NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.931 |
2.875 |
-0.056 |
-1.9% |
2.941 |
| High |
2.987 |
2.939 |
-0.048 |
-1.6% |
3.035 |
| Low |
2.879 |
2.800 |
-0.079 |
-2.7% |
2.870 |
| Close |
2.902 |
2.802 |
-0.100 |
-3.4% |
2.902 |
| Range |
0.108 |
0.139 |
0.031 |
28.7% |
0.165 |
| ATR |
0.128 |
0.129 |
0.001 |
0.6% |
0.000 |
| Volume |
14,941 |
16,347 |
1,406 |
9.4% |
90,096 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.264 |
3.172 |
2.878 |
|
| R3 |
3.125 |
3.033 |
2.840 |
|
| R2 |
2.986 |
2.986 |
2.827 |
|
| R1 |
2.894 |
2.894 |
2.815 |
2.871 |
| PP |
2.847 |
2.847 |
2.847 |
2.835 |
| S1 |
2.755 |
2.755 |
2.789 |
2.732 |
| S2 |
2.708 |
2.708 |
2.777 |
|
| S3 |
2.569 |
2.616 |
2.764 |
|
| S4 |
2.430 |
2.477 |
2.726 |
|
|
| 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 |
3.035 |
2.800 |
0.235 |
8.4% |
0.121 |
4.3% |
1% |
False |
True |
21,288 |
| 10 |
3.040 |
2.800 |
0.240 |
8.6% |
0.114 |
4.1% |
1% |
False |
True |
23,970 |
| 20 |
3.077 |
2.680 |
0.397 |
14.2% |
0.126 |
4.5% |
31% |
False |
False |
26,482 |
| 40 |
3.323 |
2.590 |
0.733 |
26.2% |
0.130 |
4.7% |
29% |
False |
False |
21,569 |
| 60 |
3.812 |
2.590 |
1.222 |
43.6% |
0.113 |
4.0% |
17% |
False |
False |
16,035 |
| 80 |
4.118 |
2.590 |
1.528 |
54.5% |
0.107 |
3.8% |
14% |
False |
False |
12,912 |
| 100 |
4.182 |
2.590 |
1.592 |
56.8% |
0.103 |
3.7% |
13% |
False |
False |
10,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.530 |
|
2.618 |
3.303 |
|
1.618 |
3.164 |
|
1.000 |
3.078 |
|
0.618 |
3.025 |
|
HIGH |
2.939 |
|
0.618 |
2.886 |
|
0.500 |
2.870 |
|
0.382 |
2.853 |
|
LOW |
2.800 |
|
0.618 |
2.714 |
|
1.000 |
2.661 |
|
1.618 |
2.575 |
|
2.618 |
2.436 |
|
4.250 |
2.209 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.870 |
2.918 |
| PP |
2.847 |
2.879 |
| S1 |
2.825 |
2.841 |
|