NYMEX Natural Gas Future August 2012
Trading Metrics calculated at close of trading on 28-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
2.974 |
2.899 |
-0.075 |
-2.5% |
3.099 |
High |
3.040 |
2.921 |
-0.119 |
-3.9% |
3.134 |
Low |
2.900 |
2.807 |
-0.093 |
-3.2% |
2.990 |
Close |
2.904 |
2.812 |
-0.092 |
-3.2% |
3.010 |
Range |
0.140 |
0.114 |
-0.026 |
-18.6% |
0.144 |
ATR |
0.124 |
0.123 |
-0.001 |
-0.6% |
0.000 |
Volume |
4,689 |
7,104 |
2,415 |
51.5% |
33,870 |
|
Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.189 |
3.114 |
2.875 |
|
R3 |
3.075 |
3.000 |
2.843 |
|
R2 |
2.961 |
2.961 |
2.833 |
|
R1 |
2.886 |
2.886 |
2.822 |
2.867 |
PP |
2.847 |
2.847 |
2.847 |
2.837 |
S1 |
2.772 |
2.772 |
2.802 |
2.753 |
S2 |
2.733 |
2.733 |
2.791 |
|
S3 |
2.619 |
2.658 |
2.781 |
|
S4 |
2.505 |
2.544 |
2.749 |
|
|
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 |
2.807 |
0.327 |
11.6% |
0.118 |
4.2% |
2% |
False |
True |
7,010 |
10 |
3.137 |
2.807 |
0.330 |
11.7% |
0.114 |
4.0% |
2% |
False |
True |
10,542 |
20 |
3.137 |
2.764 |
0.373 |
13.3% |
0.119 |
4.2% |
13% |
False |
False |
13,166 |
40 |
3.390 |
2.666 |
0.724 |
25.7% |
0.123 |
4.4% |
20% |
False |
False |
10,296 |
60 |
3.893 |
2.666 |
1.227 |
43.6% |
0.106 |
3.8% |
12% |
False |
False |
7,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.406 |
2.618 |
3.219 |
1.618 |
3.105 |
1.000 |
3.035 |
0.618 |
2.991 |
HIGH |
2.921 |
0.618 |
2.877 |
0.500 |
2.864 |
0.382 |
2.851 |
LOW |
2.807 |
0.618 |
2.737 |
1.000 |
2.693 |
1.618 |
2.623 |
2.618 |
2.509 |
4.250 |
2.323 |
|
|
Fisher Pivots for day following 28-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
2.864 |
2.952 |
PP |
2.847 |
2.905 |
S1 |
2.829 |
2.859 |
|