NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.401 |
2.355 |
-0.046 |
-1.9% |
2.672 |
| High |
2.441 |
2.395 |
-0.046 |
-1.9% |
2.742 |
| Low |
2.349 |
2.339 |
-0.010 |
-0.4% |
2.444 |
| Close |
2.355 |
2.356 |
0.001 |
0.0% |
2.484 |
| Range |
0.092 |
0.056 |
-0.036 |
-39.1% |
0.298 |
| ATR |
0.131 |
0.126 |
-0.005 |
-4.1% |
0.000 |
| Volume |
98,306 |
89,225 |
-9,081 |
-9.2% |
612,126 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.531 |
2.500 |
2.387 |
|
| R3 |
2.475 |
2.444 |
2.371 |
|
| R2 |
2.419 |
2.419 |
2.366 |
|
| R1 |
2.388 |
2.388 |
2.361 |
2.404 |
| PP |
2.363 |
2.363 |
2.363 |
2.371 |
| S1 |
2.332 |
2.332 |
2.351 |
2.348 |
| S2 |
2.307 |
2.307 |
2.346 |
|
| S3 |
2.251 |
2.276 |
2.341 |
|
| S4 |
2.195 |
2.220 |
2.325 |
|
|
| 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 |
2.339 |
0.286 |
12.1% |
0.094 |
4.0% |
6% |
False |
True |
111,519 |
| 10 |
2.833 |
2.339 |
0.494 |
21.0% |
0.110 |
4.7% |
3% |
False |
True |
105,210 |
| 20 |
2.862 |
2.339 |
0.523 |
22.2% |
0.118 |
5.0% |
3% |
False |
True |
98,808 |
| 40 |
3.147 |
2.339 |
0.808 |
34.3% |
0.137 |
5.8% |
2% |
False |
True |
84,877 |
| 60 |
3.616 |
2.339 |
1.277 |
54.2% |
0.123 |
5.2% |
1% |
False |
True |
66,578 |
| 80 |
3.846 |
2.339 |
1.507 |
64.0% |
0.117 |
5.0% |
1% |
False |
True |
56,036 |
| 100 |
4.092 |
2.339 |
1.753 |
74.4% |
0.114 |
4.8% |
1% |
False |
True |
48,822 |
| 120 |
4.414 |
2.339 |
2.075 |
88.1% |
0.108 |
4.6% |
1% |
False |
True |
43,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.633 |
|
2.618 |
2.542 |
|
1.618 |
2.486 |
|
1.000 |
2.451 |
|
0.618 |
2.430 |
|
HIGH |
2.395 |
|
0.618 |
2.374 |
|
0.500 |
2.367 |
|
0.382 |
2.360 |
|
LOW |
2.339 |
|
0.618 |
2.304 |
|
1.000 |
2.283 |
|
1.618 |
2.248 |
|
2.618 |
2.192 |
|
4.250 |
2.101 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.367 |
2.422 |
| PP |
2.363 |
2.400 |
| S1 |
2.360 |
2.378 |
|