NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.430 |
2.436 |
0.006 |
0.2% |
2.385 |
| High |
2.468 |
2.502 |
0.034 |
1.4% |
2.468 |
| Low |
2.385 |
2.393 |
0.008 |
0.3% |
2.306 |
| Close |
2.436 |
2.466 |
0.030 |
1.2% |
2.436 |
| Range |
0.083 |
0.109 |
0.026 |
31.3% |
0.162 |
| ATR |
0.109 |
0.109 |
0.000 |
0.0% |
0.000 |
| Volume |
65,901 |
64,158 |
-1,743 |
-2.6% |
295,578 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.781 |
2.732 |
2.526 |
|
| R3 |
2.672 |
2.623 |
2.496 |
|
| R2 |
2.563 |
2.563 |
2.486 |
|
| R1 |
2.514 |
2.514 |
2.476 |
2.539 |
| PP |
2.454 |
2.454 |
2.454 |
2.466 |
| S1 |
2.405 |
2.405 |
2.456 |
2.430 |
| S2 |
2.345 |
2.345 |
2.446 |
|
| S3 |
2.236 |
2.296 |
2.436 |
|
| S4 |
2.127 |
2.187 |
2.406 |
|
|
| 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 |
2.502 |
2.306 |
0.196 |
7.9% |
0.106 |
4.3% |
82% |
True |
False |
62,558 |
| 10 |
2.503 |
2.306 |
0.197 |
8.0% |
0.087 |
3.5% |
81% |
False |
False |
56,198 |
| 20 |
2.945 |
2.306 |
0.639 |
25.9% |
0.099 |
4.0% |
25% |
False |
False |
48,730 |
| 40 |
3.015 |
2.306 |
0.709 |
28.8% |
0.126 |
5.1% |
23% |
False |
False |
54,002 |
| 60 |
3.391 |
2.306 |
1.085 |
44.0% |
0.119 |
4.8% |
15% |
False |
False |
42,620 |
| 80 |
3.804 |
2.306 |
1.498 |
60.7% |
0.111 |
4.5% |
11% |
False |
False |
34,395 |
| 100 |
4.080 |
2.306 |
1.774 |
71.9% |
0.108 |
4.4% |
9% |
False |
False |
28,803 |
| 120 |
4.303 |
2.306 |
1.997 |
81.0% |
0.103 |
4.2% |
8% |
False |
False |
24,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.965 |
|
2.618 |
2.787 |
|
1.618 |
2.678 |
|
1.000 |
2.611 |
|
0.618 |
2.569 |
|
HIGH |
2.502 |
|
0.618 |
2.460 |
|
0.500 |
2.448 |
|
0.382 |
2.435 |
|
LOW |
2.393 |
|
0.618 |
2.326 |
|
1.000 |
2.284 |
|
1.618 |
2.217 |
|
2.618 |
2.108 |
|
4.250 |
1.930 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.460 |
2.456 |
| PP |
2.454 |
2.445 |
| S1 |
2.448 |
2.435 |
|