NYMEX Natural Gas Future August 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 |
2.899 |
2.818 |
-0.081 |
-2.8% |
3.099 |
High |
2.921 |
2.890 |
-0.031 |
-1.1% |
3.134 |
Low |
2.807 |
2.794 |
-0.013 |
-0.5% |
2.990 |
Close |
2.812 |
2.886 |
0.074 |
2.6% |
3.010 |
Range |
0.114 |
0.096 |
-0.018 |
-15.8% |
0.144 |
ATR |
0.123 |
0.121 |
-0.002 |
-1.6% |
0.000 |
Volume |
7,104 |
8,843 |
1,739 |
24.5% |
33,870 |
|
Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.145 |
3.111 |
2.939 |
|
R3 |
3.049 |
3.015 |
2.912 |
|
R2 |
2.953 |
2.953 |
2.904 |
|
R1 |
2.919 |
2.919 |
2.895 |
2.936 |
PP |
2.857 |
2.857 |
2.857 |
2.865 |
S1 |
2.823 |
2.823 |
2.877 |
2.840 |
S2 |
2.761 |
2.761 |
2.868 |
|
S3 |
2.665 |
2.727 |
2.860 |
|
S4 |
2.569 |
2.631 |
2.833 |
|
|
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 |
2.794 |
0.340 |
11.8% |
0.115 |
4.0% |
27% |
False |
True |
7,136 |
10 |
3.137 |
2.794 |
0.343 |
11.9% |
0.115 |
4.0% |
27% |
False |
True |
9,578 |
20 |
3.137 |
2.764 |
0.373 |
12.9% |
0.117 |
4.0% |
33% |
False |
False |
13,252 |
40 |
3.390 |
2.666 |
0.724 |
25.1% |
0.124 |
4.3% |
30% |
False |
False |
10,448 |
60 |
3.858 |
2.666 |
1.192 |
41.3% |
0.105 |
3.6% |
18% |
False |
False |
7,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.298 |
2.618 |
3.141 |
1.618 |
3.045 |
1.000 |
2.986 |
0.618 |
2.949 |
HIGH |
2.890 |
0.618 |
2.853 |
0.500 |
2.842 |
0.382 |
2.831 |
LOW |
2.794 |
0.618 |
2.735 |
1.000 |
2.698 |
1.618 |
2.639 |
2.618 |
2.543 |
4.250 |
2.386 |
|
|
Fisher Pivots for day following 29-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
2.871 |
2.917 |
PP |
2.857 |
2.907 |
S1 |
2.842 |
2.896 |
|