NYMEX Natural Gas Future May 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 |
2.469 |
2.447 |
-0.022 |
-0.9% |
2.781 |
| High |
2.503 |
2.448 |
-0.055 |
-2.2% |
2.849 |
| Low |
2.445 |
2.382 |
-0.063 |
-2.6% |
2.559 |
| Close |
2.462 |
2.400 |
-0.062 |
-2.5% |
2.600 |
| Range |
0.058 |
0.066 |
0.008 |
13.8% |
0.290 |
| ATR |
0.121 |
0.118 |
-0.003 |
-2.4% |
0.000 |
| Volume |
35,154 |
48,128 |
12,974 |
36.9% |
214,309 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.608 |
2.570 |
2.436 |
|
| R3 |
2.542 |
2.504 |
2.418 |
|
| R2 |
2.476 |
2.476 |
2.412 |
|
| R1 |
2.438 |
2.438 |
2.406 |
2.424 |
| PP |
2.410 |
2.410 |
2.410 |
2.403 |
| S1 |
2.372 |
2.372 |
2.394 |
2.358 |
| S2 |
2.344 |
2.344 |
2.388 |
|
| S3 |
2.278 |
2.306 |
2.382 |
|
| S4 |
2.212 |
2.240 |
2.364 |
|
|
| 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 |
2.691 |
2.382 |
0.309 |
12.9% |
0.079 |
3.3% |
6% |
False |
True |
46,453 |
| 10 |
2.945 |
2.382 |
0.563 |
23.5% |
0.100 |
4.2% |
3% |
False |
True |
39,686 |
| 20 |
2.961 |
2.382 |
0.579 |
24.1% |
0.108 |
4.5% |
3% |
False |
True |
56,715 |
| 40 |
3.204 |
2.382 |
0.822 |
34.3% |
0.132 |
5.5% |
2% |
False |
True |
48,401 |
| 60 |
3.561 |
2.382 |
1.179 |
49.1% |
0.117 |
4.9% |
2% |
False |
True |
36,257 |
| 80 |
3.821 |
2.382 |
1.439 |
60.0% |
0.110 |
4.6% |
1% |
False |
True |
29,167 |
| 100 |
4.121 |
2.382 |
1.739 |
72.5% |
0.107 |
4.5% |
1% |
False |
True |
24,362 |
| 120 |
4.430 |
2.382 |
2.048 |
85.3% |
0.102 |
4.2% |
1% |
False |
True |
20,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.729 |
|
2.618 |
2.621 |
|
1.618 |
2.555 |
|
1.000 |
2.514 |
|
0.618 |
2.489 |
|
HIGH |
2.448 |
|
0.618 |
2.423 |
|
0.500 |
2.415 |
|
0.382 |
2.407 |
|
LOW |
2.382 |
|
0.618 |
2.341 |
|
1.000 |
2.316 |
|
1.618 |
2.275 |
|
2.618 |
2.209 |
|
4.250 |
2.102 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.415 |
2.472 |
| PP |
2.410 |
2.448 |
| S1 |
2.405 |
2.424 |
|