NYMEX Natural Gas Future August 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 |
2.654 |
2.621 |
-0.033 |
-1.2% |
2.974 |
| High |
2.658 |
2.640 |
-0.018 |
-0.7% |
3.040 |
| Low |
2.596 |
2.565 |
-0.031 |
-1.2% |
2.760 |
| Close |
2.620 |
2.606 |
-0.014 |
-0.5% |
2.807 |
| Range |
0.062 |
0.075 |
0.013 |
21.0% |
0.280 |
| ATR |
0.110 |
0.107 |
-0.002 |
-2.3% |
0.000 |
| Volume |
7,810 |
17,418 |
9,608 |
123.0% |
41,501 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.829 |
2.792 |
2.647 |
|
| R3 |
2.754 |
2.717 |
2.627 |
|
| R2 |
2.679 |
2.679 |
2.620 |
|
| R1 |
2.642 |
2.642 |
2.613 |
2.623 |
| PP |
2.604 |
2.604 |
2.604 |
2.594 |
| S1 |
2.567 |
2.567 |
2.599 |
2.548 |
| S2 |
2.529 |
2.529 |
2.592 |
|
| S3 |
2.454 |
2.492 |
2.585 |
|
| S4 |
2.379 |
2.417 |
2.565 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.709 |
3.538 |
2.961 |
|
| R3 |
3.429 |
3.258 |
2.884 |
|
| R2 |
3.149 |
3.149 |
2.858 |
|
| R1 |
2.978 |
2.978 |
2.833 |
2.924 |
| PP |
2.869 |
2.869 |
2.869 |
2.842 |
| S1 |
2.698 |
2.698 |
2.781 |
2.644 |
| S2 |
2.589 |
2.589 |
2.756 |
|
| S3 |
2.309 |
2.418 |
2.730 |
|
| S4 |
2.029 |
2.138 |
2.653 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.824 |
2.565 |
0.259 |
9.9% |
0.064 |
2.4% |
16% |
False |
True |
11,006 |
| 10 |
3.097 |
2.565 |
0.532 |
20.4% |
0.088 |
3.4% |
8% |
False |
True |
9,507 |
| 20 |
3.137 |
2.565 |
0.572 |
21.9% |
0.097 |
3.7% |
7% |
False |
True |
11,139 |
| 40 |
3.232 |
2.565 |
0.667 |
25.6% |
0.121 |
4.6% |
6% |
False |
True |
11,543 |
| 60 |
3.560 |
2.565 |
0.995 |
38.2% |
0.105 |
4.0% |
4% |
False |
True |
8,559 |
| 80 |
3.927 |
2.565 |
1.362 |
52.3% |
0.099 |
3.8% |
3% |
False |
True |
7,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.959 |
|
2.618 |
2.836 |
|
1.618 |
2.761 |
|
1.000 |
2.715 |
|
0.618 |
2.686 |
|
HIGH |
2.640 |
|
0.618 |
2.611 |
|
0.500 |
2.603 |
|
0.382 |
2.594 |
|
LOW |
2.565 |
|
0.618 |
2.519 |
|
1.000 |
2.490 |
|
1.618 |
2.444 |
|
2.618 |
2.369 |
|
4.250 |
2.246 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.605 |
2.644 |
| PP |
2.604 |
2.631 |
| S1 |
2.603 |
2.619 |
|