NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 01-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.825 |
2.868 |
0.043 |
1.5% |
3.108 |
| High |
2.902 |
2.868 |
-0.034 |
-1.2% |
3.140 |
| Low |
2.810 |
2.773 |
-0.037 |
-1.3% |
2.986 |
| Close |
2.899 |
2.791 |
-0.108 |
-3.7% |
3.020 |
| Range |
0.092 |
0.095 |
0.003 |
3.3% |
0.154 |
| ATR |
0.121 |
0.122 |
0.000 |
0.3% |
0.000 |
| Volume |
7,572 |
11,793 |
4,221 |
55.7% |
51,905 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.096 |
3.038 |
2.843 |
|
| R3 |
3.001 |
2.943 |
2.817 |
|
| R2 |
2.906 |
2.906 |
2.808 |
|
| R1 |
2.848 |
2.848 |
2.800 |
2.830 |
| PP |
2.811 |
2.811 |
2.811 |
2.801 |
| S1 |
2.753 |
2.753 |
2.782 |
2.735 |
| S2 |
2.716 |
2.716 |
2.774 |
|
| S3 |
2.621 |
2.658 |
2.765 |
|
| S4 |
2.526 |
2.563 |
2.739 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.511 |
3.419 |
3.105 |
|
| R3 |
3.357 |
3.265 |
3.062 |
|
| R2 |
3.203 |
3.203 |
3.048 |
|
| R1 |
3.111 |
3.111 |
3.034 |
3.080 |
| PP |
3.049 |
3.049 |
3.049 |
3.033 |
| S1 |
2.957 |
2.957 |
3.006 |
2.926 |
| S2 |
2.895 |
2.895 |
2.992 |
|
| S3 |
2.741 |
2.803 |
2.978 |
|
| S4 |
2.587 |
2.649 |
2.935 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.272 |
|
2.618 |
3.117 |
|
1.618 |
3.022 |
|
1.000 |
2.963 |
|
0.618 |
2.927 |
|
HIGH |
2.868 |
|
0.618 |
2.832 |
|
0.500 |
2.821 |
|
0.382 |
2.809 |
|
LOW |
2.773 |
|
0.618 |
2.714 |
|
1.000 |
2.678 |
|
1.618 |
2.619 |
|
2.618 |
2.524 |
|
4.250 |
2.369 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.821 |
2.839 |
| PP |
2.811 |
2.823 |
| S1 |
2.801 |
2.807 |
|