NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
3.060 |
3.030 |
-0.030 |
-1.0% |
2.937 |
| High |
3.060 |
3.063 |
0.003 |
0.1% |
3.104 |
| Low |
2.965 |
2.954 |
-0.011 |
-0.4% |
2.873 |
| Close |
3.036 |
3.045 |
0.009 |
0.3% |
3.074 |
| Range |
0.095 |
0.109 |
0.014 |
14.7% |
0.231 |
| ATR |
0.127 |
0.126 |
-0.001 |
-1.0% |
0.000 |
| Volume |
19,850 |
21,578 |
1,728 |
8.7% |
113,801 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.348 |
3.305 |
3.105 |
|
| R3 |
3.239 |
3.196 |
3.075 |
|
| R2 |
3.130 |
3.130 |
3.065 |
|
| R1 |
3.087 |
3.087 |
3.055 |
3.109 |
| PP |
3.021 |
3.021 |
3.021 |
3.031 |
| S1 |
2.978 |
2.978 |
3.035 |
3.000 |
| S2 |
2.912 |
2.912 |
3.025 |
|
| S3 |
2.803 |
2.869 |
3.015 |
|
| S4 |
2.694 |
2.760 |
2.985 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.710 |
3.623 |
3.201 |
|
| R3 |
3.479 |
3.392 |
3.138 |
|
| R2 |
3.248 |
3.248 |
3.116 |
|
| R1 |
3.161 |
3.161 |
3.095 |
3.205 |
| PP |
3.017 |
3.017 |
3.017 |
3.039 |
| S1 |
2.930 |
2.930 |
3.053 |
2.974 |
| S2 |
2.786 |
2.786 |
3.032 |
|
| S3 |
2.555 |
2.699 |
3.010 |
|
| S4 |
2.324 |
2.468 |
2.947 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.104 |
2.873 |
0.231 |
7.6% |
0.117 |
3.8% |
74% |
False |
False |
21,871 |
| 10 |
3.104 |
2.831 |
0.273 |
9.0% |
0.103 |
3.4% |
78% |
False |
False |
23,713 |
| 20 |
3.128 |
2.740 |
0.388 |
12.7% |
0.128 |
4.2% |
79% |
False |
False |
22,072 |
| 40 |
3.460 |
2.643 |
0.817 |
26.8% |
0.123 |
4.0% |
49% |
False |
False |
16,303 |
| 60 |
3.901 |
2.643 |
1.258 |
41.3% |
0.109 |
3.6% |
32% |
False |
False |
12,118 |
| 80 |
4.162 |
2.643 |
1.519 |
49.9% |
0.103 |
3.4% |
26% |
False |
False |
9,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.526 |
|
2.618 |
3.348 |
|
1.618 |
3.239 |
|
1.000 |
3.172 |
|
0.618 |
3.130 |
|
HIGH |
3.063 |
|
0.618 |
3.021 |
|
0.500 |
3.009 |
|
0.382 |
2.996 |
|
LOW |
2.954 |
|
0.618 |
2.887 |
|
1.000 |
2.845 |
|
1.618 |
2.778 |
|
2.618 |
2.669 |
|
4.250 |
2.491 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.033 |
3.036 |
| PP |
3.021 |
3.026 |
| S1 |
3.009 |
3.017 |
|