NYMEX Natural Gas Future November 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 |
3.000 |
2.940 |
-0.060 |
-2.0% |
3.216 |
| High |
3.004 |
2.971 |
-0.033 |
-1.1% |
3.270 |
| Low |
2.943 |
2.917 |
-0.026 |
-0.9% |
3.005 |
| Close |
2.952 |
2.925 |
-0.027 |
-0.9% |
3.050 |
| Range |
0.061 |
0.054 |
-0.007 |
-11.5% |
0.265 |
| ATR |
0.096 |
0.093 |
-0.003 |
-3.1% |
0.000 |
| Volume |
5,158 |
5,612 |
454 |
8.8% |
18,476 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.100 |
3.066 |
2.955 |
|
| R3 |
3.046 |
3.012 |
2.940 |
|
| R2 |
2.992 |
2.992 |
2.935 |
|
| R1 |
2.958 |
2.958 |
2.930 |
2.948 |
| PP |
2.938 |
2.938 |
2.938 |
2.933 |
| S1 |
2.904 |
2.904 |
2.920 |
2.894 |
| S2 |
2.884 |
2.884 |
2.915 |
|
| S3 |
2.830 |
2.850 |
2.910 |
|
| S4 |
2.776 |
2.796 |
2.895 |
|
|
| 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 |
3.201 |
|
2.618 |
3.112 |
|
1.618 |
3.058 |
|
1.000 |
3.025 |
|
0.618 |
3.004 |
|
HIGH |
2.971 |
|
0.618 |
2.950 |
|
0.500 |
2.944 |
|
0.382 |
2.938 |
|
LOW |
2.917 |
|
0.618 |
2.884 |
|
1.000 |
2.863 |
|
1.618 |
2.830 |
|
2.618 |
2.776 |
|
4.250 |
2.688 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.944 |
2.990 |
| PP |
2.938 |
2.968 |
| S1 |
2.931 |
2.947 |
|