NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 07-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.696 |
2.654 |
-0.042 |
-1.6% |
2.974 |
| High |
2.723 |
2.658 |
-0.065 |
-2.4% |
3.040 |
| Low |
2.661 |
2.596 |
-0.065 |
-2.4% |
2.760 |
| Close |
2.679 |
2.620 |
-0.059 |
-2.2% |
2.807 |
| Range |
0.062 |
0.062 |
0.000 |
0.0% |
0.280 |
| ATR |
0.112 |
0.110 |
-0.002 |
-1.8% |
0.000 |
| Volume |
10,548 |
7,810 |
-2,738 |
-26.0% |
41,501 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.811 |
2.777 |
2.654 |
|
| R3 |
2.749 |
2.715 |
2.637 |
|
| R2 |
2.687 |
2.687 |
2.631 |
|
| R1 |
2.653 |
2.653 |
2.626 |
2.639 |
| PP |
2.625 |
2.625 |
2.625 |
2.618 |
| S1 |
2.591 |
2.591 |
2.614 |
2.577 |
| S2 |
2.563 |
2.563 |
2.609 |
|
| S3 |
2.501 |
2.529 |
2.603 |
|
| S4 |
2.439 |
2.467 |
2.586 |
|
|
| 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 |
2.865 |
2.596 |
0.269 |
10.3% |
0.070 |
2.7% |
9% |
False |
True |
9,704 |
| 10 |
3.134 |
2.596 |
0.538 |
20.5% |
0.092 |
3.5% |
4% |
False |
True |
8,420 |
| 20 |
3.137 |
2.596 |
0.541 |
20.6% |
0.097 |
3.7% |
4% |
False |
True |
11,413 |
| 40 |
3.330 |
2.596 |
0.734 |
28.0% |
0.122 |
4.7% |
3% |
False |
True |
11,229 |
| 60 |
3.674 |
2.596 |
1.078 |
41.1% |
0.106 |
4.0% |
2% |
False |
True |
8,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.922 |
|
2.618 |
2.820 |
|
1.618 |
2.758 |
|
1.000 |
2.720 |
|
0.618 |
2.696 |
|
HIGH |
2.658 |
|
0.618 |
2.634 |
|
0.500 |
2.627 |
|
0.382 |
2.620 |
|
LOW |
2.596 |
|
0.618 |
2.558 |
|
1.000 |
2.534 |
|
1.618 |
2.496 |
|
2.618 |
2.434 |
|
4.250 |
2.333 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.627 |
2.686 |
| PP |
2.625 |
2.664 |
| S1 |
2.622 |
2.642 |
|