NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.593 |
2.472 |
-0.121 |
-4.7% |
2.672 |
| High |
2.597 |
2.505 |
-0.092 |
-3.5% |
2.742 |
| Low |
2.444 |
2.461 |
0.017 |
0.7% |
2.444 |
| Close |
2.463 |
2.484 |
0.021 |
0.9% |
2.484 |
| Range |
0.153 |
0.044 |
-0.109 |
-71.2% |
0.298 |
| ATR |
0.138 |
0.131 |
-0.007 |
-4.9% |
0.000 |
| Volume |
154,649 |
81,294 |
-73,355 |
-47.4% |
612,126 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.615 |
2.594 |
2.508 |
|
| R3 |
2.571 |
2.550 |
2.496 |
|
| R2 |
2.527 |
2.527 |
2.492 |
|
| R1 |
2.506 |
2.506 |
2.488 |
2.517 |
| PP |
2.483 |
2.483 |
2.483 |
2.489 |
| S1 |
2.462 |
2.462 |
2.480 |
2.473 |
| S2 |
2.439 |
2.439 |
2.476 |
|
| S3 |
2.395 |
2.418 |
2.472 |
|
| S4 |
2.351 |
2.374 |
2.460 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.451 |
3.265 |
2.648 |
|
| R3 |
3.153 |
2.967 |
2.566 |
|
| R2 |
2.855 |
2.855 |
2.539 |
|
| R1 |
2.669 |
2.669 |
2.511 |
2.613 |
| PP |
2.557 |
2.557 |
2.557 |
2.529 |
| S1 |
2.371 |
2.371 |
2.457 |
2.315 |
| S2 |
2.259 |
2.259 |
2.429 |
|
| S3 |
1.961 |
2.073 |
2.402 |
|
| S4 |
1.663 |
1.775 |
2.320 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.742 |
2.444 |
0.298 |
12.0% |
0.116 |
4.7% |
13% |
False |
False |
122,425 |
| 10 |
2.862 |
2.444 |
0.418 |
16.8% |
0.125 |
5.0% |
10% |
False |
False |
101,910 |
| 20 |
2.862 |
2.444 |
0.418 |
16.8% |
0.122 |
4.9% |
10% |
False |
False |
97,028 |
| 40 |
3.208 |
2.438 |
0.770 |
31.0% |
0.140 |
5.6% |
6% |
False |
False |
82,571 |
| 60 |
3.616 |
2.438 |
1.178 |
47.4% |
0.123 |
5.0% |
4% |
False |
False |
64,502 |
| 80 |
3.871 |
2.438 |
1.433 |
57.7% |
0.118 |
4.8% |
3% |
False |
False |
54,124 |
| 100 |
4.092 |
2.438 |
1.654 |
66.6% |
0.114 |
4.6% |
3% |
False |
False |
47,234 |
| 120 |
4.414 |
2.438 |
1.976 |
79.5% |
0.108 |
4.4% |
2% |
False |
False |
41,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.692 |
|
2.618 |
2.620 |
|
1.618 |
2.576 |
|
1.000 |
2.549 |
|
0.618 |
2.532 |
|
HIGH |
2.505 |
|
0.618 |
2.488 |
|
0.500 |
2.483 |
|
0.382 |
2.478 |
|
LOW |
2.461 |
|
0.618 |
2.434 |
|
1.000 |
2.417 |
|
1.618 |
2.390 |
|
2.618 |
2.346 |
|
4.250 |
2.274 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.484 |
2.535 |
| PP |
2.483 |
2.518 |
| S1 |
2.483 |
2.501 |
|