NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.342 |
2.266 |
-0.076 |
-3.2% |
2.322 |
| High |
2.380 |
2.325 |
-0.055 |
-2.3% |
2.393 |
| Low |
2.250 |
2.261 |
0.011 |
0.5% |
2.250 |
| Close |
2.269 |
2.269 |
0.000 |
0.0% |
2.269 |
| Range |
0.130 |
0.064 |
-0.066 |
-50.8% |
0.143 |
| ATR |
0.108 |
0.104 |
-0.003 |
-2.9% |
0.000 |
| Volume |
129,494 |
87,951 |
-41,543 |
-32.1% |
500,448 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.477 |
2.437 |
2.304 |
|
| R3 |
2.413 |
2.373 |
2.287 |
|
| R2 |
2.349 |
2.349 |
2.281 |
|
| R1 |
2.309 |
2.309 |
2.275 |
2.329 |
| PP |
2.285 |
2.285 |
2.285 |
2.295 |
| S1 |
2.245 |
2.245 |
2.263 |
2.265 |
| S2 |
2.221 |
2.221 |
2.257 |
|
| S3 |
2.157 |
2.181 |
2.251 |
|
| S4 |
2.093 |
2.117 |
2.234 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.733 |
2.644 |
2.348 |
|
| R3 |
2.590 |
2.501 |
2.308 |
|
| R2 |
2.447 |
2.447 |
2.295 |
|
| R1 |
2.358 |
2.358 |
2.282 |
2.331 |
| PP |
2.304 |
2.304 |
2.304 |
2.291 |
| S1 |
2.215 |
2.215 |
2.256 |
2.188 |
| S2 |
2.161 |
2.161 |
2.243 |
|
| S3 |
2.018 |
2.072 |
2.230 |
|
| S4 |
1.875 |
1.929 |
2.190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.393 |
2.250 |
0.143 |
6.3% |
0.083 |
3.7% |
13% |
False |
False |
100,089 |
| 10 |
2.393 |
2.204 |
0.189 |
8.3% |
0.092 |
4.1% |
34% |
False |
False |
105,008 |
| 20 |
2.742 |
2.204 |
0.538 |
23.7% |
0.094 |
4.1% |
12% |
False |
False |
108,857 |
| 40 |
2.942 |
2.204 |
0.738 |
32.5% |
0.116 |
5.1% |
9% |
False |
False |
97,500 |
| 60 |
3.265 |
2.204 |
1.061 |
46.8% |
0.124 |
5.4% |
6% |
False |
False |
82,869 |
| 80 |
3.740 |
2.204 |
1.536 |
67.7% |
0.115 |
5.0% |
4% |
False |
False |
69,680 |
| 100 |
4.052 |
2.204 |
1.848 |
81.4% |
0.112 |
4.9% |
4% |
False |
False |
60,070 |
| 120 |
4.129 |
2.204 |
1.925 |
84.8% |
0.109 |
4.8% |
3% |
False |
False |
53,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.597 |
|
2.618 |
2.493 |
|
1.618 |
2.429 |
|
1.000 |
2.389 |
|
0.618 |
2.365 |
|
HIGH |
2.325 |
|
0.618 |
2.301 |
|
0.500 |
2.293 |
|
0.382 |
2.285 |
|
LOW |
2.261 |
|
0.618 |
2.221 |
|
1.000 |
2.197 |
|
1.618 |
2.157 |
|
2.618 |
2.093 |
|
4.250 |
1.989 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.293 |
2.315 |
| PP |
2.285 |
2.300 |
| S1 |
2.277 |
2.284 |
|