NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.621 |
2.607 |
-0.014 |
-0.5% |
2.760 |
| High |
2.640 |
2.667 |
0.027 |
1.0% |
2.775 |
| Low |
2.565 |
2.599 |
0.034 |
1.3% |
2.565 |
| Close |
2.606 |
2.667 |
0.061 |
2.3% |
2.667 |
| Range |
0.075 |
0.068 |
-0.007 |
-9.3% |
0.210 |
| ATR |
0.107 |
0.105 |
-0.003 |
-2.6% |
0.000 |
| Volume |
17,418 |
13,501 |
-3,917 |
-22.5% |
58,578 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.848 |
2.826 |
2.704 |
|
| R3 |
2.780 |
2.758 |
2.686 |
|
| R2 |
2.712 |
2.712 |
2.679 |
|
| R1 |
2.690 |
2.690 |
2.673 |
2.701 |
| PP |
2.644 |
2.644 |
2.644 |
2.650 |
| S1 |
2.622 |
2.622 |
2.661 |
2.633 |
| S2 |
2.576 |
2.576 |
2.655 |
|
| S3 |
2.508 |
2.554 |
2.648 |
|
| S4 |
2.440 |
2.486 |
2.630 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.299 |
3.193 |
2.783 |
|
| R3 |
3.089 |
2.983 |
2.725 |
|
| R2 |
2.879 |
2.879 |
2.706 |
|
| R1 |
2.773 |
2.773 |
2.686 |
2.721 |
| PP |
2.669 |
2.669 |
2.669 |
2.643 |
| S1 |
2.563 |
2.563 |
2.648 |
2.511 |
| S2 |
2.459 |
2.459 |
2.629 |
|
| S3 |
2.249 |
2.353 |
2.609 |
|
| S4 |
2.039 |
2.143 |
2.552 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.775 |
2.565 |
0.210 |
7.9% |
0.070 |
2.6% |
49% |
False |
False |
11,715 |
| 10 |
3.040 |
2.565 |
0.475 |
17.8% |
0.084 |
3.2% |
21% |
False |
False |
10,007 |
| 20 |
3.137 |
2.565 |
0.572 |
21.4% |
0.092 |
3.4% |
18% |
False |
False |
10,854 |
| 40 |
3.148 |
2.565 |
0.583 |
21.9% |
0.118 |
4.4% |
17% |
False |
False |
11,675 |
| 60 |
3.560 |
2.565 |
0.995 |
37.3% |
0.105 |
4.0% |
10% |
False |
False |
8,739 |
| 80 |
3.927 |
2.565 |
1.362 |
51.1% |
0.099 |
3.7% |
7% |
False |
False |
7,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.956 |
|
2.618 |
2.845 |
|
1.618 |
2.777 |
|
1.000 |
2.735 |
|
0.618 |
2.709 |
|
HIGH |
2.667 |
|
0.618 |
2.641 |
|
0.500 |
2.633 |
|
0.382 |
2.625 |
|
LOW |
2.599 |
|
0.618 |
2.557 |
|
1.000 |
2.531 |
|
1.618 |
2.489 |
|
2.618 |
2.421 |
|
4.250 |
2.310 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.656 |
2.650 |
| PP |
2.644 |
2.633 |
| S1 |
2.633 |
2.616 |
|