NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.677 |
2.598 |
-0.079 |
-3.0% |
2.781 |
| High |
2.691 |
2.621 |
-0.070 |
-2.6% |
2.849 |
| Low |
2.559 |
2.578 |
0.019 |
0.7% |
2.559 |
| Close |
2.579 |
2.600 |
0.021 |
0.8% |
2.600 |
| Range |
0.132 |
0.043 |
-0.089 |
-67.4% |
0.290 |
| ATR |
0.132 |
0.126 |
-0.006 |
-4.8% |
0.000 |
| Volume |
54,096 |
58,682 |
4,586 |
8.5% |
214,309 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.729 |
2.707 |
2.624 |
|
| R3 |
2.686 |
2.664 |
2.612 |
|
| R2 |
2.643 |
2.643 |
2.608 |
|
| R1 |
2.621 |
2.621 |
2.604 |
2.632 |
| PP |
2.600 |
2.600 |
2.600 |
2.605 |
| S1 |
2.578 |
2.578 |
2.596 |
2.589 |
| S2 |
2.557 |
2.557 |
2.592 |
|
| S3 |
2.514 |
2.535 |
2.588 |
|
| S4 |
2.471 |
2.492 |
2.576 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.539 |
3.360 |
2.760 |
|
| R3 |
3.249 |
3.070 |
2.680 |
|
| R2 |
2.959 |
2.959 |
2.653 |
|
| R1 |
2.780 |
2.780 |
2.627 |
2.725 |
| PP |
2.669 |
2.669 |
2.669 |
2.642 |
| S1 |
2.490 |
2.490 |
2.573 |
2.435 |
| S2 |
2.379 |
2.379 |
2.547 |
|
| S3 |
2.089 |
2.200 |
2.520 |
|
| S4 |
1.799 |
1.910 |
2.441 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.849 |
2.559 |
0.290 |
11.2% |
0.108 |
4.2% |
14% |
False |
False |
42,861 |
| 10 |
2.961 |
2.559 |
0.402 |
15.5% |
0.120 |
4.6% |
10% |
False |
False |
43,771 |
| 20 |
2.961 |
2.559 |
0.402 |
15.5% |
0.118 |
4.6% |
10% |
False |
False |
57,760 |
| 40 |
3.256 |
2.527 |
0.729 |
28.0% |
0.134 |
5.2% |
10% |
False |
False |
47,146 |
| 60 |
3.655 |
2.527 |
1.128 |
43.4% |
0.118 |
4.5% |
6% |
False |
False |
34,788 |
| 80 |
3.905 |
2.527 |
1.378 |
53.0% |
0.111 |
4.3% |
5% |
False |
False |
27,965 |
| 100 |
4.121 |
2.527 |
1.594 |
61.3% |
0.107 |
4.1% |
5% |
False |
False |
23,292 |
| 120 |
4.440 |
2.527 |
1.913 |
73.6% |
0.102 |
3.9% |
4% |
False |
False |
19,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.804 |
|
2.618 |
2.734 |
|
1.618 |
2.691 |
|
1.000 |
2.664 |
|
0.618 |
2.648 |
|
HIGH |
2.621 |
|
0.618 |
2.605 |
|
0.500 |
2.600 |
|
0.382 |
2.594 |
|
LOW |
2.578 |
|
0.618 |
2.551 |
|
1.000 |
2.535 |
|
1.618 |
2.508 |
|
2.618 |
2.465 |
|
4.250 |
2.395 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.600 |
2.640 |
| PP |
2.600 |
2.626 |
| S1 |
2.600 |
2.613 |
|