NYMEX Natural Gas Future June 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 |
2.994 |
2.931 |
-0.063 |
-2.1% |
2.941 |
High |
3.035 |
2.987 |
-0.048 |
-1.6% |
3.035 |
Low |
2.907 |
2.879 |
-0.028 |
-1.0% |
2.870 |
Close |
2.959 |
2.902 |
-0.057 |
-1.9% |
2.902 |
Range |
0.128 |
0.108 |
-0.020 |
-15.6% |
0.165 |
ATR |
0.130 |
0.128 |
-0.002 |
-1.2% |
0.000 |
Volume |
21,089 |
14,941 |
-6,148 |
-29.2% |
90,096 |
|
Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.247 |
3.182 |
2.961 |
|
R3 |
3.139 |
3.074 |
2.932 |
|
R2 |
3.031 |
3.031 |
2.922 |
|
R1 |
2.966 |
2.966 |
2.912 |
2.945 |
PP |
2.923 |
2.923 |
2.923 |
2.912 |
S1 |
2.858 |
2.858 |
2.892 |
2.837 |
S2 |
2.815 |
2.815 |
2.882 |
|
S3 |
2.707 |
2.750 |
2.872 |
|
S4 |
2.599 |
2.642 |
2.843 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.431 |
3.331 |
2.993 |
|
R3 |
3.266 |
3.166 |
2.947 |
|
R2 |
3.101 |
3.101 |
2.932 |
|
R1 |
3.001 |
3.001 |
2.917 |
2.969 |
PP |
2.936 |
2.936 |
2.936 |
2.919 |
S1 |
2.836 |
2.836 |
2.887 |
2.804 |
S2 |
2.771 |
2.771 |
2.872 |
|
S3 |
2.606 |
2.671 |
2.857 |
|
S4 |
2.441 |
2.506 |
2.811 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.040 |
2.864 |
0.176 |
6.1% |
0.129 |
4.4% |
22% |
False |
False |
24,300 |
10 |
3.040 |
2.801 |
0.239 |
8.2% |
0.107 |
3.7% |
42% |
False |
False |
25,351 |
20 |
3.077 |
2.680 |
0.397 |
13.7% |
0.127 |
4.4% |
56% |
False |
False |
27,173 |
40 |
3.358 |
2.590 |
0.768 |
26.5% |
0.128 |
4.4% |
41% |
False |
False |
21,218 |
60 |
3.812 |
2.590 |
1.222 |
42.1% |
0.112 |
3.9% |
26% |
False |
False |
15,816 |
80 |
4.118 |
2.590 |
1.528 |
52.7% |
0.107 |
3.7% |
20% |
False |
False |
12,757 |
100 |
4.200 |
2.590 |
1.610 |
55.5% |
0.102 |
3.5% |
19% |
False |
False |
10,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.446 |
2.618 |
3.270 |
1.618 |
3.162 |
1.000 |
3.095 |
0.618 |
3.054 |
HIGH |
2.987 |
0.618 |
2.946 |
0.500 |
2.933 |
0.382 |
2.920 |
LOW |
2.879 |
0.618 |
2.812 |
1.000 |
2.771 |
1.618 |
2.704 |
2.618 |
2.596 |
4.250 |
2.420 |
|
|
Fisher Pivots for day following 24-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
2.933 |
2.953 |
PP |
2.923 |
2.936 |
S1 |
2.912 |
2.919 |
|