NYMEX Natural Gas Future August 2012
Trading Metrics calculated at close of trading on 23-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
3.082 |
3.112 |
0.030 |
1.0% |
2.971 |
High |
3.103 |
3.134 |
0.031 |
1.0% |
3.137 |
Low |
2.993 |
3.017 |
0.024 |
0.8% |
2.925 |
Close |
3.083 |
3.070 |
-0.013 |
-0.4% |
3.109 |
Range |
0.110 |
0.117 |
0.007 |
6.4% |
0.212 |
ATR |
0.124 |
0.124 |
-0.001 |
-0.4% |
0.000 |
Volume |
8,215 |
6,550 |
-1,665 |
-20.3% |
70,820 |
|
Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.425 |
3.364 |
3.134 |
|
R3 |
3.308 |
3.247 |
3.102 |
|
R2 |
3.191 |
3.191 |
3.091 |
|
R1 |
3.130 |
3.130 |
3.081 |
3.102 |
PP |
3.074 |
3.074 |
3.074 |
3.060 |
S1 |
3.013 |
3.013 |
3.059 |
2.985 |
S2 |
2.957 |
2.957 |
3.049 |
|
S3 |
2.840 |
2.896 |
3.038 |
|
S4 |
2.723 |
2.779 |
3.006 |
|
|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.693 |
3.613 |
3.226 |
|
R3 |
3.481 |
3.401 |
3.167 |
|
R2 |
3.269 |
3.269 |
3.148 |
|
R1 |
3.189 |
3.189 |
3.128 |
3.229 |
PP |
3.057 |
3.057 |
3.057 |
3.077 |
S1 |
2.977 |
2.977 |
3.090 |
3.017 |
S2 |
2.845 |
2.845 |
3.070 |
|
S3 |
2.633 |
2.765 |
3.051 |
|
S4 |
2.421 |
2.553 |
2.992 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.137 |
2.950 |
0.187 |
6.1% |
0.117 |
3.8% |
64% |
False |
False |
9,884 |
10 |
3.137 |
2.891 |
0.246 |
8.0% |
0.105 |
3.4% |
73% |
False |
False |
12,772 |
20 |
3.148 |
2.764 |
0.384 |
12.5% |
0.127 |
4.1% |
80% |
False |
False |
13,786 |
40 |
3.491 |
2.666 |
0.825 |
26.9% |
0.120 |
3.9% |
49% |
False |
False |
9,924 |
60 |
3.927 |
2.666 |
1.261 |
41.1% |
0.105 |
3.4% |
32% |
False |
False |
7,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.631 |
2.618 |
3.440 |
1.618 |
3.323 |
1.000 |
3.251 |
0.618 |
3.206 |
HIGH |
3.134 |
0.618 |
3.089 |
0.500 |
3.076 |
0.382 |
3.062 |
LOW |
3.017 |
0.618 |
2.945 |
1.000 |
2.900 |
1.618 |
2.828 |
2.618 |
2.711 |
4.250 |
2.520 |
|
|
Fisher Pivots for day following 23-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
3.076 |
3.068 |
PP |
3.074 |
3.066 |
S1 |
3.072 |
3.064 |
|