NYMEX Natural Gas Future September 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 |
2.706 |
2.673 |
-0.033 |
-1.2% |
2.998 |
| High |
2.735 |
2.673 |
-0.062 |
-2.3% |
3.048 |
| Low |
2.681 |
2.612 |
-0.069 |
-2.6% |
2.773 |
| Close |
2.693 |
2.636 |
-0.057 |
-2.1% |
2.817 |
| Range |
0.054 |
0.061 |
0.007 |
13.0% |
0.275 |
| ATR |
0.111 |
0.109 |
-0.002 |
-1.9% |
0.000 |
| Volume |
11,316 |
8,496 |
-2,820 |
-24.9% |
47,603 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.823 |
2.791 |
2.670 |
|
| R3 |
2.762 |
2.730 |
2.653 |
|
| R2 |
2.701 |
2.701 |
2.647 |
|
| R1 |
2.669 |
2.669 |
2.642 |
2.655 |
| PP |
2.640 |
2.640 |
2.640 |
2.633 |
| S1 |
2.608 |
2.608 |
2.630 |
2.594 |
| S2 |
2.579 |
2.579 |
2.625 |
|
| S3 |
2.518 |
2.547 |
2.619 |
|
| S4 |
2.457 |
2.486 |
2.602 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.868 |
2.612 |
0.256 |
9.7% |
0.062 |
2.4% |
9% |
False |
True |
10,022 |
| 10 |
3.140 |
2.612 |
0.528 |
20.0% |
0.085 |
3.2% |
5% |
False |
True |
9,743 |
| 20 |
3.143 |
2.612 |
0.531 |
20.1% |
0.095 |
3.6% |
5% |
False |
True |
10,921 |
| 40 |
3.335 |
2.612 |
0.723 |
27.4% |
0.121 |
4.6% |
3% |
False |
True |
10,575 |
| 60 |
3.676 |
2.612 |
1.064 |
40.4% |
0.106 |
4.0% |
2% |
False |
True |
8,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.932 |
|
2.618 |
2.833 |
|
1.618 |
2.772 |
|
1.000 |
2.734 |
|
0.618 |
2.711 |
|
HIGH |
2.673 |
|
0.618 |
2.650 |
|
0.500 |
2.643 |
|
0.382 |
2.635 |
|
LOW |
2.612 |
|
0.618 |
2.574 |
|
1.000 |
2.551 |
|
1.618 |
2.513 |
|
2.618 |
2.452 |
|
4.250 |
2.353 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.643 |
2.695 |
| PP |
2.640 |
2.675 |
| S1 |
2.638 |
2.656 |
|