NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.385 |
2.374 |
-0.011 |
-0.5% |
2.550 |
| High |
2.393 |
2.445 |
0.052 |
2.2% |
2.561 |
| Low |
2.337 |
2.306 |
-0.031 |
-1.3% |
2.332 |
| Close |
2.373 |
2.408 |
0.035 |
1.5% |
2.425 |
| Range |
0.056 |
0.139 |
0.083 |
148.2% |
0.229 |
| ATR |
0.111 |
0.113 |
0.002 |
1.8% |
0.000 |
| Volume |
46,943 |
41,715 |
-5,228 |
-11.1% |
238,458 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.803 |
2.745 |
2.484 |
|
| R3 |
2.664 |
2.606 |
2.446 |
|
| R2 |
2.525 |
2.525 |
2.433 |
|
| R1 |
2.467 |
2.467 |
2.421 |
2.496 |
| PP |
2.386 |
2.386 |
2.386 |
2.401 |
| S1 |
2.328 |
2.328 |
2.395 |
2.357 |
| S2 |
2.247 |
2.247 |
2.383 |
|
| S3 |
2.108 |
2.189 |
2.370 |
|
| S4 |
1.969 |
2.050 |
2.332 |
|
|
| 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 |
2.448 |
2.306 |
0.142 |
5.9% |
0.084 |
3.5% |
72% |
False |
True |
51,150 |
| 10 |
2.720 |
2.306 |
0.414 |
17.2% |
0.085 |
3.5% |
25% |
False |
True |
48,055 |
| 20 |
2.961 |
2.306 |
0.655 |
27.2% |
0.106 |
4.4% |
16% |
False |
True |
48,826 |
| 40 |
3.015 |
2.306 |
0.709 |
29.4% |
0.128 |
5.3% |
14% |
False |
True |
50,800 |
| 60 |
3.391 |
2.306 |
1.085 |
45.1% |
0.117 |
4.9% |
9% |
False |
True |
38,783 |
| 80 |
3.804 |
2.306 |
1.498 |
62.2% |
0.111 |
4.6% |
7% |
False |
True |
31,348 |
| 100 |
4.080 |
2.306 |
1.774 |
73.7% |
0.106 |
4.4% |
6% |
False |
True |
26,267 |
| 120 |
4.303 |
2.306 |
1.997 |
82.9% |
0.102 |
4.2% |
5% |
False |
True |
22,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.036 |
|
2.618 |
2.809 |
|
1.618 |
2.670 |
|
1.000 |
2.584 |
|
0.618 |
2.531 |
|
HIGH |
2.445 |
|
0.618 |
2.392 |
|
0.500 |
2.376 |
|
0.382 |
2.359 |
|
LOW |
2.306 |
|
0.618 |
2.220 |
|
1.000 |
2.167 |
|
1.618 |
2.081 |
|
2.618 |
1.942 |
|
4.250 |
1.715 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.397 |
2.397 |
| PP |
2.386 |
2.386 |
| S1 |
2.376 |
2.376 |
|