NYMEX Natural Gas Future September 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 |
2.804 |
2.770 |
-0.034 |
-1.2% |
2.998 |
| High |
2.829 |
2.777 |
-0.052 |
-1.8% |
3.048 |
| Low |
2.801 |
2.704 |
-0.097 |
-3.5% |
2.773 |
| Close |
2.817 |
2.711 |
-0.106 |
-3.8% |
2.817 |
| Range |
0.028 |
0.073 |
0.045 |
160.7% |
0.275 |
| ATR |
0.116 |
0.115 |
0.000 |
-0.2% |
0.000 |
| Volume |
10,692 |
7,814 |
-2,878 |
-26.9% |
47,603 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.950 |
2.903 |
2.751 |
|
| R3 |
2.877 |
2.830 |
2.731 |
|
| R2 |
2.804 |
2.804 |
2.724 |
|
| R1 |
2.757 |
2.757 |
2.718 |
2.744 |
| PP |
2.731 |
2.731 |
2.731 |
2.724 |
| S1 |
2.684 |
2.684 |
2.704 |
2.671 |
| S2 |
2.658 |
2.658 |
2.698 |
|
| S3 |
2.585 |
2.611 |
2.691 |
|
| S4 |
2.512 |
2.538 |
2.671 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.704 |
3.536 |
2.968 |
|
| R3 |
3.429 |
3.261 |
2.893 |
|
| R2 |
3.154 |
3.154 |
2.867 |
|
| R1 |
2.986 |
2.986 |
2.842 |
2.933 |
| PP |
2.879 |
2.879 |
2.879 |
2.853 |
| S1 |
2.711 |
2.711 |
2.792 |
2.658 |
| S2 |
2.604 |
2.604 |
2.767 |
|
| S3 |
2.329 |
2.436 |
2.741 |
|
| S4 |
2.054 |
2.161 |
2.666 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.087 |
|
2.618 |
2.968 |
|
1.618 |
2.895 |
|
1.000 |
2.850 |
|
0.618 |
2.822 |
|
HIGH |
2.777 |
|
0.618 |
2.749 |
|
0.500 |
2.741 |
|
0.382 |
2.732 |
|
LOW |
2.704 |
|
0.618 |
2.659 |
|
1.000 |
2.631 |
|
1.618 |
2.586 |
|
2.618 |
2.513 |
|
4.250 |
2.394 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.741 |
2.786 |
| PP |
2.731 |
2.761 |
| S1 |
2.721 |
2.736 |
|