NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 01-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.892 |
2.932 |
0.040 |
1.4% |
3.145 |
| High |
2.955 |
2.934 |
-0.021 |
-0.7% |
3.198 |
| Low |
2.858 |
2.827 |
-0.031 |
-1.1% |
3.039 |
| Close |
2.953 |
2.846 |
-0.107 |
-3.6% |
3.071 |
| Range |
0.097 |
0.107 |
0.010 |
10.3% |
0.159 |
| ATR |
0.128 |
0.128 |
0.000 |
-0.1% |
0.000 |
| Volume |
14,917 |
22,434 |
7,517 |
50.4% |
91,130 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.190 |
3.125 |
2.905 |
|
| R3 |
3.083 |
3.018 |
2.875 |
|
| R2 |
2.976 |
2.976 |
2.866 |
|
| R1 |
2.911 |
2.911 |
2.856 |
2.890 |
| PP |
2.869 |
2.869 |
2.869 |
2.859 |
| S1 |
2.804 |
2.804 |
2.836 |
2.783 |
| S2 |
2.762 |
2.762 |
2.826 |
|
| S3 |
2.655 |
2.697 |
2.817 |
|
| S4 |
2.548 |
2.590 |
2.787 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.580 |
3.484 |
3.158 |
|
| R3 |
3.421 |
3.325 |
3.115 |
|
| R2 |
3.262 |
3.262 |
3.100 |
|
| R1 |
3.166 |
3.166 |
3.086 |
3.135 |
| PP |
3.103 |
3.103 |
3.103 |
3.087 |
| S1 |
3.007 |
3.007 |
3.056 |
2.976 |
| S2 |
2.944 |
2.944 |
3.042 |
|
| S3 |
2.785 |
2.848 |
3.027 |
|
| S4 |
2.626 |
2.689 |
2.984 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.389 |
|
2.618 |
3.214 |
|
1.618 |
3.107 |
|
1.000 |
3.041 |
|
0.618 |
3.000 |
|
HIGH |
2.934 |
|
0.618 |
2.893 |
|
0.500 |
2.881 |
|
0.382 |
2.868 |
|
LOW |
2.827 |
|
0.618 |
2.761 |
|
1.000 |
2.720 |
|
1.618 |
2.654 |
|
2.618 |
2.547 |
|
4.250 |
2.372 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.881 |
2.906 |
| PP |
2.869 |
2.886 |
| S1 |
2.858 |
2.866 |
|