NYMEX Natural Gas Future July 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 |
2.656 |
2.612 |
-0.044 |
-1.7% |
2.955 |
| High |
2.681 |
2.618 |
-0.063 |
-2.3% |
3.006 |
| Low |
2.619 |
2.552 |
-0.067 |
-2.6% |
2.721 |
| Close |
2.636 |
2.574 |
-0.062 |
-2.4% |
2.773 |
| Range |
0.062 |
0.066 |
0.004 |
6.5% |
0.285 |
| ATR |
0.114 |
0.112 |
-0.002 |
-1.9% |
0.000 |
| Volume |
23,154 |
21,816 |
-1,338 |
-5.8% |
75,064 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.779 |
2.743 |
2.610 |
|
| R3 |
2.713 |
2.677 |
2.592 |
|
| R2 |
2.647 |
2.647 |
2.586 |
|
| R1 |
2.611 |
2.611 |
2.580 |
2.596 |
| PP |
2.581 |
2.581 |
2.581 |
2.574 |
| S1 |
2.545 |
2.545 |
2.568 |
2.530 |
| S2 |
2.515 |
2.515 |
2.562 |
|
| S3 |
2.449 |
2.479 |
2.556 |
|
| S4 |
2.383 |
2.413 |
2.538 |
|
|
| 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 |
2.837 |
2.552 |
0.285 |
11.1% |
0.077 |
3.0% |
8% |
False |
True |
22,049 |
| 10 |
3.097 |
2.552 |
0.545 |
21.2% |
0.098 |
3.8% |
4% |
False |
True |
17,394 |
| 20 |
3.104 |
2.552 |
0.552 |
21.4% |
0.100 |
3.9% |
4% |
False |
True |
20,553 |
| 40 |
3.311 |
2.552 |
0.759 |
29.5% |
0.125 |
4.9% |
3% |
False |
True |
19,627 |
| 60 |
3.651 |
2.552 |
1.099 |
42.7% |
0.110 |
4.3% |
2% |
False |
True |
14,431 |
| 80 |
3.902 |
2.552 |
1.350 |
52.4% |
0.103 |
4.0% |
2% |
False |
True |
11,641 |
| 100 |
4.201 |
2.552 |
1.649 |
64.1% |
0.101 |
3.9% |
1% |
False |
True |
9,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.899 |
|
2.618 |
2.791 |
|
1.618 |
2.725 |
|
1.000 |
2.684 |
|
0.618 |
2.659 |
|
HIGH |
2.618 |
|
0.618 |
2.593 |
|
0.500 |
2.585 |
|
0.382 |
2.577 |
|
LOW |
2.552 |
|
0.618 |
2.511 |
|
1.000 |
2.486 |
|
1.618 |
2.445 |
|
2.618 |
2.379 |
|
4.250 |
2.272 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.585 |
2.651 |
| PP |
2.581 |
2.625 |
| S1 |
2.578 |
2.600 |
|