NYMEX Natural Gas Future September 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 |
2.630 |
2.653 |
0.023 |
0.9% |
2.770 |
| High |
2.657 |
2.686 |
0.029 |
1.1% |
2.777 |
| Low |
2.579 |
2.615 |
0.036 |
1.4% |
2.579 |
| Close |
2.622 |
2.685 |
0.063 |
2.4% |
2.685 |
| Range |
0.078 |
0.071 |
-0.007 |
-9.0% |
0.198 |
| ATR |
0.107 |
0.104 |
-0.003 |
-2.4% |
0.000 |
| Volume |
19,819 |
15,868 |
-3,951 |
-19.9% |
63,313 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.875 |
2.851 |
2.724 |
|
| R3 |
2.804 |
2.780 |
2.705 |
|
| R2 |
2.733 |
2.733 |
2.698 |
|
| R1 |
2.709 |
2.709 |
2.692 |
2.721 |
| PP |
2.662 |
2.662 |
2.662 |
2.668 |
| S1 |
2.638 |
2.638 |
2.678 |
2.650 |
| S2 |
2.591 |
2.591 |
2.672 |
|
| S3 |
2.520 |
2.567 |
2.665 |
|
| S4 |
2.449 |
2.496 |
2.646 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.274 |
3.178 |
2.794 |
|
| R3 |
3.076 |
2.980 |
2.739 |
|
| R2 |
2.878 |
2.878 |
2.721 |
|
| R1 |
2.782 |
2.782 |
2.703 |
2.731 |
| PP |
2.680 |
2.680 |
2.680 |
2.655 |
| S1 |
2.584 |
2.584 |
2.667 |
2.533 |
| S2 |
2.482 |
2.482 |
2.649 |
|
| S3 |
2.284 |
2.386 |
2.631 |
|
| S4 |
2.086 |
2.188 |
2.576 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.777 |
2.579 |
0.198 |
7.4% |
0.067 |
2.5% |
54% |
False |
False |
12,662 |
| 10 |
3.048 |
2.579 |
0.469 |
17.5% |
0.078 |
2.9% |
23% |
False |
False |
11,091 |
| 20 |
3.143 |
2.579 |
0.564 |
21.0% |
0.091 |
3.4% |
19% |
False |
False |
11,473 |
| 40 |
3.170 |
2.579 |
0.591 |
22.0% |
0.117 |
4.3% |
18% |
False |
False |
11,051 |
| 60 |
3.568 |
2.579 |
0.989 |
36.8% |
0.106 |
3.9% |
11% |
False |
False |
8,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.988 |
|
2.618 |
2.872 |
|
1.618 |
2.801 |
|
1.000 |
2.757 |
|
0.618 |
2.730 |
|
HIGH |
2.686 |
|
0.618 |
2.659 |
|
0.500 |
2.651 |
|
0.382 |
2.642 |
|
LOW |
2.615 |
|
0.618 |
2.571 |
|
1.000 |
2.544 |
|
1.618 |
2.500 |
|
2.618 |
2.429 |
|
4.250 |
2.313 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.674 |
2.668 |
| PP |
2.662 |
2.650 |
| S1 |
2.651 |
2.633 |
|