NYMEX Natural Gas Future July 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 |
2.758 |
2.750 |
-0.008 |
-0.3% |
2.955 |
| High |
2.788 |
2.750 |
-0.038 |
-1.4% |
3.006 |
| Low |
2.750 |
2.649 |
-0.101 |
-3.7% |
2.721 |
| Close |
2.773 |
2.657 |
-0.116 |
-4.2% |
2.773 |
| Range |
0.038 |
0.101 |
0.063 |
165.8% |
0.285 |
| ATR |
0.118 |
0.119 |
0.000 |
0.4% |
0.000 |
| Volume |
21,672 |
26,543 |
4,871 |
22.5% |
75,064 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.988 |
2.924 |
2.713 |
|
| R3 |
2.887 |
2.823 |
2.685 |
|
| R2 |
2.786 |
2.786 |
2.676 |
|
| R1 |
2.722 |
2.722 |
2.666 |
2.704 |
| PP |
2.685 |
2.685 |
2.685 |
2.676 |
| S1 |
2.621 |
2.621 |
2.648 |
2.603 |
| S2 |
2.584 |
2.584 |
2.638 |
|
| S3 |
2.483 |
2.520 |
2.629 |
|
| S4 |
2.382 |
2.419 |
2.601 |
|
|
| 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 |
2.890 |
2.649 |
0.241 |
9.1% |
0.095 |
3.6% |
3% |
False |
True |
18,678 |
| 10 |
3.097 |
2.649 |
0.448 |
16.9% |
0.105 |
4.0% |
2% |
False |
True |
17,039 |
| 20 |
3.104 |
2.649 |
0.455 |
17.1% |
0.109 |
4.1% |
2% |
False |
True |
20,544 |
| 40 |
3.327 |
2.643 |
0.684 |
25.7% |
0.125 |
4.7% |
2% |
False |
False |
18,805 |
| 60 |
3.752 |
2.643 |
1.109 |
41.7% |
0.111 |
4.2% |
1% |
False |
False |
13,824 |
| 80 |
3.969 |
2.643 |
1.326 |
49.9% |
0.104 |
3.9% |
1% |
False |
False |
11,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.179 |
|
2.618 |
3.014 |
|
1.618 |
2.913 |
|
1.000 |
2.851 |
|
0.618 |
2.812 |
|
HIGH |
2.750 |
|
0.618 |
2.711 |
|
0.500 |
2.700 |
|
0.382 |
2.688 |
|
LOW |
2.649 |
|
0.618 |
2.587 |
|
1.000 |
2.548 |
|
1.618 |
2.486 |
|
2.618 |
2.385 |
|
4.250 |
2.220 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.700 |
2.743 |
| PP |
2.685 |
2.714 |
| S1 |
2.671 |
2.686 |
|