NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.830 |
2.765 |
-0.065 |
-2.3% |
3.056 |
| High |
2.837 |
2.790 |
-0.047 |
-1.7% |
3.104 |
| Low |
2.761 |
2.731 |
-0.030 |
-1.1% |
2.827 |
| Close |
2.768 |
2.748 |
-0.020 |
-0.7% |
2.872 |
| Range |
0.076 |
0.059 |
-0.017 |
-22.4% |
0.277 |
| ATR |
0.121 |
0.117 |
-0.004 |
-3.7% |
0.000 |
| Volume |
18,634 |
16,613 |
-2,021 |
-10.8% |
99,207 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.933 |
2.900 |
2.780 |
|
| R3 |
2.874 |
2.841 |
2.764 |
|
| R2 |
2.815 |
2.815 |
2.759 |
|
| R1 |
2.782 |
2.782 |
2.753 |
2.769 |
| PP |
2.756 |
2.756 |
2.756 |
2.750 |
| S1 |
2.723 |
2.723 |
2.743 |
2.710 |
| S2 |
2.697 |
2.697 |
2.737 |
|
| S3 |
2.638 |
2.664 |
2.732 |
|
| S4 |
2.579 |
2.605 |
2.716 |
|
|
| 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 |
3.041 |
|
2.618 |
2.944 |
|
1.618 |
2.885 |
|
1.000 |
2.849 |
|
0.618 |
2.826 |
|
HIGH |
2.790 |
|
0.618 |
2.767 |
|
0.500 |
2.761 |
|
0.382 |
2.754 |
|
LOW |
2.731 |
|
0.618 |
2.695 |
|
1.000 |
2.672 |
|
1.618 |
2.636 |
|
2.618 |
2.577 |
|
4.250 |
2.480 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.761 |
2.813 |
| PP |
2.756 |
2.791 |
| S1 |
2.752 |
2.770 |
|