NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.887 |
2.904 |
0.017 |
0.6% |
2.754 |
| High |
2.906 |
2.945 |
0.039 |
1.3% |
2.961 |
| Low |
2.781 |
2.812 |
0.031 |
1.1% |
2.706 |
| Close |
2.882 |
2.866 |
-0.016 |
-0.6% |
2.926 |
| Range |
0.125 |
0.133 |
0.008 |
6.4% |
0.255 |
| ATR |
0.135 |
0.135 |
0.000 |
-0.1% |
0.000 |
| Volume |
50,647 |
34,678 |
-15,969 |
-31.5% |
360,780 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.273 |
3.203 |
2.939 |
|
| R3 |
3.140 |
3.070 |
2.903 |
|
| R2 |
3.007 |
3.007 |
2.890 |
|
| R1 |
2.937 |
2.937 |
2.878 |
2.906 |
| PP |
2.874 |
2.874 |
2.874 |
2.859 |
| S1 |
2.804 |
2.804 |
2.854 |
2.773 |
| S2 |
2.741 |
2.741 |
2.842 |
|
| S3 |
2.608 |
2.671 |
2.829 |
|
| S4 |
2.475 |
2.538 |
2.793 |
|
|
| 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 |
2.727 |
0.234 |
8.2% |
0.132 |
4.6% |
59% |
False |
False |
51,826 |
| 10 |
2.961 |
2.680 |
0.281 |
9.8% |
0.119 |
4.2% |
66% |
False |
False |
66,791 |
| 20 |
3.015 |
2.609 |
0.406 |
14.2% |
0.140 |
4.9% |
63% |
False |
False |
59,100 |
| 40 |
3.352 |
2.527 |
0.825 |
28.8% |
0.132 |
4.6% |
41% |
False |
False |
42,268 |
| 60 |
3.804 |
2.527 |
1.277 |
44.6% |
0.117 |
4.1% |
27% |
False |
False |
31,515 |
| 80 |
4.080 |
2.527 |
1.553 |
54.2% |
0.111 |
3.9% |
22% |
False |
False |
25,395 |
| 100 |
4.198 |
2.527 |
1.671 |
58.3% |
0.105 |
3.7% |
20% |
False |
False |
21,095 |
| 120 |
4.525 |
2.527 |
1.998 |
69.7% |
0.102 |
3.6% |
17% |
False |
False |
17,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.510 |
|
2.618 |
3.293 |
|
1.618 |
3.160 |
|
1.000 |
3.078 |
|
0.618 |
3.027 |
|
HIGH |
2.945 |
|
0.618 |
2.894 |
|
0.500 |
2.879 |
|
0.382 |
2.863 |
|
LOW |
2.812 |
|
0.618 |
2.730 |
|
1.000 |
2.679 |
|
1.618 |
2.597 |
|
2.618 |
2.464 |
|
4.250 |
2.247 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.879 |
2.865 |
| PP |
2.874 |
2.864 |
| S1 |
2.870 |
2.863 |
|