NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.510 |
2.488 |
-0.022 |
-0.9% |
2.661 |
| High |
2.520 |
2.523 |
0.003 |
0.1% |
2.661 |
| Low |
2.429 |
2.457 |
0.028 |
1.2% |
2.429 |
| Close |
2.465 |
2.522 |
0.057 |
2.3% |
2.522 |
| Range |
0.091 |
0.066 |
-0.025 |
-27.5% |
0.232 |
| ATR |
0.113 |
0.109 |
-0.003 |
-3.0% |
0.000 |
| Volume |
33,114 |
37,147 |
4,033 |
12.2% |
157,316 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.699 |
2.676 |
2.558 |
|
| R3 |
2.633 |
2.610 |
2.540 |
|
| R2 |
2.567 |
2.567 |
2.534 |
|
| R1 |
2.544 |
2.544 |
2.528 |
2.556 |
| PP |
2.501 |
2.501 |
2.501 |
2.506 |
| S1 |
2.478 |
2.478 |
2.516 |
2.490 |
| S2 |
2.435 |
2.435 |
2.510 |
|
| S3 |
2.369 |
2.412 |
2.504 |
|
| S4 |
2.303 |
2.346 |
2.486 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.233 |
3.110 |
2.650 |
|
| R3 |
3.001 |
2.878 |
2.586 |
|
| R2 |
2.769 |
2.769 |
2.565 |
|
| R1 |
2.646 |
2.646 |
2.543 |
2.592 |
| PP |
2.537 |
2.537 |
2.537 |
2.510 |
| S1 |
2.414 |
2.414 |
2.501 |
2.360 |
| S2 |
2.305 |
2.305 |
2.479 |
|
| S3 |
2.073 |
2.182 |
2.458 |
|
| S4 |
1.841 |
1.950 |
2.394 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.661 |
2.429 |
0.232 |
9.2% |
0.076 |
3.0% |
40% |
False |
False |
31,463 |
| 10 |
2.939 |
2.429 |
0.510 |
20.2% |
0.090 |
3.6% |
18% |
False |
False |
27,535 |
| 20 |
3.040 |
2.429 |
0.611 |
24.2% |
0.098 |
3.9% |
15% |
False |
False |
26,443 |
| 40 |
3.077 |
2.429 |
0.648 |
25.7% |
0.124 |
4.9% |
14% |
False |
False |
26,211 |
| 60 |
3.485 |
2.429 |
1.056 |
41.9% |
0.113 |
4.5% |
9% |
False |
False |
19,511 |
| 80 |
3.851 |
2.429 |
1.422 |
56.4% |
0.107 |
4.3% |
7% |
False |
False |
15,817 |
| 100 |
4.157 |
2.429 |
1.728 |
68.5% |
0.103 |
4.1% |
5% |
False |
False |
13,128 |
| 120 |
4.384 |
2.429 |
1.955 |
77.5% |
0.098 |
3.9% |
5% |
False |
False |
11,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.804 |
|
2.618 |
2.696 |
|
1.618 |
2.630 |
|
1.000 |
2.589 |
|
0.618 |
2.564 |
|
HIGH |
2.523 |
|
0.618 |
2.498 |
|
0.500 |
2.490 |
|
0.382 |
2.482 |
|
LOW |
2.457 |
|
0.618 |
2.416 |
|
1.000 |
2.391 |
|
1.618 |
2.350 |
|
2.618 |
2.284 |
|
4.250 |
2.177 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.511 |
2.509 |
| PP |
2.501 |
2.497 |
| S1 |
2.490 |
2.484 |
|