NYMEX Natural Gas Future July 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 |
2.833 |
2.758 |
-0.075 |
-2.6% |
2.955 |
| High |
2.837 |
2.788 |
-0.049 |
-1.7% |
3.006 |
| Low |
2.721 |
2.750 |
0.029 |
1.1% |
2.721 |
| Close |
2.744 |
2.773 |
0.029 |
1.1% |
2.773 |
| Range |
0.116 |
0.038 |
-0.078 |
-67.2% |
0.285 |
| ATR |
0.124 |
0.118 |
-0.006 |
-4.6% |
0.000 |
| Volume |
17,063 |
21,672 |
4,609 |
27.0% |
75,064 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.884 |
2.867 |
2.794 |
|
| R3 |
2.846 |
2.829 |
2.783 |
|
| R2 |
2.808 |
2.808 |
2.780 |
|
| R1 |
2.791 |
2.791 |
2.776 |
2.800 |
| PP |
2.770 |
2.770 |
2.770 |
2.775 |
| S1 |
2.753 |
2.753 |
2.770 |
2.762 |
| S2 |
2.732 |
2.732 |
2.766 |
|
| S3 |
2.694 |
2.715 |
2.763 |
|
| S4 |
2.656 |
2.677 |
2.752 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.688 |
3.516 |
2.930 |
|
| R3 |
3.403 |
3.231 |
2.851 |
|
| R2 |
3.118 |
3.118 |
2.825 |
|
| R1 |
2.946 |
2.946 |
2.799 |
2.890 |
| PP |
2.833 |
2.833 |
2.833 |
2.805 |
| S1 |
2.661 |
2.661 |
2.747 |
2.605 |
| S2 |
2.548 |
2.548 |
2.721 |
|
| S3 |
2.263 |
2.376 |
2.695 |
|
| S4 |
1.978 |
2.091 |
2.616 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.006 |
2.721 |
0.285 |
10.3% |
0.103 |
3.7% |
18% |
False |
False |
15,012 |
| 10 |
3.104 |
2.721 |
0.383 |
13.8% |
0.112 |
4.1% |
14% |
False |
False |
16,594 |
| 20 |
3.104 |
2.721 |
0.383 |
13.8% |
0.109 |
3.9% |
14% |
False |
False |
20,417 |
| 40 |
3.368 |
2.643 |
0.725 |
26.1% |
0.126 |
4.6% |
18% |
False |
False |
18,312 |
| 60 |
3.752 |
2.643 |
1.109 |
40.0% |
0.110 |
4.0% |
12% |
False |
False |
13,483 |
| 80 |
3.989 |
2.643 |
1.346 |
48.5% |
0.104 |
3.8% |
10% |
False |
False |
10,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.950 |
|
2.618 |
2.887 |
|
1.618 |
2.849 |
|
1.000 |
2.826 |
|
0.618 |
2.811 |
|
HIGH |
2.788 |
|
0.618 |
2.773 |
|
0.500 |
2.769 |
|
0.382 |
2.765 |
|
LOW |
2.750 |
|
0.618 |
2.727 |
|
1.000 |
2.712 |
|
1.618 |
2.689 |
|
2.618 |
2.651 |
|
4.250 |
2.589 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.772 |
2.790 |
| PP |
2.770 |
2.784 |
| S1 |
2.769 |
2.779 |
|