NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.673 |
2.630 |
-0.043 |
-1.6% |
2.998 |
| High |
2.673 |
2.657 |
-0.016 |
-0.6% |
3.048 |
| Low |
2.612 |
2.579 |
-0.033 |
-1.3% |
2.773 |
| Close |
2.636 |
2.622 |
-0.014 |
-0.5% |
2.817 |
| Range |
0.061 |
0.078 |
0.017 |
27.9% |
0.275 |
| ATR |
0.109 |
0.107 |
-0.002 |
-2.0% |
0.000 |
| Volume |
8,496 |
19,819 |
11,323 |
133.3% |
47,603 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.853 |
2.816 |
2.665 |
|
| R3 |
2.775 |
2.738 |
2.643 |
|
| R2 |
2.697 |
2.697 |
2.636 |
|
| R1 |
2.660 |
2.660 |
2.629 |
2.640 |
| PP |
2.619 |
2.619 |
2.619 |
2.609 |
| S1 |
2.582 |
2.582 |
2.615 |
2.562 |
| S2 |
2.541 |
2.541 |
2.608 |
|
| S3 |
2.463 |
2.504 |
2.601 |
|
| S4 |
2.385 |
2.426 |
2.579 |
|
|
| 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 |
2.829 |
2.579 |
0.250 |
9.5% |
0.059 |
2.2% |
17% |
False |
True |
11,627 |
| 10 |
3.106 |
2.579 |
0.527 |
20.1% |
0.082 |
3.1% |
8% |
False |
True |
10,766 |
| 20 |
3.143 |
2.579 |
0.564 |
21.5% |
0.095 |
3.6% |
8% |
False |
True |
11,226 |
| 40 |
3.235 |
2.579 |
0.656 |
25.0% |
0.120 |
4.6% |
7% |
False |
True |
10,940 |
| 60 |
3.568 |
2.579 |
0.989 |
37.7% |
0.105 |
4.0% |
4% |
False |
True |
8,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.989 |
|
2.618 |
2.861 |
|
1.618 |
2.783 |
|
1.000 |
2.735 |
|
0.618 |
2.705 |
|
HIGH |
2.657 |
|
0.618 |
2.627 |
|
0.500 |
2.618 |
|
0.382 |
2.609 |
|
LOW |
2.579 |
|
0.618 |
2.531 |
|
1.000 |
2.501 |
|
1.618 |
2.453 |
|
2.618 |
2.375 |
|
4.250 |
2.248 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.621 |
2.657 |
| PP |
2.619 |
2.645 |
| S1 |
2.618 |
2.634 |
|