NYMEX Natural Gas Future April 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 |
2.297 |
2.272 |
-0.025 |
-1.1% |
2.401 |
| High |
2.327 |
2.290 |
-0.037 |
-1.6% |
2.441 |
| Low |
2.261 |
2.235 |
-0.026 |
-1.1% |
2.235 |
| Close |
2.324 |
2.269 |
-0.055 |
-2.4% |
2.324 |
| Range |
0.066 |
0.055 |
-0.011 |
-16.7% |
0.206 |
| ATR |
0.117 |
0.115 |
-0.002 |
-1.7% |
0.000 |
| Volume |
93,537 |
82,729 |
-10,808 |
-11.6% |
514,945 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.430 |
2.404 |
2.299 |
|
| R3 |
2.375 |
2.349 |
2.284 |
|
| R2 |
2.320 |
2.320 |
2.279 |
|
| R1 |
2.294 |
2.294 |
2.274 |
2.280 |
| PP |
2.265 |
2.265 |
2.265 |
2.257 |
| S1 |
2.239 |
2.239 |
2.264 |
2.225 |
| S2 |
2.210 |
2.210 |
2.259 |
|
| S3 |
2.155 |
2.184 |
2.254 |
|
| S4 |
2.100 |
2.129 |
2.239 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.951 |
2.844 |
2.437 |
|
| R3 |
2.745 |
2.638 |
2.381 |
|
| R2 |
2.539 |
2.539 |
2.362 |
|
| R1 |
2.432 |
2.432 |
2.343 |
2.383 |
| PP |
2.333 |
2.333 |
2.333 |
2.309 |
| S1 |
2.226 |
2.226 |
2.305 |
2.177 |
| S2 |
2.127 |
2.127 |
2.286 |
|
| S3 |
1.921 |
2.020 |
2.267 |
|
| S4 |
1.715 |
1.814 |
2.211 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.395 |
2.235 |
0.160 |
7.1% |
0.068 |
3.0% |
21% |
False |
True |
99,873 |
| 10 |
2.625 |
2.235 |
0.390 |
17.2% |
0.086 |
3.8% |
9% |
False |
True |
107,942 |
| 20 |
2.862 |
2.235 |
0.627 |
27.6% |
0.106 |
4.7% |
5% |
False |
True |
101,661 |
| 40 |
2.942 |
2.235 |
0.707 |
31.2% |
0.132 |
5.8% |
5% |
False |
True |
90,328 |
| 60 |
3.395 |
2.235 |
1.160 |
51.1% |
0.122 |
5.4% |
3% |
False |
True |
70,848 |
| 80 |
3.765 |
2.235 |
1.530 |
67.4% |
0.117 |
5.1% |
2% |
False |
True |
60,189 |
| 100 |
4.052 |
2.235 |
1.817 |
80.1% |
0.112 |
4.9% |
2% |
False |
True |
52,060 |
| 120 |
4.315 |
2.235 |
2.080 |
91.7% |
0.107 |
4.7% |
2% |
False |
True |
46,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.524 |
|
2.618 |
2.434 |
|
1.618 |
2.379 |
|
1.000 |
2.345 |
|
0.618 |
2.324 |
|
HIGH |
2.290 |
|
0.618 |
2.269 |
|
0.500 |
2.263 |
|
0.382 |
2.256 |
|
LOW |
2.235 |
|
0.618 |
2.201 |
|
1.000 |
2.180 |
|
1.618 |
2.146 |
|
2.618 |
2.091 |
|
4.250 |
2.001 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.267 |
2.285 |
| PP |
2.265 |
2.280 |
| S1 |
2.263 |
2.274 |
|