NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.760 |
2.696 |
-0.064 |
-2.3% |
2.974 |
| High |
2.775 |
2.723 |
-0.052 |
-1.9% |
3.040 |
| Low |
2.692 |
2.661 |
-0.031 |
-1.2% |
2.760 |
| Close |
2.697 |
2.679 |
-0.018 |
-0.7% |
2.807 |
| Range |
0.083 |
0.062 |
-0.021 |
-25.3% |
0.280 |
| ATR |
0.116 |
0.112 |
-0.004 |
-3.3% |
0.000 |
| Volume |
9,301 |
10,548 |
1,247 |
13.4% |
41,501 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.874 |
2.838 |
2.713 |
|
| R3 |
2.812 |
2.776 |
2.696 |
|
| R2 |
2.750 |
2.750 |
2.690 |
|
| R1 |
2.714 |
2.714 |
2.685 |
2.701 |
| PP |
2.688 |
2.688 |
2.688 |
2.681 |
| S1 |
2.652 |
2.652 |
2.673 |
2.639 |
| S2 |
2.626 |
2.626 |
2.668 |
|
| S3 |
2.564 |
2.590 |
2.662 |
|
| S4 |
2.502 |
2.528 |
2.645 |
|
|
| 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 |
2.890 |
2.661 |
0.229 |
8.5% |
0.076 |
2.9% |
8% |
False |
True |
9,911 |
| 10 |
3.134 |
2.661 |
0.473 |
17.7% |
0.097 |
3.6% |
4% |
False |
True |
8,461 |
| 20 |
3.137 |
2.661 |
0.476 |
17.8% |
0.103 |
3.8% |
4% |
False |
True |
12,043 |
| 40 |
3.330 |
2.661 |
0.669 |
25.0% |
0.122 |
4.5% |
3% |
False |
True |
11,127 |
| 60 |
3.755 |
2.661 |
1.094 |
40.8% |
0.106 |
4.0% |
2% |
False |
True |
8,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.987 |
|
2.618 |
2.885 |
|
1.618 |
2.823 |
|
1.000 |
2.785 |
|
0.618 |
2.761 |
|
HIGH |
2.723 |
|
0.618 |
2.699 |
|
0.500 |
2.692 |
|
0.382 |
2.685 |
|
LOW |
2.661 |
|
0.618 |
2.623 |
|
1.000 |
2.599 |
|
1.618 |
2.561 |
|
2.618 |
2.499 |
|
4.250 |
2.398 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.692 |
2.743 |
| PP |
2.688 |
2.721 |
| S1 |
2.683 |
2.700 |
|