NYMEX Natural Gas Future May 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 |
2.907 |
2.887 |
-0.020 |
-0.7% |
2.754 |
| High |
2.918 |
2.906 |
-0.012 |
-0.4% |
2.961 |
| Low |
2.811 |
2.781 |
-0.030 |
-1.1% |
2.706 |
| Close |
2.880 |
2.882 |
0.002 |
0.1% |
2.926 |
| Range |
0.107 |
0.125 |
0.018 |
16.8% |
0.255 |
| ATR |
0.136 |
0.135 |
-0.001 |
-0.6% |
0.000 |
| Volume |
48,393 |
50,647 |
2,254 |
4.7% |
360,780 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.231 |
3.182 |
2.951 |
|
| R3 |
3.106 |
3.057 |
2.916 |
|
| R2 |
2.981 |
2.981 |
2.905 |
|
| R1 |
2.932 |
2.932 |
2.893 |
2.894 |
| PP |
2.856 |
2.856 |
2.856 |
2.838 |
| S1 |
2.807 |
2.807 |
2.871 |
2.769 |
| S2 |
2.731 |
2.731 |
2.859 |
|
| S3 |
2.606 |
2.682 |
2.848 |
|
| S4 |
2.481 |
2.557 |
2.813 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.629 |
3.533 |
3.066 |
|
| R3 |
3.374 |
3.278 |
2.996 |
|
| R2 |
3.119 |
3.119 |
2.973 |
|
| R1 |
3.023 |
3.023 |
2.949 |
3.071 |
| PP |
2.864 |
2.864 |
2.864 |
2.889 |
| S1 |
2.768 |
2.768 |
2.903 |
2.816 |
| S2 |
2.609 |
2.609 |
2.879 |
|
| S3 |
2.354 |
2.513 |
2.856 |
|
| S4 |
2.099 |
2.258 |
2.786 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.961 |
2.706 |
0.255 |
8.8% |
0.131 |
4.6% |
69% |
False |
False |
57,095 |
| 10 |
2.961 |
2.660 |
0.301 |
10.4% |
0.116 |
4.0% |
74% |
False |
False |
73,743 |
| 20 |
3.015 |
2.609 |
0.406 |
14.1% |
0.139 |
4.8% |
67% |
False |
False |
59,597 |
| 40 |
3.352 |
2.527 |
0.825 |
28.6% |
0.130 |
4.5% |
43% |
False |
False |
41,660 |
| 60 |
3.804 |
2.527 |
1.277 |
44.3% |
0.116 |
4.0% |
28% |
False |
False |
31,056 |
| 80 |
4.080 |
2.527 |
1.553 |
53.9% |
0.110 |
3.8% |
23% |
False |
False |
25,001 |
| 100 |
4.239 |
2.527 |
1.712 |
59.4% |
0.105 |
3.7% |
21% |
False |
False |
20,762 |
| 120 |
4.525 |
2.527 |
1.998 |
69.3% |
0.102 |
3.6% |
18% |
False |
False |
17,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.437 |
|
2.618 |
3.233 |
|
1.618 |
3.108 |
|
1.000 |
3.031 |
|
0.618 |
2.983 |
|
HIGH |
2.906 |
|
0.618 |
2.858 |
|
0.500 |
2.844 |
|
0.382 |
2.829 |
|
LOW |
2.781 |
|
0.618 |
2.704 |
|
1.000 |
2.656 |
|
1.618 |
2.579 |
|
2.618 |
2.454 |
|
4.250 |
2.250 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.869 |
2.878 |
| PP |
2.856 |
2.873 |
| S1 |
2.844 |
2.869 |
|