NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
3.108 |
3.095 |
-0.013 |
-0.4% |
2.982 |
| High |
3.108 |
3.114 |
0.006 |
0.2% |
3.143 |
| Low |
3.011 |
2.986 |
-0.025 |
-0.8% |
2.932 |
| Close |
3.086 |
3.095 |
0.009 |
0.3% |
3.118 |
| Range |
0.097 |
0.128 |
0.031 |
32.0% |
0.211 |
| ATR |
0.127 |
0.127 |
0.000 |
0.1% |
0.000 |
| Volume |
16,266 |
13,435 |
-2,831 |
-17.4% |
53,989 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.449 |
3.400 |
3.165 |
|
| R3 |
3.321 |
3.272 |
3.130 |
|
| R2 |
3.193 |
3.193 |
3.118 |
|
| R1 |
3.144 |
3.144 |
3.107 |
3.159 |
| PP |
3.065 |
3.065 |
3.065 |
3.073 |
| S1 |
3.016 |
3.016 |
3.083 |
3.031 |
| S2 |
2.937 |
2.937 |
3.072 |
|
| S3 |
2.809 |
2.888 |
3.060 |
|
| S4 |
2.681 |
2.760 |
3.025 |
|
|
| 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 |
3.658 |
|
2.618 |
3.449 |
|
1.618 |
3.321 |
|
1.000 |
3.242 |
|
0.618 |
3.193 |
|
HIGH |
3.114 |
|
0.618 |
3.065 |
|
0.500 |
3.050 |
|
0.382 |
3.035 |
|
LOW |
2.986 |
|
0.618 |
2.907 |
|
1.000 |
2.858 |
|
1.618 |
2.779 |
|
2.618 |
2.651 |
|
4.250 |
2.442 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.080 |
3.085 |
| PP |
3.065 |
3.075 |
| S1 |
3.050 |
3.065 |
|