NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.869 |
2.830 |
-0.039 |
-1.4% |
3.056 |
| High |
2.894 |
2.837 |
-0.057 |
-2.0% |
3.104 |
| Low |
2.844 |
2.761 |
-0.083 |
-2.9% |
2.827 |
| Close |
2.872 |
2.768 |
-0.104 |
-3.6% |
2.872 |
| Range |
0.050 |
0.076 |
0.026 |
52.0% |
0.277 |
| ATR |
0.122 |
0.121 |
-0.001 |
-0.7% |
0.000 |
| Volume |
22,935 |
18,634 |
-4,301 |
-18.8% |
99,207 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.017 |
2.968 |
2.810 |
|
| R3 |
2.941 |
2.892 |
2.789 |
|
| R2 |
2.865 |
2.865 |
2.782 |
|
| R1 |
2.816 |
2.816 |
2.775 |
2.803 |
| PP |
2.789 |
2.789 |
2.789 |
2.782 |
| S1 |
2.740 |
2.740 |
2.761 |
2.727 |
| S2 |
2.713 |
2.713 |
2.754 |
|
| S3 |
2.637 |
2.664 |
2.747 |
|
| S4 |
2.561 |
2.588 |
2.726 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.765 |
3.596 |
3.024 |
|
| R3 |
3.488 |
3.319 |
2.948 |
|
| R2 |
3.211 |
3.211 |
2.923 |
|
| R1 |
3.042 |
3.042 |
2.897 |
2.988 |
| PP |
2.934 |
2.934 |
2.934 |
2.908 |
| S1 |
2.765 |
2.765 |
2.847 |
2.711 |
| S2 |
2.657 |
2.657 |
2.821 |
|
| S3 |
2.380 |
2.488 |
2.796 |
|
| S4 |
2.103 |
2.211 |
2.720 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.160 |
|
2.618 |
3.036 |
|
1.618 |
2.960 |
|
1.000 |
2.913 |
|
0.618 |
2.884 |
|
HIGH |
2.837 |
|
0.618 |
2.808 |
|
0.500 |
2.799 |
|
0.382 |
2.790 |
|
LOW |
2.761 |
|
0.618 |
2.714 |
|
1.000 |
2.685 |
|
1.618 |
2.638 |
|
2.618 |
2.562 |
|
4.250 |
2.438 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.799 |
2.848 |
| PP |
2.789 |
2.821 |
| S1 |
2.778 |
2.795 |
|