NYMEX Natural Gas Future October 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 |
2.690 |
2.690 |
0.000 |
0.0% |
2.830 |
| High |
2.712 |
2.743 |
0.031 |
1.1% |
2.837 |
| Low |
2.635 |
2.671 |
0.036 |
1.4% |
2.635 |
| Close |
2.681 |
2.743 |
0.062 |
2.3% |
2.743 |
| Range |
0.077 |
0.072 |
-0.005 |
-6.5% |
0.202 |
| ATR |
0.112 |
0.109 |
-0.003 |
-2.5% |
0.000 |
| Volume |
24,052 |
26,824 |
2,772 |
11.5% |
113,982 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.935 |
2.911 |
2.783 |
|
| R3 |
2.863 |
2.839 |
2.763 |
|
| R2 |
2.791 |
2.791 |
2.756 |
|
| R1 |
2.767 |
2.767 |
2.750 |
2.779 |
| PP |
2.719 |
2.719 |
2.719 |
2.725 |
| S1 |
2.695 |
2.695 |
2.736 |
2.707 |
| S2 |
2.647 |
2.647 |
2.730 |
|
| S3 |
2.575 |
2.623 |
2.723 |
|
| S4 |
2.503 |
2.551 |
2.703 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.344 |
3.246 |
2.854 |
|
| R3 |
3.142 |
3.044 |
2.799 |
|
| R2 |
2.940 |
2.940 |
2.780 |
|
| R1 |
2.842 |
2.842 |
2.762 |
2.790 |
| PP |
2.738 |
2.738 |
2.738 |
2.713 |
| S1 |
2.640 |
2.640 |
2.724 |
2.588 |
| S2 |
2.536 |
2.536 |
2.706 |
|
| S3 |
2.334 |
2.438 |
2.687 |
|
| S4 |
2.132 |
2.236 |
2.632 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.049 |
|
2.618 |
2.931 |
|
1.618 |
2.859 |
|
1.000 |
2.815 |
|
0.618 |
2.787 |
|
HIGH |
2.743 |
|
0.618 |
2.715 |
|
0.500 |
2.707 |
|
0.382 |
2.699 |
|
LOW |
2.671 |
|
0.618 |
2.627 |
|
1.000 |
2.599 |
|
1.618 |
2.555 |
|
2.618 |
2.483 |
|
4.250 |
2.365 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.731 |
2.725 |
| PP |
2.719 |
2.707 |
| S1 |
2.707 |
2.689 |
|