NYMEX Natural Gas Future April 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 |
2.754 |
2.672 |
-0.082 |
-3.0% |
2.817 |
| High |
2.785 |
2.742 |
-0.043 |
-1.5% |
2.833 |
| Low |
2.672 |
2.597 |
-0.075 |
-2.8% |
2.669 |
| Close |
2.695 |
2.603 |
-0.092 |
-3.4% |
2.695 |
| Range |
0.113 |
0.145 |
0.032 |
28.3% |
0.164 |
| ATR |
0.137 |
0.138 |
0.001 |
0.4% |
0.000 |
| Volume |
91,359 |
130,377 |
39,018 |
42.7% |
322,266 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.082 |
2.988 |
2.683 |
|
| R3 |
2.937 |
2.843 |
2.643 |
|
| R2 |
2.792 |
2.792 |
2.630 |
|
| R1 |
2.698 |
2.698 |
2.616 |
2.673 |
| PP |
2.647 |
2.647 |
2.647 |
2.635 |
| S1 |
2.553 |
2.553 |
2.590 |
2.528 |
| S2 |
2.502 |
2.502 |
2.576 |
|
| S3 |
2.357 |
2.408 |
2.563 |
|
| S4 |
2.212 |
2.263 |
2.523 |
|
|
| 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 |
2.833 |
2.597 |
0.236 |
9.1% |
0.125 |
4.8% |
3% |
False |
True |
90,528 |
| 10 |
2.862 |
2.581 |
0.281 |
10.8% |
0.126 |
4.8% |
8% |
False |
False |
95,380 |
| 20 |
2.942 |
2.500 |
0.442 |
17.0% |
0.137 |
5.3% |
23% |
False |
False |
88,194 |
| 40 |
3.231 |
2.438 |
0.793 |
30.5% |
0.141 |
5.4% |
21% |
False |
False |
72,916 |
| 60 |
3.740 |
2.438 |
1.302 |
50.0% |
0.122 |
4.7% |
13% |
False |
False |
58,458 |
| 80 |
4.035 |
2.438 |
1.597 |
61.4% |
0.117 |
4.5% |
10% |
False |
False |
49,086 |
| 100 |
4.117 |
2.438 |
1.679 |
64.5% |
0.113 |
4.3% |
10% |
False |
False |
43,173 |
| 120 |
4.414 |
2.438 |
1.976 |
75.9% |
0.107 |
4.1% |
8% |
False |
False |
38,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.358 |
|
2.618 |
3.122 |
|
1.618 |
2.977 |
|
1.000 |
2.887 |
|
0.618 |
2.832 |
|
HIGH |
2.742 |
|
0.618 |
2.687 |
|
0.500 |
2.670 |
|
0.382 |
2.652 |
|
LOW |
2.597 |
|
0.618 |
2.507 |
|
1.000 |
2.452 |
|
1.618 |
2.362 |
|
2.618 |
2.217 |
|
4.250 |
1.981 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.670 |
2.715 |
| PP |
2.647 |
2.678 |
| S1 |
2.625 |
2.640 |
|