NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.598 |
2.539 |
-0.059 |
-2.3% |
2.817 |
| High |
2.624 |
2.625 |
0.001 |
0.0% |
2.833 |
| Low |
2.511 |
2.502 |
-0.009 |
-0.4% |
2.669 |
| Close |
2.519 |
2.616 |
0.097 |
3.9% |
2.695 |
| Range |
0.113 |
0.123 |
0.010 |
8.8% |
0.164 |
| ATR |
0.136 |
0.135 |
-0.001 |
-0.7% |
0.000 |
| Volume |
111,685 |
134,121 |
22,436 |
20.1% |
322,266 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.950 |
2.906 |
2.684 |
|
| R3 |
2.827 |
2.783 |
2.650 |
|
| R2 |
2.704 |
2.704 |
2.639 |
|
| R1 |
2.660 |
2.660 |
2.627 |
2.682 |
| PP |
2.581 |
2.581 |
2.581 |
2.592 |
| S1 |
2.537 |
2.537 |
2.605 |
2.559 |
| S2 |
2.458 |
2.458 |
2.593 |
|
| S3 |
2.335 |
2.414 |
2.582 |
|
| S4 |
2.212 |
2.291 |
2.548 |
|
|
| 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 |
2.502 |
0.331 |
12.7% |
0.124 |
4.7% |
34% |
False |
True |
110,382 |
| 10 |
2.862 |
2.502 |
0.360 |
13.8% |
0.131 |
5.0% |
32% |
False |
True |
101,378 |
| 20 |
2.862 |
2.500 |
0.362 |
13.8% |
0.130 |
5.0% |
32% |
False |
False |
93,644 |
| 40 |
3.210 |
2.438 |
0.772 |
29.5% |
0.141 |
5.4% |
23% |
False |
False |
78,024 |
| 60 |
3.712 |
2.438 |
1.274 |
48.7% |
0.123 |
4.7% |
14% |
False |
False |
61,768 |
| 80 |
3.947 |
2.438 |
1.509 |
57.7% |
0.118 |
4.5% |
12% |
False |
False |
51,669 |
| 100 |
4.092 |
2.438 |
1.654 |
63.2% |
0.114 |
4.3% |
11% |
False |
False |
45,327 |
| 120 |
4.414 |
2.438 |
1.976 |
75.5% |
0.108 |
4.1% |
9% |
False |
False |
40,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.148 |
|
2.618 |
2.947 |
|
1.618 |
2.824 |
|
1.000 |
2.748 |
|
0.618 |
2.701 |
|
HIGH |
2.625 |
|
0.618 |
2.578 |
|
0.500 |
2.564 |
|
0.382 |
2.549 |
|
LOW |
2.502 |
|
0.618 |
2.426 |
|
1.000 |
2.379 |
|
1.618 |
2.303 |
|
2.618 |
2.180 |
|
4.250 |
1.979 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.599 |
2.622 |
| PP |
2.581 |
2.620 |
| S1 |
2.564 |
2.618 |
|