NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 28-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.875 |
2.798 |
-0.077 |
-2.7% |
2.941 |
| High |
2.939 |
2.823 |
-0.116 |
-3.9% |
3.035 |
| Low |
2.800 |
2.701 |
-0.099 |
-3.5% |
2.870 |
| Close |
2.802 |
2.711 |
-0.091 |
-3.2% |
2.902 |
| Range |
0.139 |
0.122 |
-0.017 |
-12.2% |
0.165 |
| ATR |
0.129 |
0.128 |
0.000 |
-0.4% |
0.000 |
| Volume |
16,347 |
20,370 |
4,023 |
24.6% |
90,096 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.111 |
3.033 |
2.778 |
|
| R3 |
2.989 |
2.911 |
2.745 |
|
| R2 |
2.867 |
2.867 |
2.733 |
|
| R1 |
2.789 |
2.789 |
2.722 |
2.767 |
| PP |
2.745 |
2.745 |
2.745 |
2.734 |
| S1 |
2.667 |
2.667 |
2.700 |
2.645 |
| S2 |
2.623 |
2.623 |
2.689 |
|
| S3 |
2.501 |
2.545 |
2.677 |
|
| S4 |
2.379 |
2.423 |
2.644 |
|
|
| 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 |
2.701 |
0.334 |
12.3% |
0.125 |
4.6% |
3% |
False |
True |
20,216 |
| 10 |
3.040 |
2.701 |
0.339 |
12.5% |
0.121 |
4.4% |
3% |
False |
True |
23,522 |
| 20 |
3.040 |
2.680 |
0.360 |
13.3% |
0.124 |
4.6% |
9% |
False |
False |
26,378 |
| 40 |
3.310 |
2.590 |
0.720 |
26.6% |
0.130 |
4.8% |
17% |
False |
False |
22,001 |
| 60 |
3.812 |
2.590 |
1.222 |
45.1% |
0.114 |
4.2% |
10% |
False |
False |
16,289 |
| 80 |
4.021 |
2.590 |
1.431 |
52.8% |
0.107 |
3.9% |
8% |
False |
False |
13,136 |
| 100 |
4.182 |
2.590 |
1.592 |
58.7% |
0.103 |
3.8% |
8% |
False |
False |
10,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.342 |
|
2.618 |
3.142 |
|
1.618 |
3.020 |
|
1.000 |
2.945 |
|
0.618 |
2.898 |
|
HIGH |
2.823 |
|
0.618 |
2.776 |
|
0.500 |
2.762 |
|
0.382 |
2.748 |
|
LOW |
2.701 |
|
0.618 |
2.626 |
|
1.000 |
2.579 |
|
1.618 |
2.504 |
|
2.618 |
2.382 |
|
4.250 |
2.183 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.762 |
2.844 |
| PP |
2.745 |
2.800 |
| S1 |
2.728 |
2.755 |
|