |
False |
False |
42,003 |
| 120 |
4.428 |
2.438 |
1.990 |
73.8% |
0.108 |
4.0% |
13% |
False |
False |
37,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.265 |
|
2.618 |
3.081 |
|
1.618 |
2.968 |
|
1.000 |
2.898 |
|
0.618 |
2.855 |
|
HIGH |
2.785 |
|
0.618 |
2.742 |
|
0.500 |
2.729 |
|
0.382 |
2.715 |
|
LOW |
2.672 |
|
0.618 |
2.602 |
|
1.000 |
2.559 |
|
1.618 |
2.489 |
|
2.618 |
2.376 |
|
4.250 |
2.192 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.729 |
2.751 |
| PP |
2.717 |
2.732 |
| S1 |
2.706 |
2.714 |
|