NYMEX Natural Gas Future May 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 |
2.550 |
2.469 |
-0.081 |
-3.2% |
2.781 |
| High |
2.561 |
2.503 |
-0.058 |
-2.3% |
2.849 |
| Low |
2.466 |
2.445 |
-0.021 |
-0.9% |
2.559 |
| Close |
2.472 |
2.462 |
-0.010 |
-0.4% |
2.600 |
| Range |
0.095 |
0.058 |
-0.037 |
-38.9% |
0.290 |
| ATR |
0.126 |
0.121 |
-0.005 |
-3.9% |
0.000 |
| Volume |
36,208 |
35,154 |
-1,054 |
-2.9% |
214,309 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.644 |
2.611 |
2.494 |
|
| R3 |
2.586 |
2.553 |
2.478 |
|
| R2 |
2.528 |
2.528 |
2.473 |
|
| R1 |
2.495 |
2.495 |
2.467 |
2.483 |
| PP |
2.470 |
2.470 |
2.470 |
2.464 |
| S1 |
2.437 |
2.437 |
2.457 |
2.425 |
| S2 |
2.412 |
2.412 |
2.451 |
|
| S3 |
2.354 |
2.379 |
2.446 |
|
| S4 |
2.296 |
2.321 |
2.430 |
|
|
| 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 |
2.720 |
2.445 |
0.275 |
11.2% |
0.087 |
3.5% |
6% |
False |
True |
44,960 |
| 10 |
2.945 |
2.445 |
0.500 |
20.3% |
0.106 |
4.3% |
3% |
False |
True |
39,938 |
| 20 |
2.961 |
2.445 |
0.516 |
21.0% |
0.113 |
4.6% |
3% |
False |
True |
56,524 |
| 40 |
3.204 |
2.445 |
0.759 |
30.8% |
0.131 |
5.3% |
2% |
False |
True |
47,765 |
| 60 |
3.655 |
2.445 |
1.210 |
49.1% |
0.117 |
4.8% |
1% |
False |
True |
35,643 |
| 80 |
3.880 |
2.445 |
1.435 |
58.3% |
0.111 |
4.5% |
1% |
False |
True |
28,690 |
| 100 |
4.121 |
2.445 |
1.676 |
68.1% |
0.107 |
4.4% |
1% |
False |
True |
23,944 |
| 120 |
4.440 |
2.445 |
1.995 |
81.0% |
0.102 |
4.1% |
1% |
False |
True |
20,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.750 |
|
2.618 |
2.655 |
|
1.618 |
2.597 |
|
1.000 |
2.561 |
|
0.618 |
2.539 |
|
HIGH |
2.503 |
|
0.618 |
2.481 |
|
0.500 |
2.474 |
|
0.382 |
2.467 |
|
LOW |
2.445 |
|
0.618 |
2.409 |
|
1.000 |
2.387 |
|
1.618 |
2.351 |
|
2.618 |
2.293 |
|
4.250 |
2.199 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.474 |
2.533 |
| PP |
2.470 |
2.509 |
| S1 |
2.466 |
2.486 |
|