NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 20-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.436 |
2.450 |
0.014 |
0.6% |
2.385 |
| High |
2.502 |
2.477 |
-0.025 |
-1.0% |
2.468 |
| Low |
2.393 |
2.424 |
0.031 |
1.3% |
2.306 |
| Close |
2.466 |
2.432 |
-0.034 |
-1.4% |
2.436 |
| Range |
0.109 |
0.053 |
-0.056 |
-51.4% |
0.162 |
| ATR |
0.109 |
0.105 |
-0.004 |
-3.7% |
0.000 |
| Volume |
64,158 |
53,863 |
-10,295 |
-16.0% |
295,578 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.603 |
2.571 |
2.461 |
|
| R3 |
2.550 |
2.518 |
2.447 |
|
| R2 |
2.497 |
2.497 |
2.442 |
|
| R1 |
2.465 |
2.465 |
2.437 |
2.455 |
| PP |
2.444 |
2.444 |
2.444 |
2.439 |
| S1 |
2.412 |
2.412 |
2.427 |
2.402 |
| S2 |
2.391 |
2.391 |
2.422 |
|
| S3 |
2.338 |
2.359 |
2.417 |
|
| S4 |
2.285 |
2.306 |
2.403 |
|
|
| 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 |
2.358 |
0.144 |
5.9% |
0.089 |
3.7% |
51% |
False |
False |
64,988 |
| 10 |
2.502 |
2.306 |
0.196 |
8.1% |
0.087 |
3.6% |
64% |
False |
False |
58,069 |
| 20 |
2.945 |
2.306 |
0.639 |
26.3% |
0.096 |
4.0% |
20% |
False |
False |
49,004 |
| 40 |
3.015 |
2.306 |
0.709 |
29.2% |
0.118 |
4.9% |
18% |
False |
False |
54,424 |
| 60 |
3.391 |
2.306 |
1.085 |
44.6% |
0.118 |
4.9% |
12% |
False |
False |
43,402 |
| 80 |
3.804 |
2.306 |
1.498 |
61.6% |
0.111 |
4.6% |
8% |
False |
False |
34,980 |
| 100 |
4.080 |
2.306 |
1.774 |
72.9% |
0.107 |
4.4% |
7% |
False |
False |
29,325 |
| 120 |
4.244 |
2.306 |
1.938 |
79.7% |
0.103 |
4.2% |
7% |
False |
False |
25,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.702 |
|
2.618 |
2.616 |
|
1.618 |
2.563 |
|
1.000 |
2.530 |
|
0.618 |
2.510 |
|
HIGH |
2.477 |
|
0.618 |
2.457 |
|
0.500 |
2.451 |
|
0.382 |
2.444 |
|
LOW |
2.424 |
|
0.618 |
2.391 |
|
1.000 |
2.371 |
|
1.618 |
2.338 |
|
2.618 |
2.285 |
|
4.250 |
2.199 |
|
|
| Fisher Pivots for day following 20-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.451 |
2.444 |
| PP |
2.444 |
2.440 |
| S1 |
2.438 |
2.436 |
|