NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 01-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.726 |
2.760 |
0.034 |
1.2% |
2.941 |
| High |
2.792 |
2.770 |
-0.022 |
-0.8% |
3.035 |
| Low |
2.694 |
2.650 |
-0.044 |
-1.6% |
2.870 |
| Close |
2.786 |
2.669 |
-0.117 |
-4.2% |
2.902 |
| Range |
0.098 |
0.120 |
0.022 |
22.4% |
0.165 |
| ATR |
0.126 |
0.127 |
0.001 |
0.6% |
0.000 |
| Volume |
22,517 |
25,386 |
2,869 |
12.7% |
90,096 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.056 |
2.983 |
2.735 |
|
| R3 |
2.936 |
2.863 |
2.702 |
|
| R2 |
2.816 |
2.816 |
2.691 |
|
| R1 |
2.743 |
2.743 |
2.680 |
2.720 |
| PP |
2.696 |
2.696 |
2.696 |
2.685 |
| S1 |
2.623 |
2.623 |
2.658 |
2.600 |
| S2 |
2.576 |
2.576 |
2.647 |
|
| S3 |
2.456 |
2.503 |
2.636 |
|
| S4 |
2.336 |
2.383 |
2.603 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.431 |
3.331 |
2.993 |
|
| R3 |
3.266 |
3.166 |
2.947 |
|
| R2 |
3.101 |
3.101 |
2.932 |
|
| R1 |
3.001 |
3.001 |
2.917 |
2.969 |
| PP |
2.936 |
2.936 |
2.936 |
2.919 |
| S1 |
2.836 |
2.836 |
2.887 |
2.804 |
| S2 |
2.771 |
2.771 |
2.872 |
|
| S3 |
2.606 |
2.671 |
2.857 |
|
| S4 |
2.441 |
2.506 |
2.811 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.987 |
2.650 |
0.337 |
12.6% |
0.117 |
4.4% |
6% |
False |
True |
19,912 |
| 10 |
3.040 |
2.650 |
0.390 |
14.6% |
0.122 |
4.6% |
5% |
False |
True |
23,012 |
| 20 |
3.040 |
2.650 |
0.390 |
14.6% |
0.122 |
4.6% |
5% |
False |
True |
26,077 |
| 40 |
3.310 |
2.590 |
0.720 |
27.0% |
0.131 |
4.9% |
11% |
False |
False |
22,979 |
| 60 |
3.734 |
2.590 |
1.144 |
42.9% |
0.115 |
4.3% |
7% |
False |
False |
16,899 |
| 80 |
3.991 |
2.590 |
1.401 |
52.5% |
0.108 |
4.0% |
6% |
False |
False |
13,674 |
| 100 |
4.157 |
2.590 |
1.567 |
58.7% |
0.104 |
3.9% |
5% |
False |
False |
11,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.280 |
|
2.618 |
3.084 |
|
1.618 |
2.964 |
|
1.000 |
2.890 |
|
0.618 |
2.844 |
|
HIGH |
2.770 |
|
0.618 |
2.724 |
|
0.500 |
2.710 |
|
0.382 |
2.696 |
|
LOW |
2.650 |
|
0.618 |
2.576 |
|
1.000 |
2.530 |
|
1.618 |
2.456 |
|
2.618 |
2.336 |
|
4.250 |
2.140 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.710 |
2.737 |
| PP |
2.696 |
2.714 |
| S1 |
2.683 |
2.692 |
|