NYMEX Natural Gas Future June 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 |
2.978 |
2.994 |
0.016 |
0.5% |
2.854 |
| High |
2.997 |
3.035 |
0.038 |
1.3% |
3.040 |
| Low |
2.870 |
2.907 |
0.037 |
1.3% |
2.801 |
| Close |
2.975 |
2.959 |
-0.016 |
-0.5% |
3.010 |
| Range |
0.127 |
0.128 |
0.001 |
0.8% |
0.239 |
| ATR |
0.130 |
0.130 |
0.000 |
-0.1% |
0.000 |
| Volume |
28,333 |
21,089 |
-7,244 |
-25.6% |
133,257 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.351 |
3.283 |
3.029 |
|
| R3 |
3.223 |
3.155 |
2.994 |
|
| R2 |
3.095 |
3.095 |
2.982 |
|
| R1 |
3.027 |
3.027 |
2.971 |
2.997 |
| PP |
2.967 |
2.967 |
2.967 |
2.952 |
| S1 |
2.899 |
2.899 |
2.947 |
2.869 |
| S2 |
2.839 |
2.839 |
2.936 |
|
| S3 |
2.711 |
2.771 |
2.924 |
|
| S4 |
2.583 |
2.643 |
2.889 |
|
|
| 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 |
2.830 |
0.210 |
7.1% |
0.126 |
4.3% |
61% |
False |
False |
26,112 |
| 10 |
3.040 |
2.775 |
0.265 |
9.0% |
0.113 |
3.8% |
69% |
False |
False |
27,709 |
| 20 |
3.077 |
2.680 |
0.397 |
13.4% |
0.133 |
4.5% |
70% |
False |
False |
27,798 |
| 40 |
3.398 |
2.590 |
0.808 |
27.3% |
0.128 |
4.3% |
46% |
False |
False |
20,939 |
| 60 |
3.851 |
2.590 |
1.261 |
42.6% |
0.113 |
3.8% |
29% |
False |
False |
15,585 |
| 80 |
4.118 |
2.590 |
1.528 |
51.6% |
0.107 |
3.6% |
24% |
False |
False |
12,602 |
| 100 |
4.236 |
2.590 |
1.646 |
55.6% |
0.102 |
3.4% |
22% |
False |
False |
10,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.579 |
|
2.618 |
3.370 |
|
1.618 |
3.242 |
|
1.000 |
3.163 |
|
0.618 |
3.114 |
|
HIGH |
3.035 |
|
0.618 |
2.986 |
|
0.500 |
2.971 |
|
0.382 |
2.956 |
|
LOW |
2.907 |
|
0.618 |
2.828 |
|
1.000 |
2.779 |
|
1.618 |
2.700 |
|
2.618 |
2.572 |
|
4.250 |
2.363 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.971 |
2.957 |
| PP |
2.967 |
2.955 |
| S1 |
2.963 |
2.953 |
|