NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.993 |
3.108 |
0.115 |
3.8% |
2.982 |
| High |
3.143 |
3.108 |
-0.035 |
-1.1% |
3.143 |
| Low |
2.988 |
3.011 |
0.023 |
0.8% |
2.932 |
| Close |
3.118 |
3.086 |
-0.032 |
-1.0% |
3.118 |
| Range |
0.155 |
0.097 |
-0.058 |
-37.4% |
0.211 |
| ATR |
0.128 |
0.127 |
-0.002 |
-1.2% |
0.000 |
| Volume |
12,821 |
16,266 |
3,445 |
26.9% |
53,989 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.359 |
3.320 |
3.139 |
|
| R3 |
3.262 |
3.223 |
3.113 |
|
| R2 |
3.165 |
3.165 |
3.104 |
|
| R1 |
3.126 |
3.126 |
3.095 |
3.097 |
| PP |
3.068 |
3.068 |
3.068 |
3.054 |
| S1 |
3.029 |
3.029 |
3.077 |
3.000 |
| S2 |
2.971 |
2.971 |
3.068 |
|
| S3 |
2.874 |
2.932 |
3.059 |
|
| S4 |
2.777 |
2.835 |
3.033 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.697 |
3.619 |
3.234 |
|
| R3 |
3.486 |
3.408 |
3.176 |
|
| R2 |
3.275 |
3.275 |
3.157 |
|
| R1 |
3.197 |
3.197 |
3.137 |
3.236 |
| PP |
3.064 |
3.064 |
3.064 |
3.084 |
| S1 |
2.986 |
2.986 |
3.099 |
3.025 |
| S2 |
2.853 |
2.853 |
3.079 |
|
| S3 |
2.642 |
2.775 |
3.060 |
|
| S4 |
2.431 |
2.564 |
3.002 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.520 |
|
2.618 |
3.362 |
|
1.618 |
3.265 |
|
1.000 |
3.205 |
|
0.618 |
3.168 |
|
HIGH |
3.108 |
|
0.618 |
3.071 |
|
0.500 |
3.060 |
|
0.382 |
3.048 |
|
LOW |
3.011 |
|
0.618 |
2.951 |
|
1.000 |
2.914 |
|
1.618 |
2.854 |
|
2.618 |
2.757 |
|
4.250 |
2.599 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.077 |
3.074 |
| PP |
3.068 |
3.063 |
| S1 |
3.060 |
3.051 |
|