NYMEX Natural Gas Future May 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 |
2.712 |
2.644 |
-0.068 |
-2.5% |
2.907 |
| High |
2.737 |
2.720 |
-0.017 |
-0.6% |
2.945 |
| Low |
2.617 |
2.614 |
-0.003 |
-0.1% |
2.781 |
| Close |
2.627 |
2.710 |
0.083 |
3.2% |
2.808 |
| Range |
0.120 |
0.106 |
-0.014 |
-11.7% |
0.164 |
| ATR |
0.132 |
0.131 |
-0.002 |
-1.4% |
0.000 |
| Volume |
30,060 |
40,662 |
10,602 |
35.3% |
162,109 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.999 |
2.961 |
2.768 |
|
| R3 |
2.893 |
2.855 |
2.739 |
|
| R2 |
2.787 |
2.787 |
2.729 |
|
| R1 |
2.749 |
2.749 |
2.720 |
2.768 |
| PP |
2.681 |
2.681 |
2.681 |
2.691 |
| S1 |
2.643 |
2.643 |
2.700 |
2.662 |
| S2 |
2.575 |
2.575 |
2.691 |
|
| S3 |
2.469 |
2.537 |
2.681 |
|
| S4 |
2.363 |
2.431 |
2.652 |
|
|
| 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 |
2.945 |
2.614 |
0.331 |
12.2% |
0.121 |
4.5% |
29% |
False |
True |
32,920 |
| 10 |
2.961 |
2.614 |
0.347 |
12.8% |
0.126 |
4.7% |
28% |
False |
True |
45,007 |
| 20 |
2.961 |
2.609 |
0.352 |
13.0% |
0.126 |
4.7% |
29% |
False |
False |
56,767 |
| 40 |
3.259 |
2.527 |
0.732 |
27.0% |
0.136 |
5.0% |
25% |
False |
False |
44,925 |
| 60 |
3.735 |
2.527 |
1.208 |
44.6% |
0.117 |
4.3% |
15% |
False |
False |
33,267 |
| 80 |
3.978 |
2.527 |
1.451 |
53.5% |
0.111 |
4.1% |
13% |
False |
False |
26,675 |
| 100 |
4.121 |
2.527 |
1.594 |
58.8% |
0.107 |
4.0% |
11% |
False |
False |
22,256 |
| 120 |
4.440 |
2.527 |
1.913 |
70.6% |
0.102 |
3.8% |
10% |
False |
False |
18,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.171 |
|
2.618 |
2.998 |
|
1.618 |
2.892 |
|
1.000 |
2.826 |
|
0.618 |
2.786 |
|
HIGH |
2.720 |
|
0.618 |
2.680 |
|
0.500 |
2.667 |
|
0.382 |
2.654 |
|
LOW |
2.614 |
|
0.618 |
2.548 |
|
1.000 |
2.508 |
|
1.618 |
2.442 |
|
2.618 |
2.336 |
|
4.250 |
2.164 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.696 |
2.732 |
| PP |
2.681 |
2.724 |
| S1 |
2.667 |
2.717 |
|