NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.341 |
2.305 |
-0.036 |
-1.5% |
2.672 |
| High |
2.343 |
2.335 |
-0.008 |
-0.3% |
2.742 |
| Low |
2.281 |
2.235 |
-0.046 |
-2.0% |
2.444 |
| Close |
2.302 |
2.272 |
-0.030 |
-1.3% |
2.484 |
| Range |
0.062 |
0.100 |
0.038 |
61.3% |
0.298 |
| ATR |
0.122 |
0.121 |
-0.002 |
-1.3% |
0.000 |
| Volume |
108,140 |
125,737 |
17,597 |
16.3% |
612,126 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.581 |
2.526 |
2.327 |
|
| R3 |
2.481 |
2.426 |
2.300 |
|
| R2 |
2.381 |
2.381 |
2.290 |
|
| R1 |
2.326 |
2.326 |
2.281 |
2.304 |
| PP |
2.281 |
2.281 |
2.281 |
2.269 |
| S1 |
2.226 |
2.226 |
2.263 |
2.204 |
| S2 |
2.181 |
2.181 |
2.254 |
|
| S3 |
2.081 |
2.126 |
2.245 |
|
| S4 |
1.981 |
2.026 |
2.217 |
|
|
| 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 |
2.505 |
2.235 |
0.270 |
11.9% |
0.071 |
3.1% |
14% |
False |
True |
100,540 |
| 10 |
2.785 |
2.235 |
0.550 |
24.2% |
0.100 |
4.4% |
7% |
False |
True |
112,489 |
| 20 |
2.862 |
2.235 |
0.627 |
27.6% |
0.112 |
4.9% |
6% |
False |
True |
101,683 |
| 40 |
3.035 |
2.235 |
0.800 |
35.2% |
0.136 |
6.0% |
5% |
False |
True |
88,609 |
| 60 |
3.402 |
2.235 |
1.167 |
51.4% |
0.122 |
5.4% |
3% |
False |
True |
69,155 |
| 80 |
3.765 |
2.235 |
1.530 |
67.3% |
0.117 |
5.1% |
2% |
False |
True |
58,468 |
| 100 |
4.092 |
2.235 |
1.857 |
81.7% |
0.114 |
5.0% |
2% |
False |
True |
50,754 |
| 120 |
4.315 |
2.235 |
2.080 |
91.5% |
0.107 |
4.7% |
2% |
False |
True |
44,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.760 |
|
2.618 |
2.597 |
|
1.618 |
2.497 |
|
1.000 |
2.435 |
|
0.618 |
2.397 |
|
HIGH |
2.335 |
|
0.618 |
2.297 |
|
0.500 |
2.285 |
|
0.382 |
2.273 |
|
LOW |
2.235 |
|
0.618 |
2.173 |
|
1.000 |
2.135 |
|
1.618 |
2.073 |
|
2.618 |
1.973 |
|
4.250 |
1.810 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.285 |
2.315 |
| PP |
2.281 |
2.301 |
| S1 |
2.276 |
2.286 |
|