NYMEX Natural Gas Future May 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 |
2.904 |
2.857 |
-0.047 |
-1.6% |
2.907 |
| High |
2.945 |
2.891 |
-0.054 |
-1.8% |
2.945 |
| Low |
2.812 |
2.783 |
-0.029 |
-1.0% |
2.781 |
| Close |
2.866 |
2.808 |
-0.058 |
-2.0% |
2.808 |
| Range |
0.133 |
0.108 |
-0.025 |
-18.8% |
0.164 |
| ATR |
0.135 |
0.133 |
-0.002 |
-1.4% |
0.000 |
| Volume |
34,678 |
28,391 |
-6,287 |
-18.1% |
162,109 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.151 |
3.088 |
2.867 |
|
| R3 |
3.043 |
2.980 |
2.838 |
|
| R2 |
2.935 |
2.935 |
2.828 |
|
| R1 |
2.872 |
2.872 |
2.818 |
2.850 |
| PP |
2.827 |
2.827 |
2.827 |
2.816 |
| S1 |
2.764 |
2.764 |
2.798 |
2.742 |
| S2 |
2.719 |
2.719 |
2.788 |
|
| S3 |
2.611 |
2.656 |
2.778 |
|
| S4 |
2.503 |
2.548 |
2.749 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.337 |
3.236 |
2.898 |
|
| R3 |
3.173 |
3.072 |
2.853 |
|
| R2 |
3.009 |
3.009 |
2.838 |
|
| R1 |
2.908 |
2.908 |
2.823 |
2.877 |
| PP |
2.845 |
2.845 |
2.845 |
2.829 |
| S1 |
2.744 |
2.744 |
2.793 |
2.713 |
| S2 |
2.681 |
2.681 |
2.778 |
|
| S3 |
2.517 |
2.580 |
2.763 |
|
| S4 |
2.353 |
2.416 |
2.718 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.961 |
2.776 |
0.185 |
6.6% |
0.132 |
4.7% |
17% |
False |
False |
44,680 |
| 10 |
2.961 |
2.706 |
0.255 |
9.1% |
0.113 |
4.0% |
40% |
False |
False |
60,383 |
| 20 |
3.015 |
2.609 |
0.406 |
14.5% |
0.133 |
4.7% |
49% |
False |
False |
57,509 |
| 40 |
3.312 |
2.527 |
0.785 |
28.0% |
0.133 |
4.7% |
36% |
False |
False |
42,862 |
| 60 |
3.777 |
2.527 |
1.250 |
44.5% |
0.116 |
4.1% |
22% |
False |
False |
31,959 |
| 80 |
4.080 |
2.527 |
1.553 |
55.3% |
0.110 |
3.9% |
18% |
False |
False |
25,685 |
| 100 |
4.160 |
2.527 |
1.633 |
58.2% |
0.106 |
3.8% |
17% |
False |
False |
21,316 |
| 120 |
4.456 |
2.527 |
1.929 |
68.7% |
0.102 |
3.6% |
15% |
False |
False |
18,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.350 |
|
2.618 |
3.174 |
|
1.618 |
3.066 |
|
1.000 |
2.999 |
|
0.618 |
2.958 |
|
HIGH |
2.891 |
|
0.618 |
2.850 |
|
0.500 |
2.837 |
|
0.382 |
2.824 |
|
LOW |
2.783 |
|
0.618 |
2.716 |
|
1.000 |
2.675 |
|
1.618 |
2.608 |
|
2.618 |
2.500 |
|
4.250 |
2.324 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.837 |
2.863 |
| PP |
2.827 |
2.845 |
| S1 |
2.818 |
2.826 |
|