NYMEX Natural Gas Future July 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 |
3.045 |
3.004 |
-0.041 |
-1.3% |
3.060 |
High |
3.097 |
3.060 |
-0.037 |
-1.2% |
3.097 |
Low |
2.974 |
2.951 |
-0.023 |
-0.8% |
2.951 |
Close |
3.031 |
2.973 |
-0.058 |
-1.9% |
2.973 |
Range |
0.123 |
0.109 |
-0.014 |
-11.4% |
0.146 |
ATR |
0.125 |
0.124 |
-0.001 |
-0.9% |
0.000 |
Volume |
11,933 |
15,430 |
3,497 |
29.3% |
68,791 |
|
Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.322 |
3.256 |
3.033 |
|
R3 |
3.213 |
3.147 |
3.003 |
|
R2 |
3.104 |
3.104 |
2.993 |
|
R1 |
3.038 |
3.038 |
2.983 |
3.017 |
PP |
2.995 |
2.995 |
2.995 |
2.984 |
S1 |
2.929 |
2.929 |
2.963 |
2.908 |
S2 |
2.886 |
2.886 |
2.953 |
|
S3 |
2.777 |
2.820 |
2.943 |
|
S4 |
2.668 |
2.711 |
2.913 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.445 |
3.355 |
3.053 |
|
R3 |
3.299 |
3.209 |
3.013 |
|
R2 |
3.153 |
3.153 |
3.000 |
|
R1 |
3.063 |
3.063 |
2.986 |
3.035 |
PP |
3.007 |
3.007 |
3.007 |
2.993 |
S1 |
2.917 |
2.917 |
2.960 |
2.889 |
S2 |
2.861 |
2.861 |
2.946 |
|
S3 |
2.715 |
2.771 |
2.933 |
|
S4 |
2.569 |
2.625 |
2.893 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.104 |
2.930 |
0.174 |
5.9% |
0.122 |
4.1% |
25% |
False |
False |
18,176 |
10 |
3.104 |
2.873 |
0.231 |
7.8% |
0.101 |
3.4% |
43% |
False |
False |
20,323 |
20 |
3.124 |
2.740 |
0.384 |
12.9% |
0.123 |
4.1% |
61% |
False |
False |
21,288 |
40 |
3.417 |
2.643 |
0.774 |
26.0% |
0.125 |
4.2% |
43% |
False |
False |
16,853 |
60 |
3.868 |
2.643 |
1.225 |
41.2% |
0.109 |
3.7% |
27% |
False |
False |
12,529 |
80 |
4.162 |
2.643 |
1.519 |
51.1% |
0.103 |
3.5% |
22% |
False |
False |
9,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.523 |
2.618 |
3.345 |
1.618 |
3.236 |
1.000 |
3.169 |
0.618 |
3.127 |
HIGH |
3.060 |
0.618 |
3.018 |
0.500 |
3.006 |
0.382 |
2.993 |
LOW |
2.951 |
0.618 |
2.884 |
1.000 |
2.842 |
1.618 |
2.775 |
2.618 |
2.666 |
4.250 |
2.488 |
|
|
Fisher Pivots for day following 24-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
3.006 |
3.024 |
PP |
2.995 |
3.007 |
S1 |
2.984 |
2.990 |
|