NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.796 |
2.760 |
-0.036 |
-1.3% |
2.974 |
| High |
2.824 |
2.775 |
-0.049 |
-1.7% |
3.040 |
| Low |
2.788 |
2.692 |
-0.096 |
-3.4% |
2.760 |
| Close |
2.807 |
2.697 |
-0.110 |
-3.9% |
2.807 |
| Range |
0.036 |
0.083 |
0.047 |
130.6% |
0.280 |
| ATR |
0.116 |
0.116 |
0.000 |
-0.1% |
0.000 |
| Volume |
9,953 |
9,301 |
-652 |
-6.6% |
41,501 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.970 |
2.917 |
2.743 |
|
| R3 |
2.887 |
2.834 |
2.720 |
|
| R2 |
2.804 |
2.804 |
2.712 |
|
| R1 |
2.751 |
2.751 |
2.705 |
2.736 |
| PP |
2.721 |
2.721 |
2.721 |
2.714 |
| S1 |
2.668 |
2.668 |
2.689 |
2.653 |
| S2 |
2.638 |
2.638 |
2.682 |
|
| S3 |
2.555 |
2.585 |
2.674 |
|
| S4 |
2.472 |
2.502 |
2.651 |
|
|
| 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 |
2.921 |
2.692 |
0.229 |
8.5% |
0.087 |
3.2% |
2% |
False |
True |
9,222 |
| 10 |
3.134 |
2.692 |
0.442 |
16.4% |
0.101 |
3.8% |
1% |
False |
True |
8,467 |
| 20 |
3.137 |
2.692 |
0.445 |
16.5% |
0.107 |
4.0% |
1% |
False |
True |
12,292 |
| 40 |
3.343 |
2.666 |
0.677 |
25.1% |
0.122 |
4.5% |
5% |
False |
False |
10,966 |
| 60 |
3.755 |
2.666 |
1.089 |
40.4% |
0.106 |
3.9% |
3% |
False |
False |
8,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.128 |
|
2.618 |
2.992 |
|
1.618 |
2.909 |
|
1.000 |
2.858 |
|
0.618 |
2.826 |
|
HIGH |
2.775 |
|
0.618 |
2.743 |
|
0.500 |
2.734 |
|
0.382 |
2.724 |
|
LOW |
2.692 |
|
0.618 |
2.641 |
|
1.000 |
2.609 |
|
1.618 |
2.558 |
|
2.618 |
2.475 |
|
4.250 |
2.339 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.734 |
2.779 |
| PP |
2.721 |
2.751 |
| S1 |
2.709 |
2.724 |
|