NYMEX Natural Gas Future October 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 |
2.964 |
2.892 |
-0.072 |
-2.4% |
3.145 |
| High |
2.985 |
2.955 |
-0.030 |
-1.0% |
3.198 |
| Low |
2.866 |
2.858 |
-0.008 |
-0.3% |
3.039 |
| Close |
2.875 |
2.953 |
0.078 |
2.7% |
3.071 |
| Range |
0.119 |
0.097 |
-0.022 |
-18.5% |
0.159 |
| ATR |
0.130 |
0.128 |
-0.002 |
-1.8% |
0.000 |
| Volume |
24,101 |
14,917 |
-9,184 |
-38.1% |
91,130 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.213 |
3.180 |
3.006 |
|
| R3 |
3.116 |
3.083 |
2.980 |
|
| R2 |
3.019 |
3.019 |
2.971 |
|
| R1 |
2.986 |
2.986 |
2.962 |
3.003 |
| PP |
2.922 |
2.922 |
2.922 |
2.930 |
| S1 |
2.889 |
2.889 |
2.944 |
2.906 |
| S2 |
2.825 |
2.825 |
2.935 |
|
| S3 |
2.728 |
2.792 |
2.926 |
|
| S4 |
2.631 |
2.695 |
2.900 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.580 |
3.484 |
3.158 |
|
| R3 |
3.421 |
3.325 |
3.115 |
|
| R2 |
3.262 |
3.262 |
3.100 |
|
| R1 |
3.166 |
3.166 |
3.086 |
3.135 |
| PP |
3.103 |
3.103 |
3.103 |
3.087 |
| S1 |
3.007 |
3.007 |
3.056 |
2.976 |
| S2 |
2.944 |
2.944 |
3.042 |
|
| S3 |
2.785 |
2.848 |
3.027 |
|
| S4 |
2.626 |
2.689 |
2.984 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.367 |
|
2.618 |
3.209 |
|
1.618 |
3.112 |
|
1.000 |
3.052 |
|
0.618 |
3.015 |
|
HIGH |
2.955 |
|
0.618 |
2.918 |
|
0.500 |
2.907 |
|
0.382 |
2.895 |
|
LOW |
2.858 |
|
0.618 |
2.798 |
|
1.000 |
2.761 |
|
1.618 |
2.701 |
|
2.618 |
2.604 |
|
4.250 |
2.446 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.938 |
2.981 |
| PP |
2.922 |
2.972 |
| S1 |
2.907 |
2.962 |
|