NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 01-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.644 |
2.677 |
0.033 |
1.2% |
2.907 |
| High |
2.720 |
2.691 |
-0.029 |
-1.1% |
2.945 |
| Low |
2.614 |
2.559 |
-0.055 |
-2.1% |
2.781 |
| Close |
2.710 |
2.579 |
-0.131 |
-4.8% |
2.808 |
| Range |
0.106 |
0.132 |
0.026 |
24.5% |
0.164 |
| ATR |
0.131 |
0.132 |
0.001 |
1.1% |
0.000 |
| Volume |
40,662 |
54,096 |
13,434 |
33.0% |
162,109 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.006 |
2.924 |
2.652 |
|
| R3 |
2.874 |
2.792 |
2.615 |
|
| R2 |
2.742 |
2.742 |
2.603 |
|
| R1 |
2.660 |
2.660 |
2.591 |
2.635 |
| PP |
2.610 |
2.610 |
2.610 |
2.597 |
| S1 |
2.528 |
2.528 |
2.567 |
2.503 |
| S2 |
2.478 |
2.478 |
2.555 |
|
| S3 |
2.346 |
2.396 |
2.543 |
|
| S4 |
2.214 |
2.264 |
2.506 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.337 |
3.236 |
2.898 |
|
| R3 |
3.173 |
3.072 |
2.853 |
|
| R2 |
3.009 |
3.009 |
2.838 |
|
| R1 |
2.908 |
2.908 |
2.823 |
2.877 |
| PP |
2.845 |
2.845 |
2.845 |
2.829 |
| S1 |
2.744 |
2.744 |
2.793 |
2.713 |
| S2 |
2.681 |
2.681 |
2.778 |
|
| S3 |
2.517 |
2.580 |
2.763 |
|
| S4 |
2.353 |
2.416 |
2.718 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.891 |
2.559 |
0.332 |
12.9% |
0.121 |
4.7% |
6% |
False |
True |
36,803 |
| 10 |
2.961 |
2.559 |
0.402 |
15.6% |
0.126 |
4.9% |
5% |
False |
True |
44,315 |
| 20 |
2.961 |
2.559 |
0.402 |
15.6% |
0.128 |
5.0% |
5% |
False |
True |
56,768 |
| 40 |
3.259 |
2.527 |
0.732 |
28.4% |
0.136 |
5.3% |
7% |
False |
False |
46,029 |
| 60 |
3.681 |
2.527 |
1.154 |
44.7% |
0.119 |
4.6% |
5% |
False |
False |
33,923 |
| 80 |
3.951 |
2.527 |
1.424 |
55.2% |
0.111 |
4.3% |
4% |
False |
False |
27,303 |
| 100 |
4.121 |
2.527 |
1.594 |
61.8% |
0.108 |
4.2% |
3% |
False |
False |
22,746 |
| 120 |
4.440 |
2.527 |
1.913 |
74.2% |
0.103 |
4.0% |
3% |
False |
False |
19,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.252 |
|
2.618 |
3.037 |
|
1.618 |
2.905 |
|
1.000 |
2.823 |
|
0.618 |
2.773 |
|
HIGH |
2.691 |
|
0.618 |
2.641 |
|
0.500 |
2.625 |
|
0.382 |
2.609 |
|
LOW |
2.559 |
|
0.618 |
2.477 |
|
1.000 |
2.427 |
|
1.618 |
2.345 |
|
2.618 |
2.213 |
|
4.250 |
1.998 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.625 |
2.648 |
| PP |
2.610 |
2.625 |
| S1 |
2.594 |
2.602 |
|