NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 07-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.567 |
2.538 |
-0.029 |
-1.1% |
2.875 |
| High |
2.596 |
2.539 |
-0.057 |
-2.2% |
2.939 |
| Low |
2.536 |
2.472 |
-0.064 |
-2.5% |
2.650 |
| Close |
2.554 |
2.490 |
-0.064 |
-2.5% |
2.692 |
| Range |
0.060 |
0.067 |
0.007 |
11.7% |
0.289 |
| ATR |
0.117 |
0.115 |
-0.003 |
-2.1% |
0.000 |
| Volume |
24,601 |
28,159 |
3,558 |
14.5% |
118,037 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.701 |
2.663 |
2.527 |
|
| R3 |
2.634 |
2.596 |
2.508 |
|
| R2 |
2.567 |
2.567 |
2.502 |
|
| R1 |
2.529 |
2.529 |
2.496 |
2.515 |
| PP |
2.500 |
2.500 |
2.500 |
2.493 |
| S1 |
2.462 |
2.462 |
2.484 |
2.448 |
| S2 |
2.433 |
2.433 |
2.478 |
|
| S3 |
2.366 |
2.395 |
2.472 |
|
| S4 |
2.299 |
2.328 |
2.453 |
|
|
| 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 |
2.770 |
2.472 |
0.298 |
12.0% |
0.077 |
3.1% |
6% |
False |
True |
29,171 |
| 10 |
3.035 |
2.472 |
0.563 |
22.6% |
0.098 |
3.9% |
3% |
False |
True |
24,112 |
| 20 |
3.040 |
2.472 |
0.568 |
22.8% |
0.104 |
4.2% |
3% |
False |
True |
27,061 |
| 40 |
3.253 |
2.472 |
0.781 |
31.4% |
0.128 |
5.1% |
2% |
False |
True |
25,137 |
| 60 |
3.606 |
2.472 |
1.134 |
45.5% |
0.113 |
4.6% |
2% |
False |
True |
18,595 |
| 80 |
3.859 |
2.472 |
1.387 |
55.7% |
0.107 |
4.3% |
1% |
False |
True |
15,035 |
| 100 |
4.157 |
2.472 |
1.685 |
67.7% |
0.104 |
4.2% |
1% |
False |
True |
12,450 |
| 120 |
4.472 |
2.472 |
2.000 |
80.3% |
0.098 |
4.0% |
1% |
False |
True |
10,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.824 |
|
2.618 |
2.714 |
|
1.618 |
2.647 |
|
1.000 |
2.606 |
|
0.618 |
2.580 |
|
HIGH |
2.539 |
|
0.618 |
2.513 |
|
0.500 |
2.506 |
|
0.382 |
2.498 |
|
LOW |
2.472 |
|
0.618 |
2.431 |
|
1.000 |
2.405 |
|
1.618 |
2.364 |
|
2.618 |
2.297 |
|
4.250 |
2.187 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.506 |
2.567 |
| PP |
2.500 |
2.541 |
| S1 |
2.495 |
2.516 |
|