NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.413 |
2.430 |
0.017 |
0.7% |
2.385 |
| High |
2.463 |
2.468 |
0.005 |
0.2% |
2.468 |
| Low |
2.368 |
2.385 |
0.017 |
0.7% |
2.306 |
| Close |
2.420 |
2.436 |
0.016 |
0.7% |
2.436 |
| Range |
0.095 |
0.083 |
-0.012 |
-12.6% |
0.162 |
| ATR |
0.111 |
0.109 |
-0.002 |
-1.8% |
0.000 |
| Volume |
71,247 |
65,901 |
-5,346 |
-7.5% |
295,578 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.679 |
2.640 |
2.482 |
|
| R3 |
2.596 |
2.557 |
2.459 |
|
| R2 |
2.513 |
2.513 |
2.451 |
|
| R1 |
2.474 |
2.474 |
2.444 |
2.494 |
| PP |
2.430 |
2.430 |
2.430 |
2.439 |
| S1 |
2.391 |
2.391 |
2.428 |
2.411 |
| S2 |
2.347 |
2.347 |
2.421 |
|
| S3 |
2.264 |
2.308 |
2.413 |
|
| S4 |
2.181 |
2.225 |
2.390 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.889 |
2.825 |
2.525 |
|
| R3 |
2.727 |
2.663 |
2.481 |
|
| R2 |
2.565 |
2.565 |
2.466 |
|
| R1 |
2.501 |
2.501 |
2.451 |
2.533 |
| PP |
2.403 |
2.403 |
2.403 |
2.420 |
| S1 |
2.339 |
2.339 |
2.421 |
2.371 |
| S2 |
2.241 |
2.241 |
2.406 |
|
| S3 |
2.079 |
2.177 |
2.391 |
|
| S4 |
1.917 |
2.015 |
2.347 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.468 |
2.306 |
0.162 |
6.7% |
0.096 |
3.9% |
80% |
True |
False |
59,115 |
| 10 |
2.561 |
2.306 |
0.255 |
10.5% |
0.086 |
3.5% |
51% |
False |
False |
53,403 |
| 20 |
2.961 |
2.306 |
0.655 |
26.9% |
0.103 |
4.2% |
20% |
False |
False |
48,587 |
| 40 |
3.015 |
2.306 |
0.709 |
29.1% |
0.126 |
5.2% |
18% |
False |
False |
53,402 |
| 60 |
3.391 |
2.306 |
1.085 |
44.5% |
0.118 |
4.9% |
12% |
False |
False |
41,729 |
| 80 |
3.804 |
2.306 |
1.498 |
61.5% |
0.112 |
4.6% |
9% |
False |
False |
33,692 |
| 100 |
4.080 |
2.306 |
1.774 |
72.8% |
0.107 |
4.4% |
7% |
False |
False |
28,190 |
| 120 |
4.303 |
2.306 |
1.997 |
82.0% |
0.103 |
4.2% |
7% |
False |
False |
24,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.821 |
|
2.618 |
2.685 |
|
1.618 |
2.602 |
|
1.000 |
2.551 |
|
0.618 |
2.519 |
|
HIGH |
2.468 |
|
0.618 |
2.436 |
|
0.500 |
2.427 |
|
0.382 |
2.417 |
|
LOW |
2.385 |
|
0.618 |
2.334 |
|
1.000 |
2.302 |
|
1.618 |
2.251 |
|
2.618 |
2.168 |
|
4.250 |
2.032 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.433 |
2.428 |
| PP |
2.430 |
2.421 |
| S1 |
2.427 |
2.413 |
|