NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 07-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.355 |
2.341 |
-0.014 |
-0.6% |
2.672 |
| High |
2.395 |
2.343 |
-0.052 |
-2.2% |
2.742 |
| Low |
2.339 |
2.281 |
-0.058 |
-2.5% |
2.444 |
| Close |
2.356 |
2.302 |
-0.054 |
-2.3% |
2.484 |
| Range |
0.056 |
0.062 |
0.006 |
10.7% |
0.298 |
| ATR |
0.126 |
0.122 |
-0.004 |
-2.9% |
0.000 |
| Volume |
89,225 |
108,140 |
18,915 |
21.2% |
612,126 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.495 |
2.460 |
2.336 |
|
| R3 |
2.433 |
2.398 |
2.319 |
|
| R2 |
2.371 |
2.371 |
2.313 |
|
| R1 |
2.336 |
2.336 |
2.308 |
2.323 |
| PP |
2.309 |
2.309 |
2.309 |
2.302 |
| S1 |
2.274 |
2.274 |
2.296 |
2.261 |
| S2 |
2.247 |
2.247 |
2.291 |
|
| S3 |
2.185 |
2.212 |
2.285 |
|
| S4 |
2.123 |
2.150 |
2.268 |
|
|
| 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 |
2.597 |
2.281 |
0.316 |
13.7% |
0.081 |
3.5% |
7% |
False |
True |
106,322 |
| 10 |
2.833 |
2.281 |
0.552 |
24.0% |
0.103 |
4.5% |
4% |
False |
True |
108,352 |
| 20 |
2.862 |
2.281 |
0.581 |
25.2% |
0.113 |
4.9% |
4% |
False |
True |
101,043 |
| 40 |
3.147 |
2.281 |
0.866 |
37.6% |
0.137 |
6.0% |
2% |
False |
True |
86,531 |
| 60 |
3.523 |
2.281 |
1.242 |
54.0% |
0.122 |
5.3% |
2% |
False |
True |
67,778 |
| 80 |
3.785 |
2.281 |
1.504 |
65.3% |
0.117 |
5.1% |
1% |
False |
True |
57,137 |
| 100 |
4.092 |
2.281 |
1.811 |
78.7% |
0.113 |
4.9% |
1% |
False |
True |
49,659 |
| 120 |
4.405 |
2.281 |
2.124 |
92.3% |
0.108 |
4.7% |
1% |
False |
True |
43,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.607 |
|
2.618 |
2.505 |
|
1.618 |
2.443 |
|
1.000 |
2.405 |
|
0.618 |
2.381 |
|
HIGH |
2.343 |
|
0.618 |
2.319 |
|
0.500 |
2.312 |
|
0.382 |
2.305 |
|
LOW |
2.281 |
|
0.618 |
2.243 |
|
1.000 |
2.219 |
|
1.618 |
2.181 |
|
2.618 |
2.119 |
|
4.250 |
2.018 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.312 |
2.361 |
| PP |
2.309 |
2.341 |
| S1 |
2.305 |
2.322 |
|