NYMEX Natural Gas Future October 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 |
2.730 |
2.690 |
-0.040 |
-1.5% |
3.056 |
| High |
2.732 |
2.712 |
-0.020 |
-0.7% |
3.104 |
| Low |
2.668 |
2.635 |
-0.033 |
-1.2% |
2.827 |
| Close |
2.692 |
2.681 |
-0.011 |
-0.4% |
2.872 |
| Range |
0.064 |
0.077 |
0.013 |
20.3% |
0.277 |
| ATR |
0.114 |
0.112 |
-0.003 |
-2.3% |
0.000 |
| Volume |
27,859 |
24,052 |
-3,807 |
-13.7% |
99,207 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.907 |
2.871 |
2.723 |
|
| R3 |
2.830 |
2.794 |
2.702 |
|
| R2 |
2.753 |
2.753 |
2.695 |
|
| R1 |
2.717 |
2.717 |
2.688 |
2.697 |
| PP |
2.676 |
2.676 |
2.676 |
2.666 |
| S1 |
2.640 |
2.640 |
2.674 |
2.620 |
| S2 |
2.599 |
2.599 |
2.667 |
|
| S3 |
2.522 |
2.563 |
2.660 |
|
| S4 |
2.445 |
2.486 |
2.639 |
|
|
| 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 |
3.039 |
|
2.618 |
2.914 |
|
1.618 |
2.837 |
|
1.000 |
2.789 |
|
0.618 |
2.760 |
|
HIGH |
2.712 |
|
0.618 |
2.683 |
|
0.500 |
2.674 |
|
0.382 |
2.664 |
|
LOW |
2.635 |
|
0.618 |
2.587 |
|
1.000 |
2.558 |
|
1.618 |
2.510 |
|
2.618 |
2.433 |
|
4.250 |
2.308 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.679 |
2.713 |
| PP |
2.676 |
2.702 |
| S1 |
2.674 |
2.692 |
|