NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.798 |
2.726 |
-0.072 |
-2.6% |
2.941 |
| High |
2.823 |
2.792 |
-0.031 |
-1.1% |
3.035 |
| Low |
2.701 |
2.694 |
-0.007 |
-0.3% |
2.870 |
| Close |
2.711 |
2.786 |
0.075 |
2.8% |
2.902 |
| Range |
0.122 |
0.098 |
-0.024 |
-19.7% |
0.165 |
| ATR |
0.128 |
0.126 |
-0.002 |
-1.7% |
0.000 |
| Volume |
20,370 |
22,517 |
2,147 |
10.5% |
90,096 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.051 |
3.017 |
2.840 |
|
| R3 |
2.953 |
2.919 |
2.813 |
|
| R2 |
2.855 |
2.855 |
2.804 |
|
| R1 |
2.821 |
2.821 |
2.795 |
2.838 |
| PP |
2.757 |
2.757 |
2.757 |
2.766 |
| S1 |
2.723 |
2.723 |
2.777 |
2.740 |
| S2 |
2.659 |
2.659 |
2.768 |
|
| S3 |
2.561 |
2.625 |
2.759 |
|
| S4 |
2.463 |
2.527 |
2.732 |
|
|
| 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 |
2.694 |
0.341 |
12.2% |
0.119 |
4.3% |
27% |
False |
True |
19,052 |
| 10 |
3.040 |
2.694 |
0.346 |
12.4% |
0.122 |
4.4% |
27% |
False |
True |
23,215 |
| 20 |
3.040 |
2.680 |
0.360 |
12.9% |
0.121 |
4.3% |
29% |
False |
False |
26,428 |
| 40 |
3.310 |
2.590 |
0.720 |
25.8% |
0.131 |
4.7% |
27% |
False |
False |
22,446 |
| 60 |
3.786 |
2.590 |
1.196 |
42.9% |
0.114 |
4.1% |
16% |
False |
False |
16,599 |
| 80 |
4.021 |
2.590 |
1.431 |
51.4% |
0.107 |
3.9% |
14% |
False |
False |
13,388 |
| 100 |
4.157 |
2.590 |
1.567 |
56.2% |
0.104 |
3.7% |
13% |
False |
False |
11,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.209 |
|
2.618 |
3.049 |
|
1.618 |
2.951 |
|
1.000 |
2.890 |
|
0.618 |
2.853 |
|
HIGH |
2.792 |
|
0.618 |
2.755 |
|
0.500 |
2.743 |
|
0.382 |
2.731 |
|
LOW |
2.694 |
|
0.618 |
2.633 |
|
1.000 |
2.596 |
|
1.618 |
2.535 |
|
2.618 |
2.437 |
|
4.250 |
2.278 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.772 |
2.817 |
| PP |
2.757 |
2.806 |
| S1 |
2.743 |
2.796 |
|