NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.374 |
2.440 |
0.066 |
2.8% |
2.550 |
| High |
2.445 |
2.463 |
0.018 |
0.7% |
2.561 |
| Low |
2.306 |
2.358 |
0.052 |
2.3% |
2.332 |
| Close |
2.408 |
2.416 |
0.008 |
0.3% |
2.425 |
| Range |
0.139 |
0.105 |
-0.034 |
-24.5% |
0.229 |
| ATR |
0.113 |
0.113 |
-0.001 |
-0.5% |
0.000 |
| Volume |
41,715 |
69,772 |
28,057 |
67.3% |
238,458 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.727 |
2.677 |
2.474 |
|
| R3 |
2.622 |
2.572 |
2.445 |
|
| R2 |
2.517 |
2.517 |
2.435 |
|
| R1 |
2.467 |
2.467 |
2.426 |
2.440 |
| PP |
2.412 |
2.412 |
2.412 |
2.399 |
| S1 |
2.362 |
2.362 |
2.406 |
2.335 |
| S2 |
2.307 |
2.307 |
2.397 |
|
| S3 |
2.202 |
2.257 |
2.387 |
|
| S4 |
2.097 |
2.152 |
2.358 |
|
|
| 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 |
2.463 |
2.306 |
0.157 |
6.5% |
0.092 |
3.8% |
70% |
True |
False |
55,479 |
| 10 |
2.691 |
2.306 |
0.385 |
15.9% |
0.085 |
3.5% |
29% |
False |
False |
50,966 |
| 20 |
2.961 |
2.306 |
0.655 |
27.1% |
0.106 |
4.4% |
17% |
False |
False |
47,987 |
| 40 |
3.015 |
2.306 |
0.709 |
29.3% |
0.128 |
5.3% |
16% |
False |
False |
51,923 |
| 60 |
3.391 |
2.306 |
1.085 |
44.9% |
0.118 |
4.9% |
10% |
False |
False |
39,702 |
| 80 |
3.804 |
2.306 |
1.498 |
62.0% |
0.112 |
4.6% |
7% |
False |
False |
32,139 |
| 100 |
4.080 |
2.306 |
1.774 |
73.4% |
0.107 |
4.4% |
6% |
False |
False |
26,931 |
| 120 |
4.303 |
2.306 |
1.997 |
82.7% |
0.103 |
4.3% |
6% |
False |
False |
23,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.909 |
|
2.618 |
2.738 |
|
1.618 |
2.633 |
|
1.000 |
2.568 |
|
0.618 |
2.528 |
|
HIGH |
2.463 |
|
0.618 |
2.423 |
|
0.500 |
2.411 |
|
0.382 |
2.398 |
|
LOW |
2.358 |
|
0.618 |
2.293 |
|
1.000 |
2.253 |
|
1.618 |
2.188 |
|
2.618 |
2.083 |
|
4.250 |
1.912 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.414 |
2.406 |
| PP |
2.412 |
2.395 |
| S1 |
2.411 |
2.385 |
|