NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
3.055 |
2.974 |
-0.081 |
-2.7% |
3.099 |
| High |
3.097 |
3.040 |
-0.057 |
-1.8% |
3.134 |
| Low |
2.990 |
2.900 |
-0.090 |
-3.0% |
2.990 |
| Close |
3.010 |
2.904 |
-0.106 |
-3.5% |
3.010 |
| Range |
0.107 |
0.140 |
0.033 |
30.8% |
0.144 |
| ATR |
0.122 |
0.124 |
0.001 |
1.0% |
0.000 |
| Volume |
8,496 |
4,689 |
-3,807 |
-44.8% |
33,870 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.368 |
3.276 |
2.981 |
|
| R3 |
3.228 |
3.136 |
2.943 |
|
| R2 |
3.088 |
3.088 |
2.930 |
|
| R1 |
2.996 |
2.996 |
2.917 |
2.972 |
| PP |
2.948 |
2.948 |
2.948 |
2.936 |
| S1 |
2.856 |
2.856 |
2.891 |
2.832 |
| S2 |
2.808 |
2.808 |
2.878 |
|
| S3 |
2.668 |
2.716 |
2.866 |
|
| S4 |
2.528 |
2.576 |
2.827 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.477 |
3.387 |
3.089 |
|
| R3 |
3.333 |
3.243 |
3.050 |
|
| R2 |
3.189 |
3.189 |
3.036 |
|
| R1 |
3.099 |
3.099 |
3.023 |
3.072 |
| PP |
3.045 |
3.045 |
3.045 |
3.031 |
| S1 |
2.955 |
2.955 |
2.997 |
2.928 |
| S2 |
2.901 |
2.901 |
2.984 |
|
| S3 |
2.757 |
2.811 |
2.970 |
|
| S4 |
2.613 |
2.667 |
2.931 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.134 |
2.900 |
0.234 |
8.1% |
0.116 |
4.0% |
2% |
False |
True |
7,711 |
| 10 |
3.137 |
2.900 |
0.237 |
8.2% |
0.107 |
3.7% |
2% |
False |
True |
10,937 |
| 20 |
3.148 |
2.764 |
0.384 |
13.2% |
0.121 |
4.2% |
36% |
False |
False |
13,293 |
| 40 |
3.393 |
2.666 |
0.727 |
25.0% |
0.123 |
4.2% |
33% |
False |
False |
10,192 |
| 60 |
3.893 |
2.666 |
1.227 |
42.3% |
0.105 |
3.6% |
19% |
False |
False |
7,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.635 |
|
2.618 |
3.407 |
|
1.618 |
3.267 |
|
1.000 |
3.180 |
|
0.618 |
3.127 |
|
HIGH |
3.040 |
|
0.618 |
2.987 |
|
0.500 |
2.970 |
|
0.382 |
2.953 |
|
LOW |
2.900 |
|
0.618 |
2.813 |
|
1.000 |
2.760 |
|
1.618 |
2.673 |
|
2.618 |
2.533 |
|
4.250 |
2.305 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.970 |
3.017 |
| PP |
2.948 |
2.979 |
| S1 |
2.926 |
2.942 |
|