NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.270 |
2.329 |
0.059 |
2.6% |
2.401 |
| High |
2.338 |
2.344 |
0.006 |
0.3% |
2.441 |
| Low |
2.204 |
2.245 |
0.041 |
1.9% |
2.235 |
| Close |
2.299 |
2.284 |
-0.015 |
-0.7% |
2.324 |
| Range |
0.134 |
0.099 |
-0.035 |
-26.1% |
0.206 |
| ATR |
0.116 |
0.115 |
-0.001 |
-1.1% |
0.000 |
| Volume |
115,235 |
121,099 |
5,864 |
5.1% |
514,945 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.588 |
2.535 |
2.338 |
|
| R3 |
2.489 |
2.436 |
2.311 |
|
| R2 |
2.390 |
2.390 |
2.302 |
|
| R1 |
2.337 |
2.337 |
2.293 |
2.314 |
| PP |
2.291 |
2.291 |
2.291 |
2.280 |
| S1 |
2.238 |
2.238 |
2.275 |
2.215 |
| S2 |
2.192 |
2.192 |
2.266 |
|
| S3 |
2.093 |
2.139 |
2.257 |
|
| S4 |
1.994 |
2.040 |
2.230 |
|
|
| 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 |
2.344 |
2.204 |
0.140 |
6.1% |
0.091 |
4.0% |
57% |
True |
False |
107,667 |
| 10 |
2.597 |
2.204 |
0.393 |
17.2% |
0.086 |
3.8% |
20% |
False |
False |
106,995 |
| 20 |
2.862 |
2.204 |
0.658 |
28.8% |
0.109 |
4.8% |
12% |
False |
False |
104,186 |
| 40 |
2.942 |
2.204 |
0.738 |
32.3% |
0.131 |
5.7% |
11% |
False |
False |
93,330 |
| 60 |
3.340 |
2.204 |
1.136 |
49.7% |
0.122 |
5.3% |
7% |
False |
False |
73,684 |
| 80 |
3.765 |
2.204 |
1.561 |
68.3% |
0.118 |
5.1% |
5% |
False |
False |
62,452 |
| 100 |
4.052 |
2.204 |
1.848 |
80.9% |
0.113 |
4.9% |
4% |
False |
False |
54,036 |
| 120 |
4.270 |
2.204 |
2.066 |
90.5% |
0.108 |
4.7% |
4% |
False |
False |
47,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.765 |
|
2.618 |
2.603 |
|
1.618 |
2.504 |
|
1.000 |
2.443 |
|
0.618 |
2.405 |
|
HIGH |
2.344 |
|
0.618 |
2.306 |
|
0.500 |
2.295 |
|
0.382 |
2.283 |
|
LOW |
2.245 |
|
0.618 |
2.184 |
|
1.000 |
2.146 |
|
1.618 |
2.085 |
|
2.618 |
1.986 |
|
4.250 |
1.824 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.295 |
2.281 |
| PP |
2.291 |
2.277 |
| S1 |
2.288 |
2.274 |
|