NYMEX Natural Gas Future July 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 |
2.750 |
2.656 |
-0.094 |
-3.4% |
2.955 |
| High |
2.750 |
2.681 |
-0.069 |
-2.5% |
3.006 |
| Low |
2.649 |
2.619 |
-0.030 |
-1.1% |
2.721 |
| Close |
2.657 |
2.636 |
-0.021 |
-0.8% |
2.773 |
| Range |
0.101 |
0.062 |
-0.039 |
-38.6% |
0.285 |
| ATR |
0.119 |
0.114 |
-0.004 |
-3.4% |
0.000 |
| Volume |
26,543 |
23,154 |
-3,389 |
-12.8% |
75,064 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.831 |
2.796 |
2.670 |
|
| R3 |
2.769 |
2.734 |
2.653 |
|
| R2 |
2.707 |
2.707 |
2.647 |
|
| R1 |
2.672 |
2.672 |
2.642 |
2.659 |
| PP |
2.645 |
2.645 |
2.645 |
2.639 |
| S1 |
2.610 |
2.610 |
2.630 |
2.597 |
| S2 |
2.583 |
2.583 |
2.625 |
|
| S3 |
2.521 |
2.548 |
2.619 |
|
| S4 |
2.459 |
2.486 |
2.602 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.688 |
3.516 |
2.930 |
|
| R3 |
3.403 |
3.231 |
2.851 |
|
| R2 |
3.118 |
3.118 |
2.825 |
|
| R1 |
2.946 |
2.946 |
2.799 |
2.890 |
| PP |
2.833 |
2.833 |
2.833 |
2.805 |
| S1 |
2.661 |
2.661 |
2.747 |
2.605 |
| S2 |
2.548 |
2.548 |
2.721 |
|
| S3 |
2.263 |
2.376 |
2.695 |
|
| S4 |
1.978 |
2.091 |
2.616 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.858 |
2.619 |
0.239 |
9.1% |
0.083 |
3.1% |
7% |
False |
True |
20,503 |
| 10 |
3.097 |
2.619 |
0.478 |
18.1% |
0.102 |
3.9% |
4% |
False |
True |
17,370 |
| 20 |
3.104 |
2.619 |
0.485 |
18.4% |
0.105 |
4.0% |
4% |
False |
True |
20,502 |
| 40 |
3.311 |
2.619 |
0.692 |
26.3% |
0.125 |
4.7% |
2% |
False |
True |
19,212 |
| 60 |
3.752 |
2.619 |
1.133 |
43.0% |
0.110 |
4.2% |
2% |
False |
True |
14,118 |
| 80 |
3.966 |
2.619 |
1.347 |
51.1% |
0.104 |
3.9% |
1% |
False |
True |
11,386 |
| 100 |
4.201 |
2.619 |
1.582 |
60.0% |
0.101 |
3.8% |
1% |
False |
True |
9,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.945 |
|
2.618 |
2.843 |
|
1.618 |
2.781 |
|
1.000 |
2.743 |
|
0.618 |
2.719 |
|
HIGH |
2.681 |
|
0.618 |
2.657 |
|
0.500 |
2.650 |
|
0.382 |
2.643 |
|
LOW |
2.619 |
|
0.618 |
2.581 |
|
1.000 |
2.557 |
|
1.618 |
2.519 |
|
2.618 |
2.457 |
|
4.250 |
2.356 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.650 |
2.704 |
| PP |
2.645 |
2.681 |
| S1 |
2.641 |
2.659 |
|