NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.329 |
2.342 |
0.013 |
0.6% |
2.272 |
| High |
2.366 |
2.380 |
0.014 |
0.6% |
2.362 |
| Low |
2.303 |
2.250 |
-0.053 |
-2.3% |
2.204 |
| Close |
2.360 |
2.269 |
-0.091 |
-3.9% |
2.326 |
| Range |
0.063 |
0.130 |
0.067 |
106.3% |
0.158 |
| ATR |
0.106 |
0.108 |
0.002 |
1.6% |
0.000 |
| Volume |
80,080 |
129,494 |
49,414 |
61.7% |
549,636 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.690 |
2.609 |
2.341 |
|
| R3 |
2.560 |
2.479 |
2.305 |
|
| R2 |
2.430 |
2.430 |
2.293 |
|
| R1 |
2.349 |
2.349 |
2.281 |
2.325 |
| PP |
2.300 |
2.300 |
2.300 |
2.287 |
| S1 |
2.219 |
2.219 |
2.257 |
2.195 |
| S2 |
2.170 |
2.170 |
2.245 |
|
| S3 |
2.040 |
2.089 |
2.233 |
|
| S4 |
1.910 |
1.959 |
2.198 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.771 |
2.707 |
2.413 |
|
| R3 |
2.613 |
2.549 |
2.369 |
|
| R2 |
2.455 |
2.455 |
2.355 |
|
| R1 |
2.391 |
2.391 |
2.340 |
2.423 |
| PP |
2.297 |
2.297 |
2.297 |
2.314 |
| S1 |
2.233 |
2.233 |
2.312 |
2.265 |
| S2 |
2.139 |
2.139 |
2.297 |
|
| S3 |
1.981 |
2.075 |
2.283 |
|
| S4 |
1.823 |
1.917 |
2.239 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.393 |
2.246 |
0.147 |
6.5% |
0.094 |
4.1% |
16% |
False |
False |
105,021 |
| 10 |
2.393 |
2.204 |
0.189 |
8.3% |
0.092 |
4.1% |
34% |
False |
False |
105,567 |
| 20 |
2.785 |
2.204 |
0.581 |
25.6% |
0.096 |
4.2% |
11% |
False |
False |
109,028 |
| 40 |
2.942 |
2.204 |
0.738 |
32.5% |
0.120 |
5.3% |
9% |
False |
False |
98,251 |
| 60 |
3.306 |
2.204 |
1.102 |
48.6% |
0.124 |
5.5% |
6% |
False |
False |
81,576 |
| 80 |
3.765 |
2.204 |
1.561 |
68.8% |
0.116 |
5.1% |
4% |
False |
False |
68,643 |
| 100 |
4.052 |
2.204 |
1.848 |
81.4% |
0.113 |
5.0% |
4% |
False |
False |
59,421 |
| 120 |
4.151 |
2.204 |
1.947 |
85.8% |
0.109 |
4.8% |
3% |
False |
False |
52,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.933 |
|
2.618 |
2.720 |
|
1.618 |
2.590 |
|
1.000 |
2.510 |
|
0.618 |
2.460 |
|
HIGH |
2.380 |
|
0.618 |
2.330 |
|
0.500 |
2.315 |
|
0.382 |
2.300 |
|
LOW |
2.250 |
|
0.618 |
2.170 |
|
1.000 |
2.120 |
|
1.618 |
2.040 |
|
2.618 |
1.910 |
|
4.250 |
1.698 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.315 |
2.315 |
| PP |
2.300 |
2.300 |
| S1 |
2.284 |
2.284 |
|