NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.612 |
2.577 |
-0.035 |
-1.3% |
2.955 |
| High |
2.618 |
2.595 |
-0.023 |
-0.9% |
3.006 |
| Low |
2.552 |
2.518 |
-0.034 |
-1.3% |
2.721 |
| Close |
2.574 |
2.558 |
-0.016 |
-0.6% |
2.773 |
| Range |
0.066 |
0.077 |
0.011 |
16.7% |
0.285 |
| ATR |
0.112 |
0.110 |
-0.003 |
-2.2% |
0.000 |
| Volume |
21,816 |
28,807 |
6,991 |
32.0% |
75,064 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.788 |
2.750 |
2.600 |
|
| R3 |
2.711 |
2.673 |
2.579 |
|
| R2 |
2.634 |
2.634 |
2.572 |
|
| R1 |
2.596 |
2.596 |
2.565 |
2.577 |
| PP |
2.557 |
2.557 |
2.557 |
2.547 |
| S1 |
2.519 |
2.519 |
2.551 |
2.500 |
| S2 |
2.480 |
2.480 |
2.544 |
|
| S3 |
2.403 |
2.442 |
2.537 |
|
| S4 |
2.326 |
2.365 |
2.516 |
|
|
| 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 |
2.788 |
2.518 |
0.270 |
10.6% |
0.069 |
2.7% |
15% |
False |
True |
24,398 |
| 10 |
3.060 |
2.518 |
0.542 |
21.2% |
0.093 |
3.6% |
7% |
False |
True |
19,081 |
| 20 |
3.104 |
2.518 |
0.586 |
22.9% |
0.100 |
3.9% |
7% |
False |
True |
20,398 |
| 40 |
3.207 |
2.518 |
0.689 |
26.9% |
0.124 |
4.8% |
6% |
False |
True |
20,100 |
| 60 |
3.537 |
2.518 |
1.019 |
39.8% |
0.109 |
4.3% |
4% |
False |
True |
14,810 |
| 80 |
3.901 |
2.518 |
1.383 |
54.1% |
0.103 |
4.0% |
3% |
False |
True |
11,915 |
| 100 |
4.201 |
2.518 |
1.683 |
65.8% |
0.101 |
3.9% |
2% |
False |
True |
9,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.922 |
|
2.618 |
2.797 |
|
1.618 |
2.720 |
|
1.000 |
2.672 |
|
0.618 |
2.643 |
|
HIGH |
2.595 |
|
0.618 |
2.566 |
|
0.500 |
2.557 |
|
0.382 |
2.547 |
|
LOW |
2.518 |
|
0.618 |
2.470 |
|
1.000 |
2.441 |
|
1.618 |
2.393 |
|
2.618 |
2.316 |
|
4.250 |
2.191 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.558 |
2.600 |
| PP |
2.557 |
2.586 |
| S1 |
2.557 |
2.572 |
|