NYMEX Natural Gas Future July 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 |
2.864 |
2.794 |
-0.070 |
-2.4% |
3.060 |
| High |
2.890 |
2.858 |
-0.032 |
-1.1% |
3.097 |
| Low |
2.767 |
2.760 |
-0.007 |
-0.3% |
2.951 |
| Close |
2.779 |
2.852 |
0.073 |
2.6% |
2.973 |
| Range |
0.123 |
0.098 |
-0.025 |
-20.3% |
0.146 |
| ATR |
0.125 |
0.123 |
-0.002 |
-1.6% |
0.000 |
| Volume |
14,033 |
14,083 |
50 |
0.4% |
68,791 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.117 |
3.083 |
2.906 |
|
| R3 |
3.019 |
2.985 |
2.879 |
|
| R2 |
2.921 |
2.921 |
2.870 |
|
| R1 |
2.887 |
2.887 |
2.861 |
2.904 |
| PP |
2.823 |
2.823 |
2.823 |
2.832 |
| S1 |
2.789 |
2.789 |
2.843 |
2.806 |
| S2 |
2.725 |
2.725 |
2.834 |
|
| S3 |
2.627 |
2.691 |
2.825 |
|
| S4 |
2.529 |
2.593 |
2.798 |
|
|
| 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 |
3.097 |
2.760 |
0.337 |
11.8% |
0.118 |
4.2% |
27% |
False |
True |
12,738 |
| 10 |
3.104 |
2.760 |
0.344 |
12.1% |
0.118 |
4.1% |
27% |
False |
True |
17,305 |
| 20 |
3.104 |
2.740 |
0.364 |
12.8% |
0.117 |
4.1% |
31% |
False |
False |
20,917 |
| 40 |
3.368 |
2.643 |
0.725 |
25.4% |
0.128 |
4.5% |
29% |
False |
False |
17,537 |
| 60 |
3.830 |
2.643 |
1.187 |
41.6% |
0.110 |
3.9% |
18% |
False |
False |
12,976 |
| 80 |
4.060 |
2.643 |
1.417 |
49.7% |
0.104 |
3.6% |
15% |
False |
False |
10,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.275 |
|
2.618 |
3.115 |
|
1.618 |
3.017 |
|
1.000 |
2.956 |
|
0.618 |
2.919 |
|
HIGH |
2.858 |
|
0.618 |
2.821 |
|
0.500 |
2.809 |
|
0.382 |
2.797 |
|
LOW |
2.760 |
|
0.618 |
2.699 |
|
1.000 |
2.662 |
|
1.618 |
2.601 |
|
2.618 |
2.503 |
|
4.250 |
2.344 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.838 |
2.883 |
| PP |
2.823 |
2.873 |
| S1 |
2.809 |
2.862 |
|