NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
3.750 |
3.683 |
-0.067 |
-1.8% |
3.656 |
| High |
3.750 |
3.693 |
-0.057 |
-1.5% |
3.750 |
| Low |
3.680 |
3.590 |
-0.090 |
-2.4% |
3.656 |
| Close |
3.695 |
3.590 |
-0.105 |
-2.8% |
3.695 |
| Range |
0.070 |
0.103 |
0.033 |
47.1% |
0.094 |
| ATR |
0.083 |
0.084 |
0.002 |
1.9% |
0.000 |
| Volume |
847 |
4,544 |
3,697 |
436.5% |
1,917 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.933 |
3.865 |
3.647 |
|
| R3 |
3.830 |
3.762 |
3.618 |
|
| R2 |
3.727 |
3.727 |
3.609 |
|
| R1 |
3.659 |
3.659 |
3.599 |
3.642 |
| PP |
3.624 |
3.624 |
3.624 |
3.616 |
| S1 |
3.556 |
3.556 |
3.581 |
3.539 |
| S2 |
3.521 |
3.521 |
3.571 |
|
| S3 |
3.418 |
3.453 |
3.562 |
|
| S4 |
3.315 |
3.350 |
3.533 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.982 |
3.933 |
3.747 |
|
| R3 |
3.888 |
3.839 |
3.721 |
|
| R2 |
3.794 |
3.794 |
3.712 |
|
| R1 |
3.745 |
3.745 |
3.704 |
3.770 |
| PP |
3.700 |
3.700 |
3.700 |
3.713 |
| S1 |
3.651 |
3.651 |
3.686 |
3.676 |
| S2 |
3.606 |
3.606 |
3.678 |
|
| S3 |
3.512 |
3.557 |
3.669 |
|
| S4 |
3.418 |
3.463 |
3.643 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.131 |
|
2.618 |
3.963 |
|
1.618 |
3.860 |
|
1.000 |
3.796 |
|
0.618 |
3.757 |
|
HIGH |
3.693 |
|
0.618 |
3.654 |
|
0.500 |
3.642 |
|
0.382 |
3.629 |
|
LOW |
3.590 |
|
0.618 |
3.526 |
|
1.000 |
3.487 |
|
1.618 |
3.423 |
|
2.618 |
3.320 |
|
4.250 |
3.152 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.642 |
3.670 |
| PP |
3.624 |
3.643 |
| S1 |
3.607 |
3.617 |
|