NYMEX Natural Gas Future July 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 |
2.577 |
2.590 |
0.013 |
0.5% |
2.750 |
| High |
2.595 |
2.617 |
0.022 |
0.8% |
2.750 |
| Low |
2.518 |
2.549 |
0.031 |
1.2% |
2.518 |
| Close |
2.558 |
2.617 |
0.059 |
2.3% |
2.617 |
| Range |
0.077 |
0.068 |
-0.009 |
-11.7% |
0.232 |
| ATR |
0.110 |
0.107 |
-0.003 |
-2.7% |
0.000 |
| Volume |
28,807 |
29,974 |
1,167 |
4.1% |
130,294 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.798 |
2.776 |
2.654 |
|
| R3 |
2.730 |
2.708 |
2.636 |
|
| R2 |
2.662 |
2.662 |
2.629 |
|
| R1 |
2.640 |
2.640 |
2.623 |
2.651 |
| PP |
2.594 |
2.594 |
2.594 |
2.600 |
| S1 |
2.572 |
2.572 |
2.611 |
2.583 |
| S2 |
2.526 |
2.526 |
2.605 |
|
| S3 |
2.458 |
2.504 |
2.598 |
|
| S4 |
2.390 |
2.436 |
2.580 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.324 |
3.203 |
2.745 |
|
| R3 |
3.092 |
2.971 |
2.681 |
|
| R2 |
2.860 |
2.860 |
2.660 |
|
| R1 |
2.739 |
2.739 |
2.638 |
2.684 |
| PP |
2.628 |
2.628 |
2.628 |
2.601 |
| S1 |
2.507 |
2.507 |
2.596 |
2.452 |
| S2 |
2.396 |
2.396 |
2.574 |
|
| S3 |
2.164 |
2.275 |
2.553 |
|
| S4 |
1.932 |
2.043 |
2.489 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.750 |
2.518 |
0.232 |
8.9% |
0.075 |
2.9% |
43% |
False |
False |
26,058 |
| 10 |
3.006 |
2.518 |
0.488 |
18.6% |
0.089 |
3.4% |
20% |
False |
False |
20,535 |
| 20 |
3.104 |
2.518 |
0.586 |
22.4% |
0.095 |
3.6% |
17% |
False |
False |
20,429 |
| 40 |
3.128 |
2.518 |
0.610 |
23.3% |
0.121 |
4.6% |
16% |
False |
False |
20,422 |
| 60 |
3.537 |
2.518 |
1.019 |
38.9% |
0.110 |
4.2% |
10% |
False |
False |
15,217 |
| 80 |
3.901 |
2.518 |
1.383 |
52.8% |
0.104 |
4.0% |
7% |
False |
False |
12,262 |
| 100 |
4.201 |
2.518 |
1.683 |
64.3% |
0.100 |
3.8% |
6% |
False |
False |
10,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.906 |
|
2.618 |
2.795 |
|
1.618 |
2.727 |
|
1.000 |
2.685 |
|
0.618 |
2.659 |
|
HIGH |
2.617 |
|
0.618 |
2.591 |
|
0.500 |
2.583 |
|
0.382 |
2.575 |
|
LOW |
2.549 |
|
0.618 |
2.507 |
|
1.000 |
2.481 |
|
1.618 |
2.439 |
|
2.618 |
2.371 |
|
4.250 |
2.260 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.606 |
2.601 |
| PP |
2.594 |
2.584 |
| S1 |
2.583 |
2.568 |
|