NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
3.095 |
3.095 |
0.000 |
0.0% |
2.982 |
| High |
3.114 |
3.140 |
0.026 |
0.8% |
3.143 |
| Low |
2.986 |
3.024 |
0.038 |
1.3% |
2.932 |
| Close |
3.095 |
3.081 |
-0.014 |
-0.5% |
3.118 |
| Range |
0.128 |
0.116 |
-0.012 |
-9.4% |
0.211 |
| ATR |
0.127 |
0.126 |
-0.001 |
-0.6% |
0.000 |
| Volume |
13,435 |
9,583 |
-3,852 |
-28.7% |
53,989 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.430 |
3.371 |
3.145 |
|
| R3 |
3.314 |
3.255 |
3.113 |
|
| R2 |
3.198 |
3.198 |
3.102 |
|
| R1 |
3.139 |
3.139 |
3.092 |
3.111 |
| PP |
3.082 |
3.082 |
3.082 |
3.067 |
| S1 |
3.023 |
3.023 |
3.070 |
2.995 |
| S2 |
2.966 |
2.966 |
3.060 |
|
| S3 |
2.850 |
2.907 |
3.049 |
|
| S4 |
2.734 |
2.791 |
3.017 |
|
|
| 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 |
3.633 |
|
2.618 |
3.444 |
|
1.618 |
3.328 |
|
1.000 |
3.256 |
|
0.618 |
3.212 |
|
HIGH |
3.140 |
|
0.618 |
3.096 |
|
0.500 |
3.082 |
|
0.382 |
3.068 |
|
LOW |
3.024 |
|
0.618 |
2.952 |
|
1.000 |
2.908 |
|
1.618 |
2.836 |
|
2.618 |
2.720 |
|
4.250 |
2.531 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.082 |
3.075 |
| PP |
3.082 |
3.069 |
| S1 |
3.081 |
3.063 |
|