NYMEX Natural Gas Future September 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 |
2.905 |
2.825 |
-0.080 |
-2.8% |
3.108 |
| High |
2.905 |
2.902 |
-0.003 |
-0.1% |
3.140 |
| Low |
2.817 |
2.810 |
-0.007 |
-0.2% |
2.986 |
| Close |
2.822 |
2.899 |
0.077 |
2.7% |
3.020 |
| Range |
0.088 |
0.092 |
0.004 |
4.5% |
0.154 |
| ATR |
0.124 |
0.121 |
-0.002 |
-1.8% |
0.000 |
| Volume |
9,086 |
7,572 |
-1,514 |
-16.7% |
51,905 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.146 |
3.115 |
2.950 |
|
| R3 |
3.054 |
3.023 |
2.924 |
|
| R2 |
2.962 |
2.962 |
2.916 |
|
| R1 |
2.931 |
2.931 |
2.907 |
2.947 |
| PP |
2.870 |
2.870 |
2.870 |
2.878 |
| S1 |
2.839 |
2.839 |
2.891 |
2.855 |
| S2 |
2.778 |
2.778 |
2.882 |
|
| S3 |
2.686 |
2.747 |
2.874 |
|
| S4 |
2.594 |
2.655 |
2.848 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.511 |
3.419 |
3.105 |
|
| R3 |
3.357 |
3.265 |
3.062 |
|
| R2 |
3.203 |
3.203 |
3.048 |
|
| R1 |
3.111 |
3.111 |
3.034 |
3.080 |
| PP |
3.049 |
3.049 |
3.049 |
3.033 |
| S1 |
2.957 |
2.957 |
3.006 |
2.926 |
| S2 |
2.895 |
2.895 |
2.992 |
|
| S3 |
2.741 |
2.803 |
2.978 |
|
| S4 |
2.587 |
2.649 |
2.935 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.293 |
|
2.618 |
3.143 |
|
1.618 |
3.051 |
|
1.000 |
2.994 |
|
0.618 |
2.959 |
|
HIGH |
2.902 |
|
0.618 |
2.867 |
|
0.500 |
2.856 |
|
0.382 |
2.845 |
|
LOW |
2.810 |
|
0.618 |
2.753 |
|
1.000 |
2.718 |
|
1.618 |
2.661 |
|
2.618 |
2.569 |
|
4.250 |
2.419 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.885 |
2.929 |
| PP |
2.870 |
2.919 |
| S1 |
2.856 |
2.909 |
|