NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.329 |
2.275 |
-0.054 |
-2.3% |
2.401 |
| High |
2.344 |
2.334 |
-0.010 |
-0.4% |
2.441 |
| Low |
2.245 |
2.234 |
-0.011 |
-0.5% |
2.235 |
| Close |
2.284 |
2.279 |
-0.005 |
-0.2% |
2.324 |
| Range |
0.099 |
0.100 |
0.001 |
1.0% |
0.206 |
| ATR |
0.115 |
0.114 |
-0.001 |
-0.9% |
0.000 |
| Volume |
121,099 |
117,963 |
-3,136 |
-2.6% |
514,945 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.582 |
2.531 |
2.334 |
|
| R3 |
2.482 |
2.431 |
2.307 |
|
| R2 |
2.382 |
2.382 |
2.297 |
|
| R1 |
2.331 |
2.331 |
2.288 |
2.357 |
| PP |
2.282 |
2.282 |
2.282 |
2.295 |
| S1 |
2.231 |
2.231 |
2.270 |
2.257 |
| S2 |
2.182 |
2.182 |
2.261 |
|
| S3 |
2.082 |
2.131 |
2.252 |
|
| S4 |
1.982 |
2.031 |
2.224 |
|
|
| 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% |
54% |
False |
False |
106,112 |
| 10 |
2.505 |
2.204 |
0.301 |
13.2% |
0.081 |
3.5% |
25% |
False |
False |
103,326 |
| 20 |
2.862 |
2.204 |
0.658 |
28.9% |
0.107 |
4.7% |
11% |
False |
False |
103,818 |
| 40 |
2.942 |
2.204 |
0.738 |
32.4% |
0.132 |
5.8% |
10% |
False |
False |
94,807 |
| 60 |
3.340 |
2.204 |
1.136 |
49.8% |
0.123 |
5.4% |
7% |
False |
False |
75,114 |
| 80 |
3.765 |
2.204 |
1.561 |
68.5% |
0.117 |
5.1% |
5% |
False |
False |
63,634 |
| 100 |
4.052 |
2.204 |
1.848 |
81.1% |
0.113 |
4.9% |
4% |
False |
False |
55,072 |
| 120 |
4.270 |
2.204 |
2.066 |
90.7% |
0.108 |
4.8% |
4% |
False |
False |
48,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.759 |
|
2.618 |
2.596 |
|
1.618 |
2.496 |
|
1.000 |
2.434 |
|
0.618 |
2.396 |
|
HIGH |
2.334 |
|
0.618 |
2.296 |
|
0.500 |
2.284 |
|
0.382 |
2.272 |
|
LOW |
2.234 |
|
0.618 |
2.172 |
|
1.000 |
2.134 |
|
1.618 |
2.072 |
|
2.618 |
1.972 |
|
4.250 |
1.809 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.284 |
2.277 |
| PP |
2.282 |
2.276 |
| S1 |
2.281 |
2.274 |
|