NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.407 |
2.387 |
-0.020 |
-0.8% |
2.550 |
| High |
2.424 |
2.428 |
0.004 |
0.2% |
2.561 |
| Low |
2.332 |
2.361 |
0.029 |
1.2% |
2.332 |
| Close |
2.372 |
2.425 |
0.053 |
2.2% |
2.425 |
| Range |
0.092 |
0.067 |
-0.025 |
-27.2% |
0.229 |
| ATR |
0.117 |
0.113 |
-0.004 |
-3.0% |
0.000 |
| Volume |
55,793 |
63,175 |
7,382 |
13.2% |
238,458 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.606 |
2.582 |
2.462 |
|
| R3 |
2.539 |
2.515 |
2.443 |
|
| R2 |
2.472 |
2.472 |
2.437 |
|
| R1 |
2.448 |
2.448 |
2.431 |
2.460 |
| PP |
2.405 |
2.405 |
2.405 |
2.411 |
| S1 |
2.381 |
2.381 |
2.419 |
2.393 |
| S2 |
2.338 |
2.338 |
2.413 |
|
| S3 |
2.271 |
2.314 |
2.407 |
|
| S4 |
2.204 |
2.247 |
2.388 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.126 |
3.005 |
2.551 |
|
| R3 |
2.897 |
2.776 |
2.488 |
|
| R2 |
2.668 |
2.668 |
2.467 |
|
| R1 |
2.547 |
2.547 |
2.446 |
2.493 |
| PP |
2.439 |
2.439 |
2.439 |
2.413 |
| S1 |
2.318 |
2.318 |
2.404 |
2.264 |
| S2 |
2.210 |
2.210 |
2.383 |
|
| S3 |
1.981 |
2.089 |
2.362 |
|
| S4 |
1.752 |
1.860 |
2.299 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.561 |
2.332 |
0.229 |
9.4% |
0.076 |
3.1% |
41% |
False |
False |
47,691 |
| 10 |
2.849 |
2.332 |
0.517 |
21.3% |
0.092 |
3.8% |
18% |
False |
False |
45,276 |
| 20 |
2.961 |
2.332 |
0.629 |
25.9% |
0.102 |
4.2% |
15% |
False |
False |
52,830 |
| 40 |
3.015 |
2.332 |
0.683 |
28.2% |
0.128 |
5.3% |
14% |
False |
False |
50,061 |
| 60 |
3.444 |
2.332 |
1.112 |
45.9% |
0.117 |
4.8% |
8% |
False |
False |
37,647 |
| 80 |
3.804 |
2.332 |
1.472 |
60.7% |
0.111 |
4.6% |
6% |
False |
False |
30,469 |
| 100 |
4.121 |
2.332 |
1.789 |
73.8% |
0.107 |
4.4% |
5% |
False |
False |
25,494 |
| 120 |
4.342 |
2.332 |
2.010 |
82.9% |
0.102 |
4.2% |
5% |
False |
False |
21,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.713 |
|
2.618 |
2.603 |
|
1.618 |
2.536 |
|
1.000 |
2.495 |
|
0.618 |
2.469 |
|
HIGH |
2.428 |
|
0.618 |
2.402 |
|
0.500 |
2.395 |
|
0.382 |
2.387 |
|
LOW |
2.361 |
|
0.618 |
2.320 |
|
1.000 |
2.294 |
|
1.618 |
2.253 |
|
2.618 |
2.186 |
|
4.250 |
2.076 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.415 |
2.413 |
| PP |
2.405 |
2.402 |
| S1 |
2.395 |
2.390 |
|