NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.661 |
2.567 |
-0.094 |
-3.5% |
2.875 |
| High |
2.661 |
2.596 |
-0.065 |
-2.4% |
2.939 |
| Low |
2.564 |
2.536 |
-0.028 |
-1.1% |
2.650 |
| Close |
2.570 |
2.554 |
-0.016 |
-0.6% |
2.692 |
| Range |
0.097 |
0.060 |
-0.037 |
-38.1% |
0.289 |
| ATR |
0.121 |
0.117 |
-0.004 |
-3.6% |
0.000 |
| Volume |
34,295 |
24,601 |
-9,694 |
-28.3% |
118,037 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.742 |
2.708 |
2.587 |
|
| R3 |
2.682 |
2.648 |
2.571 |
|
| R2 |
2.622 |
2.622 |
2.565 |
|
| R1 |
2.588 |
2.588 |
2.560 |
2.575 |
| PP |
2.562 |
2.562 |
2.562 |
2.556 |
| S1 |
2.528 |
2.528 |
2.549 |
2.515 |
| S2 |
2.502 |
2.502 |
2.543 |
|
| S3 |
2.442 |
2.468 |
2.538 |
|
| S4 |
2.382 |
2.408 |
2.521 |
|
|
| 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 |
2.792 |
2.536 |
0.256 |
10.0% |
0.083 |
3.2% |
7% |
False |
True |
28,043 |
| 10 |
3.035 |
2.536 |
0.499 |
19.5% |
0.104 |
4.1% |
4% |
False |
True |
24,129 |
| 20 |
3.040 |
2.536 |
0.504 |
19.7% |
0.108 |
4.2% |
4% |
False |
True |
26,760 |
| 40 |
3.253 |
2.536 |
0.717 |
28.1% |
0.127 |
5.0% |
3% |
False |
True |
24,619 |
| 60 |
3.686 |
2.536 |
1.150 |
45.0% |
0.114 |
4.5% |
2% |
False |
True |
18,191 |
| 80 |
3.922 |
2.536 |
1.386 |
54.3% |
0.107 |
4.2% |
1% |
False |
True |
14,725 |
| 100 |
4.157 |
2.536 |
1.621 |
63.5% |
0.104 |
4.1% |
1% |
False |
True |
12,187 |
| 120 |
4.478 |
2.536 |
1.942 |
76.0% |
0.099 |
3.9% |
1% |
False |
True |
10,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.851 |
|
2.618 |
2.753 |
|
1.618 |
2.693 |
|
1.000 |
2.656 |
|
0.618 |
2.633 |
|
HIGH |
2.596 |
|
0.618 |
2.573 |
|
0.500 |
2.566 |
|
0.382 |
2.559 |
|
LOW |
2.536 |
|
0.618 |
2.499 |
|
1.000 |
2.476 |
|
1.618 |
2.439 |
|
2.618 |
2.379 |
|
4.250 |
2.281 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.566 |
2.624 |
| PP |
2.562 |
2.600 |
| S1 |
2.558 |
2.577 |
|