NYMEX Natural Gas Future September 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 |
2.770 |
2.706 |
-0.064 |
-2.3% |
2.998 |
| High |
2.777 |
2.735 |
-0.042 |
-1.5% |
3.048 |
| Low |
2.704 |
2.681 |
-0.023 |
-0.9% |
2.773 |
| Close |
2.711 |
2.693 |
-0.018 |
-0.7% |
2.817 |
| Range |
0.073 |
0.054 |
-0.019 |
-26.0% |
0.275 |
| ATR |
0.115 |
0.111 |
-0.004 |
-3.8% |
0.000 |
| Volume |
7,814 |
11,316 |
3,502 |
44.8% |
47,603 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.865 |
2.833 |
2.723 |
|
| R3 |
2.811 |
2.779 |
2.708 |
|
| R2 |
2.757 |
2.757 |
2.703 |
|
| R1 |
2.725 |
2.725 |
2.698 |
2.714 |
| PP |
2.703 |
2.703 |
2.703 |
2.698 |
| S1 |
2.671 |
2.671 |
2.688 |
2.660 |
| S2 |
2.649 |
2.649 |
2.683 |
|
| S3 |
2.595 |
2.617 |
2.678 |
|
| S4 |
2.541 |
2.563 |
2.663 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.704 |
3.536 |
2.968 |
|
| R3 |
3.429 |
3.261 |
2.893 |
|
| R2 |
3.154 |
3.154 |
2.867 |
|
| R1 |
2.986 |
2.986 |
2.842 |
2.933 |
| PP |
2.879 |
2.879 |
2.879 |
2.853 |
| S1 |
2.711 |
2.711 |
2.792 |
2.658 |
| S2 |
2.604 |
2.604 |
2.767 |
|
| S3 |
2.329 |
2.436 |
2.741 |
|
| S4 |
2.054 |
2.161 |
2.666 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.965 |
|
2.618 |
2.876 |
|
1.618 |
2.822 |
|
1.000 |
2.789 |
|
0.618 |
2.768 |
|
HIGH |
2.735 |
|
0.618 |
2.714 |
|
0.500 |
2.708 |
|
0.382 |
2.702 |
|
LOW |
2.681 |
|
0.618 |
2.648 |
|
1.000 |
2.627 |
|
1.618 |
2.594 |
|
2.618 |
2.540 |
|
4.250 |
2.452 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.708 |
2.755 |
| PP |
2.703 |
2.734 |
| S1 |
2.698 |
2.714 |
|