NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 01-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.794 |
2.833 |
0.039 |
1.4% |
3.060 |
| High |
2.858 |
2.837 |
-0.021 |
-0.7% |
3.097 |
| Low |
2.760 |
2.721 |
-0.039 |
-1.4% |
2.951 |
| Close |
2.852 |
2.744 |
-0.108 |
-3.8% |
2.973 |
| Range |
0.098 |
0.116 |
0.018 |
18.4% |
0.146 |
| ATR |
0.123 |
0.124 |
0.001 |
0.5% |
0.000 |
| Volume |
14,083 |
17,063 |
2,980 |
21.2% |
68,791 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.115 |
3.046 |
2.808 |
|
| R3 |
2.999 |
2.930 |
2.776 |
|
| R2 |
2.883 |
2.883 |
2.765 |
|
| R1 |
2.814 |
2.814 |
2.755 |
2.791 |
| PP |
2.767 |
2.767 |
2.767 |
2.756 |
| S1 |
2.698 |
2.698 |
2.733 |
2.675 |
| S2 |
2.651 |
2.651 |
2.723 |
|
| S3 |
2.535 |
2.582 |
2.712 |
|
| S4 |
2.419 |
2.466 |
2.680 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.445 |
3.355 |
3.053 |
|
| R3 |
3.299 |
3.209 |
3.013 |
|
| R2 |
3.153 |
3.153 |
3.000 |
|
| R1 |
3.063 |
3.063 |
2.986 |
3.035 |
| PP |
3.007 |
3.007 |
3.007 |
2.993 |
| S1 |
2.917 |
2.917 |
2.960 |
2.889 |
| S2 |
2.861 |
2.861 |
2.946 |
|
| S3 |
2.715 |
2.771 |
2.933 |
|
| S4 |
2.569 |
2.625 |
2.893 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.060 |
2.721 |
0.339 |
12.4% |
0.117 |
4.3% |
7% |
False |
True |
13,764 |
| 10 |
3.104 |
2.721 |
0.383 |
14.0% |
0.118 |
4.3% |
6% |
False |
True |
16,238 |
| 20 |
3.104 |
2.721 |
0.383 |
14.0% |
0.118 |
4.3% |
6% |
False |
True |
20,634 |
| 40 |
3.368 |
2.643 |
0.725 |
26.4% |
0.129 |
4.7% |
14% |
False |
False |
17,883 |
| 60 |
3.790 |
2.643 |
1.147 |
41.8% |
0.112 |
4.1% |
9% |
False |
False |
13,166 |
| 80 |
4.042 |
2.643 |
1.399 |
51.0% |
0.104 |
3.8% |
7% |
False |
False |
10,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.330 |
|
2.618 |
3.141 |
|
1.618 |
3.025 |
|
1.000 |
2.953 |
|
0.618 |
2.909 |
|
HIGH |
2.837 |
|
0.618 |
2.793 |
|
0.500 |
2.779 |
|
0.382 |
2.765 |
|
LOW |
2.721 |
|
0.618 |
2.649 |
|
1.000 |
2.605 |
|
1.618 |
2.533 |
|
2.618 |
2.417 |
|
4.250 |
2.228 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.779 |
2.806 |
| PP |
2.767 |
2.785 |
| S1 |
2.756 |
2.765 |
|