NYMEX Natural Gas Future June 2012
Trading Metrics calculated at close of trading on 08-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
2.538 |
2.510 |
-0.028 |
-1.1% |
2.875 |
High |
2.539 |
2.520 |
-0.019 |
-0.7% |
2.939 |
Low |
2.472 |
2.429 |
-0.043 |
-1.7% |
2.650 |
Close |
2.490 |
2.465 |
-0.025 |
-1.0% |
2.692 |
Range |
0.067 |
0.091 |
0.024 |
35.8% |
0.289 |
ATR |
0.115 |
0.113 |
-0.002 |
-1.5% |
0.000 |
Volume |
28,159 |
33,114 |
4,955 |
17.6% |
118,037 |
|
Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.744 |
2.696 |
2.515 |
|
R3 |
2.653 |
2.605 |
2.490 |
|
R2 |
2.562 |
2.562 |
2.482 |
|
R1 |
2.514 |
2.514 |
2.473 |
2.493 |
PP |
2.471 |
2.471 |
2.471 |
2.461 |
S1 |
2.423 |
2.423 |
2.457 |
2.402 |
S2 |
2.380 |
2.380 |
2.448 |
|
S3 |
2.289 |
2.332 |
2.440 |
|
S4 |
2.198 |
2.241 |
2.415 |
|
|
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 |
2.711 |
2.429 |
0.282 |
11.4% |
0.071 |
2.9% |
13% |
False |
True |
30,717 |
10 |
2.987 |
2.429 |
0.558 |
22.6% |
0.094 |
3.8% |
6% |
False |
True |
25,314 |
20 |
3.040 |
2.429 |
0.611 |
24.8% |
0.104 |
4.2% |
6% |
False |
True |
26,511 |
40 |
3.153 |
2.429 |
0.724 |
29.4% |
0.127 |
5.2% |
5% |
False |
True |
25,718 |
60 |
3.485 |
2.429 |
1.056 |
42.8% |
0.113 |
4.6% |
3% |
False |
True |
19,023 |
80 |
3.851 |
2.429 |
1.422 |
57.7% |
0.107 |
4.3% |
3% |
False |
True |
15,387 |
100 |
4.157 |
2.429 |
1.728 |
70.1% |
0.104 |
4.2% |
2% |
False |
True |
12,771 |
120 |
4.384 |
2.429 |
1.955 |
79.3% |
0.098 |
4.0% |
2% |
False |
True |
10,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.907 |
2.618 |
2.758 |
1.618 |
2.667 |
1.000 |
2.611 |
0.618 |
2.576 |
HIGH |
2.520 |
0.618 |
2.485 |
0.500 |
2.475 |
0.382 |
2.464 |
LOW |
2.429 |
0.618 |
2.373 |
1.000 |
2.338 |
1.618 |
2.282 |
2.618 |
2.191 |
4.250 |
2.042 |
|
|
Fisher Pivots for day following 08-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
2.475 |
2.513 |
PP |
2.471 |
2.497 |
S1 |
2.468 |
2.481 |
|