NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.760 |
2.690 |
-0.070 |
-2.5% |
2.875 |
| High |
2.770 |
2.711 |
-0.059 |
-2.1% |
2.939 |
| Low |
2.650 |
2.671 |
0.021 |
0.8% |
2.650 |
| Close |
2.669 |
2.692 |
0.023 |
0.9% |
2.692 |
| Range |
0.120 |
0.040 |
-0.080 |
-66.7% |
0.289 |
| ATR |
0.127 |
0.121 |
-0.006 |
-4.8% |
0.000 |
| Volume |
25,386 |
33,417 |
8,031 |
31.6% |
118,037 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.811 |
2.792 |
2.714 |
|
| R3 |
2.771 |
2.752 |
2.703 |
|
| R2 |
2.731 |
2.731 |
2.699 |
|
| R1 |
2.712 |
2.712 |
2.696 |
2.722 |
| PP |
2.691 |
2.691 |
2.691 |
2.696 |
| S1 |
2.672 |
2.672 |
2.688 |
2.682 |
| S2 |
2.651 |
2.651 |
2.685 |
|
| S3 |
2.611 |
2.632 |
2.681 |
|
| S4 |
2.571 |
2.592 |
2.670 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.627 |
3.449 |
2.851 |
|
| R3 |
3.338 |
3.160 |
2.771 |
|
| R2 |
3.049 |
3.049 |
2.745 |
|
| R1 |
2.871 |
2.871 |
2.718 |
2.816 |
| PP |
2.760 |
2.760 |
2.760 |
2.733 |
| S1 |
2.582 |
2.582 |
2.666 |
2.527 |
| S2 |
2.471 |
2.471 |
2.639 |
|
| S3 |
2.182 |
2.293 |
2.613 |
|
| S4 |
1.893 |
2.004 |
2.533 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.939 |
2.650 |
0.289 |
10.7% |
0.104 |
3.9% |
15% |
False |
False |
23,607 |
| 10 |
3.040 |
2.650 |
0.390 |
14.5% |
0.116 |
4.3% |
11% |
False |
False |
23,954 |
| 20 |
3.040 |
2.650 |
0.390 |
14.5% |
0.112 |
4.2% |
11% |
False |
False |
26,523 |
| 40 |
3.309 |
2.590 |
0.719 |
26.7% |
0.129 |
4.8% |
14% |
False |
False |
23,684 |
| 60 |
3.686 |
2.590 |
1.096 |
40.7% |
0.114 |
4.2% |
9% |
False |
False |
17,405 |
| 80 |
3.943 |
2.590 |
1.353 |
50.3% |
0.108 |
4.0% |
8% |
False |
False |
14,044 |
| 100 |
4.157 |
2.590 |
1.567 |
58.2% |
0.103 |
3.8% |
7% |
False |
False |
11,626 |
| 120 |
4.478 |
2.590 |
1.888 |
70.1% |
0.099 |
3.7% |
5% |
False |
False |
9,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.881 |
|
2.618 |
2.816 |
|
1.618 |
2.776 |
|
1.000 |
2.751 |
|
0.618 |
2.736 |
|
HIGH |
2.711 |
|
0.618 |
2.696 |
|
0.500 |
2.691 |
|
0.382 |
2.686 |
|
LOW |
2.671 |
|
0.618 |
2.646 |
|
1.000 |
2.631 |
|
1.618 |
2.606 |
|
2.618 |
2.566 |
|
4.250 |
2.501 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.692 |
2.721 |
| PP |
2.691 |
2.711 |
| S1 |
2.691 |
2.702 |
|