NYMEX Natural Gas Future June 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 |
2.690 |
2.661 |
-0.029 |
-1.1% |
2.875 |
| High |
2.711 |
2.661 |
-0.050 |
-1.8% |
2.939 |
| Low |
2.671 |
2.564 |
-0.107 |
-4.0% |
2.650 |
| Close |
2.692 |
2.570 |
-0.122 |
-4.5% |
2.692 |
| Range |
0.040 |
0.097 |
0.057 |
142.5% |
0.289 |
| ATR |
0.121 |
0.121 |
0.001 |
0.4% |
0.000 |
| Volume |
33,417 |
34,295 |
878 |
2.6% |
118,037 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.889 |
2.827 |
2.623 |
|
| R3 |
2.792 |
2.730 |
2.597 |
|
| R2 |
2.695 |
2.695 |
2.588 |
|
| R1 |
2.633 |
2.633 |
2.579 |
2.616 |
| PP |
2.598 |
2.598 |
2.598 |
2.590 |
| S1 |
2.536 |
2.536 |
2.561 |
2.519 |
| S2 |
2.501 |
2.501 |
2.552 |
|
| S3 |
2.404 |
2.439 |
2.543 |
|
| S4 |
2.307 |
2.342 |
2.517 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.627 |
3.449 |
2.851 |
|
| R3 |
3.338 |
3.160 |
2.771 |
|
| R2 |
3.049 |
3.049 |
2.745 |
|
| R1 |
2.871 |
2.871 |
2.718 |
2.816 |
| PP |
2.760 |
2.760 |
2.760 |
2.733 |
| S1 |
2.582 |
2.582 |
2.666 |
2.527 |
| S2 |
2.471 |
2.471 |
2.639 |
|
| S3 |
2.182 |
2.293 |
2.613 |
|
| S4 |
1.893 |
2.004 |
2.533 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.823 |
2.564 |
0.259 |
10.1% |
0.095 |
3.7% |
2% |
False |
True |
27,197 |
| 10 |
3.035 |
2.564 |
0.471 |
18.3% |
0.108 |
4.2% |
1% |
False |
True |
24,242 |
| 20 |
3.040 |
2.564 |
0.476 |
18.5% |
0.112 |
4.4% |
1% |
False |
True |
26,831 |
| 40 |
3.268 |
2.564 |
0.704 |
27.4% |
0.128 |
5.0% |
1% |
False |
True |
24,266 |
| 60 |
3.686 |
2.564 |
1.122 |
43.7% |
0.114 |
4.4% |
1% |
False |
True |
17,880 |
| 80 |
3.923 |
2.564 |
1.359 |
52.9% |
0.108 |
4.2% |
0% |
False |
True |
14,449 |
| 100 |
4.157 |
2.564 |
1.593 |
62.0% |
0.104 |
4.0% |
0% |
False |
True |
11,951 |
| 120 |
4.478 |
2.564 |
1.914 |
74.5% |
0.099 |
3.9% |
0% |
False |
True |
10,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.073 |
|
2.618 |
2.915 |
|
1.618 |
2.818 |
|
1.000 |
2.758 |
|
0.618 |
2.721 |
|
HIGH |
2.661 |
|
0.618 |
2.624 |
|
0.500 |
2.613 |
|
0.382 |
2.601 |
|
LOW |
2.564 |
|
0.618 |
2.504 |
|
1.000 |
2.467 |
|
1.618 |
2.407 |
|
2.618 |
2.310 |
|
4.250 |
2.152 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.613 |
2.667 |
| PP |
2.598 |
2.635 |
| S1 |
2.584 |
2.602 |
|