NYMEX Natural Gas Future August 2012
Trading Metrics calculated at close of trading on 02-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
2.865 |
2.796 |
-0.069 |
-2.4% |
2.974 |
High |
2.865 |
2.824 |
-0.041 |
-1.4% |
3.040 |
Low |
2.760 |
2.788 |
0.028 |
1.0% |
2.760 |
Close |
2.779 |
2.807 |
0.028 |
1.0% |
2.807 |
Range |
0.105 |
0.036 |
-0.069 |
-65.7% |
0.280 |
ATR |
0.121 |
0.116 |
-0.005 |
-4.5% |
0.000 |
Volume |
10,912 |
9,953 |
-959 |
-8.8% |
41,501 |
|
Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.914 |
2.897 |
2.827 |
|
R3 |
2.878 |
2.861 |
2.817 |
|
R2 |
2.842 |
2.842 |
2.814 |
|
R1 |
2.825 |
2.825 |
2.810 |
2.834 |
PP |
2.806 |
2.806 |
2.806 |
2.811 |
S1 |
2.789 |
2.789 |
2.804 |
2.798 |
S2 |
2.770 |
2.770 |
2.800 |
|
S3 |
2.734 |
2.753 |
2.797 |
|
S4 |
2.698 |
2.717 |
2.787 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.709 |
3.538 |
2.961 |
|
R3 |
3.429 |
3.258 |
2.884 |
|
R2 |
3.149 |
3.149 |
2.858 |
|
R1 |
2.978 |
2.978 |
2.833 |
2.924 |
PP |
2.869 |
2.869 |
2.869 |
2.842 |
S1 |
2.698 |
2.698 |
2.781 |
2.644 |
S2 |
2.589 |
2.589 |
2.756 |
|
S3 |
2.309 |
2.418 |
2.730 |
|
S4 |
2.029 |
2.138 |
2.653 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.040 |
2.760 |
0.280 |
10.0% |
0.098 |
3.5% |
17% |
False |
False |
8,300 |
10 |
3.137 |
2.760 |
0.377 |
13.4% |
0.110 |
3.9% |
12% |
False |
False |
8,887 |
20 |
3.137 |
2.760 |
0.377 |
13.4% |
0.108 |
3.8% |
12% |
False |
False |
12,720 |
40 |
3.345 |
2.666 |
0.679 |
24.2% |
0.122 |
4.3% |
21% |
False |
False |
10,830 |
60 |
3.755 |
2.666 |
1.089 |
38.8% |
0.105 |
3.8% |
13% |
False |
False |
8,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.977 |
2.618 |
2.918 |
1.618 |
2.882 |
1.000 |
2.860 |
0.618 |
2.846 |
HIGH |
2.824 |
0.618 |
2.810 |
0.500 |
2.806 |
0.382 |
2.802 |
LOW |
2.788 |
0.618 |
2.766 |
1.000 |
2.752 |
1.618 |
2.730 |
2.618 |
2.694 |
4.250 |
2.635 |
|
|
Fisher Pivots for day following 02-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
2.807 |
2.825 |
PP |
2.806 |
2.819 |
S1 |
2.806 |
2.813 |
|