NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.387 |
2.385 |
-0.002 |
-0.1% |
2.550 |
| High |
2.428 |
2.393 |
-0.035 |
-1.4% |
2.561 |
| Low |
2.361 |
2.337 |
-0.024 |
-1.0% |
2.332 |
| Close |
2.425 |
2.373 |
-0.052 |
-2.1% |
2.425 |
| Range |
0.067 |
0.056 |
-0.011 |
-16.4% |
0.229 |
| ATR |
0.113 |
0.111 |
-0.002 |
-1.6% |
0.000 |
| Volume |
63,175 |
46,943 |
-16,232 |
-25.7% |
238,458 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.536 |
2.510 |
2.404 |
|
| R3 |
2.480 |
2.454 |
2.388 |
|
| R2 |
2.424 |
2.424 |
2.383 |
|
| R1 |
2.398 |
2.398 |
2.378 |
2.383 |
| PP |
2.368 |
2.368 |
2.368 |
2.360 |
| S1 |
2.342 |
2.342 |
2.368 |
2.327 |
| S2 |
2.312 |
2.312 |
2.363 |
|
| S3 |
2.256 |
2.286 |
2.358 |
|
| S4 |
2.200 |
2.230 |
2.342 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.126 |
3.005 |
2.551 |
|
| R3 |
2.897 |
2.776 |
2.488 |
|
| R2 |
2.668 |
2.668 |
2.467 |
|
| R1 |
2.547 |
2.547 |
2.446 |
2.493 |
| PP |
2.439 |
2.439 |
2.439 |
2.413 |
| S1 |
2.318 |
2.318 |
2.404 |
2.264 |
| S2 |
2.210 |
2.210 |
2.383 |
|
| S3 |
1.981 |
2.089 |
2.362 |
|
| S4 |
1.752 |
1.860 |
2.299 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.503 |
2.332 |
0.171 |
7.2% |
0.068 |
2.9% |
24% |
False |
False |
49,838 |
| 10 |
2.737 |
2.332 |
0.405 |
17.1% |
0.084 |
3.5% |
10% |
False |
False |
46,890 |
| 20 |
2.961 |
2.332 |
0.629 |
26.5% |
0.102 |
4.3% |
7% |
False |
False |
51,129 |
| 40 |
3.015 |
2.332 |
0.683 |
28.8% |
0.127 |
5.3% |
6% |
False |
False |
50,548 |
| 60 |
3.435 |
2.332 |
1.103 |
46.5% |
0.117 |
4.9% |
4% |
False |
False |
38,233 |
| 80 |
3.804 |
2.332 |
1.472 |
62.0% |
0.111 |
4.7% |
3% |
False |
False |
30,942 |
| 100 |
4.080 |
2.332 |
1.748 |
73.7% |
0.106 |
4.5% |
2% |
False |
False |
25,896 |
| 120 |
4.342 |
2.332 |
2.010 |
84.7% |
0.102 |
4.3% |
2% |
False |
False |
22,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.631 |
|
2.618 |
2.540 |
|
1.618 |
2.484 |
|
1.000 |
2.449 |
|
0.618 |
2.428 |
|
HIGH |
2.393 |
|
0.618 |
2.372 |
|
0.500 |
2.365 |
|
0.382 |
2.358 |
|
LOW |
2.337 |
|
0.618 |
2.302 |
|
1.000 |
2.281 |
|
1.618 |
2.246 |
|
2.618 |
2.190 |
|
4.250 |
2.099 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.370 |
2.380 |
| PP |
2.368 |
2.378 |
| S1 |
2.365 |
2.375 |
|