NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.286 |
2.217 |
-0.069 |
-3.0% |
2.322 |
| High |
2.318 |
2.238 |
-0.080 |
-3.5% |
2.393 |
| Low |
2.213 |
2.176 |
-0.037 |
-1.7% |
2.250 |
| Close |
2.226 |
2.208 |
-0.018 |
-0.8% |
2.269 |
| Range |
0.105 |
0.062 |
-0.043 |
-41.0% |
0.143 |
| ATR |
0.104 |
0.101 |
-0.003 |
-2.9% |
0.000 |
| Volume |
61,959 |
57,689 |
-4,270 |
-6.9% |
500,448 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.393 |
2.363 |
2.242 |
|
| R3 |
2.331 |
2.301 |
2.225 |
|
| R2 |
2.269 |
2.269 |
2.219 |
|
| R1 |
2.239 |
2.239 |
2.214 |
2.223 |
| PP |
2.207 |
2.207 |
2.207 |
2.200 |
| S1 |
2.177 |
2.177 |
2.202 |
2.161 |
| S2 |
2.145 |
2.145 |
2.197 |
|
| S3 |
2.083 |
2.115 |
2.191 |
|
| S4 |
2.021 |
2.053 |
2.174 |
|
|
| 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 |
2.380 |
2.176 |
0.204 |
9.2% |
0.085 |
3.8% |
16% |
False |
True |
83,434 |
| 10 |
2.393 |
2.176 |
0.217 |
9.8% |
0.090 |
4.1% |
15% |
False |
True |
97,176 |
| 20 |
2.625 |
2.176 |
0.449 |
20.3% |
0.089 |
4.0% |
7% |
False |
True |
102,737 |
| 40 |
2.862 |
2.176 |
0.686 |
31.1% |
0.111 |
5.0% |
5% |
False |
True |
96,361 |
| 60 |
3.210 |
2.176 |
1.034 |
46.8% |
0.123 |
5.6% |
3% |
False |
True |
84,469 |
| 80 |
3.740 |
2.176 |
1.564 |
70.8% |
0.114 |
5.2% |
2% |
False |
True |
70,647 |
| 100 |
3.947 |
2.176 |
1.771 |
80.2% |
0.111 |
5.0% |
2% |
False |
True |
60,778 |
| 120 |
4.117 |
2.176 |
1.941 |
87.9% |
0.109 |
4.9% |
2% |
False |
True |
53,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.502 |
|
2.618 |
2.400 |
|
1.618 |
2.338 |
|
1.000 |
2.300 |
|
0.618 |
2.276 |
|
HIGH |
2.238 |
|
0.618 |
2.214 |
|
0.500 |
2.207 |
|
0.382 |
2.200 |
|
LOW |
2.176 |
|
0.618 |
2.138 |
|
1.000 |
2.114 |
|
1.618 |
2.076 |
|
2.618 |
2.014 |
|
4.250 |
1.913 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.208 |
2.251 |
| PP |
2.207 |
2.236 |
| S1 |
2.207 |
2.222 |
|