NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.607 |
2.624 |
0.017 |
0.7% |
2.760 |
| High |
2.667 |
2.627 |
-0.040 |
-1.5% |
2.775 |
| Low |
2.599 |
2.581 |
-0.018 |
-0.7% |
2.565 |
| Close |
2.667 |
2.618 |
-0.049 |
-1.8% |
2.667 |
| Range |
0.068 |
0.046 |
-0.022 |
-32.4% |
0.210 |
| ATR |
0.105 |
0.103 |
-0.001 |
-1.3% |
0.000 |
| Volume |
13,501 |
14,424 |
923 |
6.8% |
58,578 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.747 |
2.728 |
2.643 |
|
| R3 |
2.701 |
2.682 |
2.631 |
|
| R2 |
2.655 |
2.655 |
2.626 |
|
| R1 |
2.636 |
2.636 |
2.622 |
2.623 |
| PP |
2.609 |
2.609 |
2.609 |
2.602 |
| S1 |
2.590 |
2.590 |
2.614 |
2.577 |
| S2 |
2.563 |
2.563 |
2.610 |
|
| S3 |
2.517 |
2.544 |
2.605 |
|
| S4 |
2.471 |
2.498 |
2.593 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.299 |
3.193 |
2.783 |
|
| R3 |
3.089 |
2.983 |
2.725 |
|
| R2 |
2.879 |
2.879 |
2.706 |
|
| R1 |
2.773 |
2.773 |
2.686 |
2.721 |
| PP |
2.669 |
2.669 |
2.669 |
2.643 |
| S1 |
2.563 |
2.563 |
2.648 |
2.511 |
| S2 |
2.459 |
2.459 |
2.629 |
|
| S3 |
2.249 |
2.353 |
2.609 |
|
| S4 |
2.039 |
2.143 |
2.552 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.723 |
2.565 |
0.158 |
6.0% |
0.063 |
2.4% |
34% |
False |
False |
12,740 |
| 10 |
2.921 |
2.565 |
0.356 |
13.6% |
0.075 |
2.9% |
15% |
False |
False |
10,981 |
| 20 |
3.137 |
2.565 |
0.572 |
21.8% |
0.091 |
3.5% |
9% |
False |
False |
10,959 |
| 40 |
3.148 |
2.565 |
0.583 |
22.3% |
0.117 |
4.5% |
9% |
False |
False |
11,718 |
| 60 |
3.530 |
2.565 |
0.965 |
36.9% |
0.105 |
4.0% |
5% |
False |
False |
8,934 |
| 80 |
3.927 |
2.565 |
1.362 |
52.0% |
0.099 |
3.8% |
4% |
False |
False |
7,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.823 |
|
2.618 |
2.747 |
|
1.618 |
2.701 |
|
1.000 |
2.673 |
|
0.618 |
2.655 |
|
HIGH |
2.627 |
|
0.618 |
2.609 |
|
0.500 |
2.604 |
|
0.382 |
2.599 |
|
LOW |
2.581 |
|
0.618 |
2.553 |
|
1.000 |
2.535 |
|
1.618 |
2.507 |
|
2.618 |
2.461 |
|
4.250 |
2.386 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.613 |
2.617 |
| PP |
2.609 |
2.617 |
| S1 |
2.604 |
2.616 |
|