NYMEX Natural Gas Future August 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 |
2.818 |
2.865 |
0.047 |
1.7% |
3.099 |
| High |
2.890 |
2.865 |
-0.025 |
-0.9% |
3.134 |
| Low |
2.794 |
2.760 |
-0.034 |
-1.2% |
2.990 |
| Close |
2.886 |
2.779 |
-0.107 |
-3.7% |
3.010 |
| Range |
0.096 |
0.105 |
0.009 |
9.4% |
0.144 |
| ATR |
0.121 |
0.121 |
0.000 |
0.3% |
0.000 |
| Volume |
8,843 |
10,912 |
2,069 |
23.4% |
33,870 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.116 |
3.053 |
2.837 |
|
| R3 |
3.011 |
2.948 |
2.808 |
|
| R2 |
2.906 |
2.906 |
2.798 |
|
| R1 |
2.843 |
2.843 |
2.789 |
2.822 |
| PP |
2.801 |
2.801 |
2.801 |
2.791 |
| S1 |
2.738 |
2.738 |
2.769 |
2.717 |
| S2 |
2.696 |
2.696 |
2.760 |
|
| S3 |
2.591 |
2.633 |
2.750 |
|
| S4 |
2.486 |
2.528 |
2.721 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.477 |
3.387 |
3.089 |
|
| R3 |
3.333 |
3.243 |
3.050 |
|
| R2 |
3.189 |
3.189 |
3.036 |
|
| R1 |
3.099 |
3.099 |
3.023 |
3.072 |
| PP |
3.045 |
3.045 |
3.045 |
3.031 |
| S1 |
2.955 |
2.955 |
2.997 |
2.928 |
| S2 |
2.901 |
2.901 |
2.984 |
|
| S3 |
2.757 |
2.811 |
2.970 |
|
| S4 |
2.613 |
2.667 |
2.931 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.097 |
2.760 |
0.337 |
12.1% |
0.112 |
4.0% |
6% |
False |
True |
8,008 |
| 10 |
3.137 |
2.760 |
0.377 |
13.6% |
0.115 |
4.1% |
5% |
False |
True |
8,946 |
| 20 |
3.137 |
2.760 |
0.377 |
13.6% |
0.118 |
4.2% |
5% |
False |
True |
13,219 |
| 40 |
3.390 |
2.666 |
0.724 |
26.1% |
0.124 |
4.4% |
16% |
False |
False |
10,648 |
| 60 |
3.794 |
2.666 |
1.128 |
40.6% |
0.106 |
3.8% |
10% |
False |
False |
7,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.311 |
|
2.618 |
3.140 |
|
1.618 |
3.035 |
|
1.000 |
2.970 |
|
0.618 |
2.930 |
|
HIGH |
2.865 |
|
0.618 |
2.825 |
|
0.500 |
2.813 |
|
0.382 |
2.800 |
|
LOW |
2.760 |
|
0.618 |
2.695 |
|
1.000 |
2.655 |
|
1.618 |
2.590 |
|
2.618 |
2.485 |
|
4.250 |
2.314 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.813 |
2.841 |
| PP |
2.801 |
2.820 |
| S1 |
2.790 |
2.800 |
|