NYMEX Natural Gas Future May 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 |
2.598 |
2.550 |
-0.048 |
-1.8% |
2.781 |
| High |
2.621 |
2.561 |
-0.060 |
-2.3% |
2.849 |
| Low |
2.578 |
2.466 |
-0.112 |
-4.3% |
2.559 |
| Close |
2.600 |
2.472 |
-0.128 |
-4.9% |
2.600 |
| Range |
0.043 |
0.095 |
0.052 |
120.9% |
0.290 |
| ATR |
0.126 |
0.126 |
0.001 |
0.5% |
0.000 |
| Volume |
58,682 |
36,208 |
-22,474 |
-38.3% |
214,309 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.785 |
2.723 |
2.524 |
|
| R3 |
2.690 |
2.628 |
2.498 |
|
| R2 |
2.595 |
2.595 |
2.489 |
|
| R1 |
2.533 |
2.533 |
2.481 |
2.517 |
| PP |
2.500 |
2.500 |
2.500 |
2.491 |
| S1 |
2.438 |
2.438 |
2.463 |
2.422 |
| S2 |
2.405 |
2.405 |
2.455 |
|
| S3 |
2.310 |
2.343 |
2.446 |
|
| S4 |
2.215 |
2.248 |
2.420 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.539 |
3.360 |
2.760 |
|
| R3 |
3.249 |
3.070 |
2.680 |
|
| R2 |
2.959 |
2.959 |
2.653 |
|
| R1 |
2.780 |
2.780 |
2.627 |
2.725 |
| PP |
2.669 |
2.669 |
2.669 |
2.642 |
| S1 |
2.490 |
2.490 |
2.573 |
2.435 |
| S2 |
2.379 |
2.379 |
2.547 |
|
| S3 |
2.089 |
2.200 |
2.520 |
|
| S4 |
1.799 |
1.910 |
2.441 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.737 |
2.466 |
0.271 |
11.0% |
0.099 |
4.0% |
2% |
False |
True |
43,941 |
| 10 |
2.945 |
2.466 |
0.479 |
19.4% |
0.111 |
4.5% |
1% |
False |
True |
41,262 |
| 20 |
2.961 |
2.466 |
0.495 |
20.0% |
0.117 |
4.7% |
1% |
False |
True |
57,133 |
| 40 |
3.220 |
2.466 |
0.754 |
30.5% |
0.132 |
5.4% |
1% |
False |
True |
47,417 |
| 60 |
3.655 |
2.466 |
1.189 |
48.1% |
0.118 |
4.8% |
1% |
False |
True |
35,230 |
| 80 |
3.888 |
2.466 |
1.422 |
57.5% |
0.111 |
4.5% |
0% |
False |
True |
28,367 |
| 100 |
4.121 |
2.466 |
1.655 |
66.9% |
0.108 |
4.4% |
0% |
False |
True |
23,618 |
| 120 |
4.440 |
2.466 |
1.974 |
79.9% |
0.103 |
4.2% |
0% |
False |
True |
20,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.965 |
|
2.618 |
2.810 |
|
1.618 |
2.715 |
|
1.000 |
2.656 |
|
0.618 |
2.620 |
|
HIGH |
2.561 |
|
0.618 |
2.525 |
|
0.500 |
2.514 |
|
0.382 |
2.502 |
|
LOW |
2.466 |
|
0.618 |
2.407 |
|
1.000 |
2.371 |
|
1.618 |
2.312 |
|
2.618 |
2.217 |
|
4.250 |
2.062 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.514 |
2.579 |
| PP |
2.500 |
2.543 |
| S1 |
2.486 |
2.508 |
|