NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.472 |
2.401 |
-0.071 |
-2.9% |
2.672 |
| High |
2.505 |
2.441 |
-0.064 |
-2.6% |
2.742 |
| Low |
2.461 |
2.349 |
-0.112 |
-4.6% |
2.444 |
| Close |
2.484 |
2.355 |
-0.129 |
-5.2% |
2.484 |
| Range |
0.044 |
0.092 |
0.048 |
109.1% |
0.298 |
| ATR |
0.131 |
0.131 |
0.000 |
0.2% |
0.000 |
| Volume |
81,294 |
98,306 |
17,012 |
20.9% |
612,126 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.658 |
2.598 |
2.406 |
|
| R3 |
2.566 |
2.506 |
2.380 |
|
| R2 |
2.474 |
2.474 |
2.372 |
|
| R1 |
2.414 |
2.414 |
2.363 |
2.398 |
| PP |
2.382 |
2.382 |
2.382 |
2.374 |
| S1 |
2.322 |
2.322 |
2.347 |
2.306 |
| S2 |
2.290 |
2.290 |
2.338 |
|
| S3 |
2.198 |
2.230 |
2.330 |
|
| S4 |
2.106 |
2.138 |
2.304 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.451 |
3.265 |
2.648 |
|
| R3 |
3.153 |
2.967 |
2.566 |
|
| R2 |
2.855 |
2.855 |
2.539 |
|
| R1 |
2.669 |
2.669 |
2.511 |
2.613 |
| PP |
2.557 |
2.557 |
2.557 |
2.529 |
| S1 |
2.371 |
2.371 |
2.457 |
2.315 |
| S2 |
2.259 |
2.259 |
2.429 |
|
| S3 |
1.961 |
2.073 |
2.402 |
|
| S4 |
1.663 |
1.775 |
2.320 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.625 |
2.349 |
0.276 |
11.7% |
0.105 |
4.5% |
2% |
False |
True |
116,011 |
| 10 |
2.833 |
2.349 |
0.484 |
20.6% |
0.115 |
4.9% |
1% |
False |
True |
103,269 |
| 20 |
2.862 |
2.349 |
0.513 |
21.8% |
0.122 |
5.2% |
1% |
False |
True |
97,444 |
| 40 |
3.169 |
2.349 |
0.820 |
34.8% |
0.138 |
5.9% |
1% |
False |
True |
83,738 |
| 60 |
3.616 |
2.349 |
1.267 |
53.8% |
0.123 |
5.2% |
0% |
False |
True |
65,597 |
| 80 |
3.851 |
2.349 |
1.502 |
63.8% |
0.118 |
5.0% |
0% |
False |
True |
55,144 |
| 100 |
4.092 |
2.349 |
1.743 |
74.0% |
0.114 |
4.8% |
0% |
False |
True |
48,032 |
| 120 |
4.414 |
2.349 |
2.065 |
87.7% |
0.108 |
4.6% |
0% |
False |
True |
42,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.832 |
|
2.618 |
2.682 |
|
1.618 |
2.590 |
|
1.000 |
2.533 |
|
0.618 |
2.498 |
|
HIGH |
2.441 |
|
0.618 |
2.406 |
|
0.500 |
2.395 |
|
0.382 |
2.384 |
|
LOW |
2.349 |
|
0.618 |
2.292 |
|
1.000 |
2.257 |
|
1.618 |
2.200 |
|
2.618 |
2.108 |
|
4.250 |
1.958 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.395 |
2.473 |
| PP |
2.382 |
2.434 |
| S1 |
2.368 |
2.394 |
|