NYMEX Natural Gas Future May 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 |
2.447 |
2.407 |
-0.040 |
-1.6% |
2.781 |
| High |
2.448 |
2.424 |
-0.024 |
-1.0% |
2.849 |
| Low |
2.382 |
2.332 |
-0.050 |
-2.1% |
2.559 |
| Close |
2.400 |
2.372 |
-0.028 |
-1.2% |
2.600 |
| Range |
0.066 |
0.092 |
0.026 |
39.4% |
0.290 |
| ATR |
0.118 |
0.117 |
-0.002 |
-1.6% |
0.000 |
| Volume |
48,128 |
55,793 |
7,665 |
15.9% |
214,309 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.652 |
2.604 |
2.423 |
|
| R3 |
2.560 |
2.512 |
2.397 |
|
| R2 |
2.468 |
2.468 |
2.389 |
|
| R1 |
2.420 |
2.420 |
2.380 |
2.398 |
| PP |
2.376 |
2.376 |
2.376 |
2.365 |
| S1 |
2.328 |
2.328 |
2.364 |
2.306 |
| S2 |
2.284 |
2.284 |
2.355 |
|
| S3 |
2.192 |
2.236 |
2.347 |
|
| S4 |
2.100 |
2.144 |
2.321 |
|
|
| 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 |
2.621 |
2.332 |
0.289 |
12.2% |
0.071 |
3.0% |
14% |
False |
True |
46,793 |
| 10 |
2.891 |
2.332 |
0.559 |
23.6% |
0.096 |
4.0% |
7% |
False |
True |
41,798 |
| 20 |
2.961 |
2.332 |
0.629 |
26.5% |
0.108 |
4.5% |
6% |
False |
True |
54,294 |
| 40 |
3.094 |
2.332 |
0.762 |
32.1% |
0.131 |
5.5% |
5% |
False |
True |
49,234 |
| 60 |
3.444 |
2.332 |
1.112 |
46.9% |
0.117 |
4.9% |
4% |
False |
True |
36,837 |
| 80 |
3.804 |
2.332 |
1.472 |
62.1% |
0.110 |
4.7% |
3% |
False |
True |
29,762 |
| 100 |
4.121 |
2.332 |
1.789 |
75.4% |
0.108 |
4.5% |
2% |
False |
True |
24,888 |
| 120 |
4.342 |
2.332 |
2.010 |
84.7% |
0.101 |
4.3% |
2% |
False |
True |
21,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.815 |
|
2.618 |
2.665 |
|
1.618 |
2.573 |
|
1.000 |
2.516 |
|
0.618 |
2.481 |
|
HIGH |
2.424 |
|
0.618 |
2.389 |
|
0.500 |
2.378 |
|
0.382 |
2.367 |
|
LOW |
2.332 |
|
0.618 |
2.275 |
|
1.000 |
2.240 |
|
1.618 |
2.183 |
|
2.618 |
2.091 |
|
4.250 |
1.941 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.378 |
2.418 |
| PP |
2.376 |
2.402 |
| S1 |
2.374 |
2.387 |
|