NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 01-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.539 |
2.593 |
0.054 |
2.1% |
2.817 |
| High |
2.625 |
2.597 |
-0.028 |
-1.1% |
2.833 |
| Low |
2.502 |
2.444 |
-0.058 |
-2.3% |
2.669 |
| Close |
2.616 |
2.463 |
-0.153 |
-5.8% |
2.695 |
| Range |
0.123 |
0.153 |
0.030 |
24.4% |
0.164 |
| ATR |
0.135 |
0.138 |
0.003 |
2.0% |
0.000 |
| Volume |
134,121 |
154,649 |
20,528 |
15.3% |
322,266 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.960 |
2.865 |
2.547 |
|
| R3 |
2.807 |
2.712 |
2.505 |
|
| R2 |
2.654 |
2.654 |
2.491 |
|
| R1 |
2.559 |
2.559 |
2.477 |
2.530 |
| PP |
2.501 |
2.501 |
2.501 |
2.487 |
| S1 |
2.406 |
2.406 |
2.449 |
2.377 |
| S2 |
2.348 |
2.348 |
2.435 |
|
| S3 |
2.195 |
2.253 |
2.421 |
|
| S4 |
2.042 |
2.100 |
2.379 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.224 |
3.124 |
2.785 |
|
| R3 |
3.060 |
2.960 |
2.740 |
|
| R2 |
2.896 |
2.896 |
2.725 |
|
| R1 |
2.796 |
2.796 |
2.710 |
2.764 |
| PP |
2.732 |
2.732 |
2.732 |
2.717 |
| S1 |
2.632 |
2.632 |
2.680 |
2.600 |
| S2 |
2.568 |
2.568 |
2.665 |
|
| S3 |
2.404 |
2.468 |
2.650 |
|
| S4 |
2.240 |
2.304 |
2.605 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.785 |
2.444 |
0.341 |
13.8% |
0.129 |
5.3% |
6% |
False |
True |
124,438 |
| 10 |
2.862 |
2.444 |
0.418 |
17.0% |
0.133 |
5.4% |
5% |
False |
True |
104,310 |
| 20 |
2.862 |
2.444 |
0.418 |
17.0% |
0.132 |
5.4% |
5% |
False |
True |
96,840 |
| 40 |
3.210 |
2.438 |
0.772 |
31.3% |
0.142 |
5.8% |
3% |
False |
False |
81,357 |
| 60 |
3.638 |
2.438 |
1.200 |
48.7% |
0.124 |
5.0% |
2% |
False |
False |
63,632 |
| 80 |
3.924 |
2.438 |
1.486 |
60.3% |
0.118 |
4.8% |
2% |
False |
False |
53,415 |
| 100 |
4.092 |
2.438 |
1.654 |
67.2% |
0.114 |
4.6% |
2% |
False |
False |
46,662 |
| 120 |
4.414 |
2.438 |
1.976 |
80.2% |
0.109 |
4.4% |
1% |
False |
False |
41,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.247 |
|
2.618 |
2.998 |
|
1.618 |
2.845 |
|
1.000 |
2.750 |
|
0.618 |
2.692 |
|
HIGH |
2.597 |
|
0.618 |
2.539 |
|
0.500 |
2.521 |
|
0.382 |
2.502 |
|
LOW |
2.444 |
|
0.618 |
2.349 |
|
1.000 |
2.291 |
|
1.618 |
2.196 |
|
2.618 |
2.043 |
|
4.250 |
1.794 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.521 |
2.535 |
| PP |
2.501 |
2.511 |
| S1 |
2.482 |
2.487 |
|