NYMEX Natural Gas Future November 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 |
3.023 |
3.000 |
-0.023 |
-0.8% |
3.216 |
| High |
3.063 |
3.004 |
-0.059 |
-1.9% |
3.270 |
| Low |
3.023 |
2.943 |
-0.080 |
-2.6% |
3.005 |
| Close |
3.050 |
2.952 |
-0.098 |
-3.2% |
3.050 |
| Range |
0.040 |
0.061 |
0.021 |
52.5% |
0.265 |
| ATR |
0.095 |
0.096 |
0.001 |
0.9% |
0.000 |
| Volume |
4,406 |
5,158 |
752 |
17.1% |
18,476 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.149 |
3.112 |
2.986 |
|
| R3 |
3.088 |
3.051 |
2.969 |
|
| R2 |
3.027 |
3.027 |
2.963 |
|
| R1 |
2.990 |
2.990 |
2.958 |
2.978 |
| PP |
2.966 |
2.966 |
2.966 |
2.961 |
| S1 |
2.929 |
2.929 |
2.946 |
2.917 |
| S2 |
2.905 |
2.905 |
2.941 |
|
| S3 |
2.844 |
2.868 |
2.935 |
|
| S4 |
2.783 |
2.807 |
2.918 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.903 |
3.742 |
3.196 |
|
| R3 |
3.638 |
3.477 |
3.123 |
|
| R2 |
3.373 |
3.373 |
3.099 |
|
| R1 |
3.212 |
3.212 |
3.074 |
3.160 |
| PP |
3.108 |
3.108 |
3.108 |
3.083 |
| S1 |
2.947 |
2.947 |
3.026 |
2.895 |
| S2 |
2.843 |
2.843 |
3.001 |
|
| S3 |
2.578 |
2.682 |
2.977 |
|
| S4 |
2.313 |
2.417 |
2.904 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.263 |
|
2.618 |
3.164 |
|
1.618 |
3.103 |
|
1.000 |
3.065 |
|
0.618 |
3.042 |
|
HIGH |
3.004 |
|
0.618 |
2.981 |
|
0.500 |
2.974 |
|
0.382 |
2.966 |
|
LOW |
2.943 |
|
0.618 |
2.905 |
|
1.000 |
2.882 |
|
1.618 |
2.844 |
|
2.618 |
2.783 |
|
4.250 |
2.684 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.974 |
3.024 |
| PP |
2.966 |
3.000 |
| S1 |
2.959 |
2.976 |
|