NYMEX Natural Gas Future June 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 |
2.941 |
2.978 |
0.037 |
1.3% |
2.854 |
| High |
3.003 |
2.997 |
-0.006 |
-0.2% |
3.040 |
| Low |
2.898 |
2.870 |
-0.028 |
-1.0% |
2.801 |
| Close |
2.967 |
2.975 |
0.008 |
0.3% |
3.010 |
| Range |
0.105 |
0.127 |
0.022 |
21.0% |
0.239 |
| ATR |
0.130 |
0.130 |
0.000 |
-0.2% |
0.000 |
| Volume |
25,733 |
28,333 |
2,600 |
10.1% |
133,257 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.328 |
3.279 |
3.045 |
|
| R3 |
3.201 |
3.152 |
3.010 |
|
| R2 |
3.074 |
3.074 |
2.998 |
|
| R1 |
3.025 |
3.025 |
2.987 |
2.986 |
| PP |
2.947 |
2.947 |
2.947 |
2.928 |
| S1 |
2.898 |
2.898 |
2.963 |
2.859 |
| S2 |
2.820 |
2.820 |
2.952 |
|
| S3 |
2.693 |
2.771 |
2.940 |
|
| S4 |
2.566 |
2.644 |
2.905 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.667 |
3.578 |
3.141 |
|
| R3 |
3.428 |
3.339 |
3.076 |
|
| R2 |
3.189 |
3.189 |
3.054 |
|
| R1 |
3.100 |
3.100 |
3.032 |
3.145 |
| PP |
2.950 |
2.950 |
2.950 |
2.973 |
| S1 |
2.861 |
2.861 |
2.988 |
2.906 |
| S2 |
2.711 |
2.711 |
2.966 |
|
| S3 |
2.472 |
2.622 |
2.944 |
|
| S4 |
2.233 |
2.383 |
2.879 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.040 |
2.801 |
0.239 |
8.0% |
0.124 |
4.2% |
73% |
False |
False |
27,377 |
| 10 |
3.040 |
2.750 |
0.290 |
9.7% |
0.109 |
3.7% |
78% |
False |
False |
30,010 |
| 20 |
3.077 |
2.680 |
0.397 |
13.3% |
0.133 |
4.5% |
74% |
False |
False |
27,926 |
| 40 |
3.398 |
2.590 |
0.808 |
27.2% |
0.125 |
4.2% |
48% |
False |
False |
20,536 |
| 60 |
3.851 |
2.590 |
1.261 |
42.4% |
0.112 |
3.8% |
31% |
False |
False |
15,295 |
| 80 |
4.118 |
2.590 |
1.528 |
51.4% |
0.106 |
3.6% |
25% |
False |
False |
12,350 |
| 100 |
4.274 |
2.590 |
1.684 |
56.6% |
0.102 |
3.4% |
23% |
False |
False |
10,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.537 |
|
2.618 |
3.329 |
|
1.618 |
3.202 |
|
1.000 |
3.124 |
|
0.618 |
3.075 |
|
HIGH |
2.997 |
|
0.618 |
2.948 |
|
0.500 |
2.934 |
|
0.382 |
2.919 |
|
LOW |
2.870 |
|
0.618 |
2.792 |
|
1.000 |
2.743 |
|
1.618 |
2.665 |
|
2.618 |
2.538 |
|
4.250 |
2.330 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.961 |
2.967 |
| PP |
2.947 |
2.960 |
| S1 |
2.934 |
2.952 |
|