NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.450 |
2.430 |
-0.020 |
-0.8% |
2.385 |
| High |
2.477 |
2.459 |
-0.018 |
-0.7% |
2.468 |
| Low |
2.424 |
2.394 |
-0.030 |
-1.2% |
2.306 |
| Close |
2.432 |
2.454 |
0.022 |
0.9% |
2.436 |
| Range |
0.053 |
0.065 |
0.012 |
22.6% |
0.162 |
| ATR |
0.105 |
0.102 |
-0.003 |
-2.7% |
0.000 |
| Volume |
53,863 |
55,572 |
1,709 |
3.2% |
295,578 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.631 |
2.607 |
2.490 |
|
| R3 |
2.566 |
2.542 |
2.472 |
|
| R2 |
2.501 |
2.501 |
2.466 |
|
| R1 |
2.477 |
2.477 |
2.460 |
2.489 |
| PP |
2.436 |
2.436 |
2.436 |
2.442 |
| S1 |
2.412 |
2.412 |
2.448 |
2.424 |
| S2 |
2.371 |
2.371 |
2.442 |
|
| S3 |
2.306 |
2.347 |
2.436 |
|
| S4 |
2.241 |
2.282 |
2.418 |
|
|
| 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 |
2.368 |
0.134 |
5.5% |
0.081 |
3.3% |
64% |
False |
False |
62,148 |
| 10 |
2.502 |
2.306 |
0.196 |
8.0% |
0.086 |
3.5% |
76% |
False |
False |
58,813 |
| 20 |
2.945 |
2.306 |
0.639 |
26.0% |
0.093 |
3.8% |
23% |
False |
False |
49,250 |
| 40 |
3.015 |
2.306 |
0.709 |
28.9% |
0.116 |
4.7% |
21% |
False |
False |
54,423 |
| 60 |
3.352 |
2.306 |
1.046 |
42.6% |
0.118 |
4.8% |
14% |
False |
False |
44,190 |
| 80 |
3.804 |
2.306 |
1.498 |
61.0% |
0.110 |
4.5% |
10% |
False |
False |
35,605 |
| 100 |
4.080 |
2.306 |
1.774 |
72.3% |
0.107 |
4.4% |
8% |
False |
False |
29,850 |
| 120 |
4.239 |
2.306 |
1.933 |
78.8% |
0.103 |
4.2% |
8% |
False |
False |
25,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.735 |
|
2.618 |
2.629 |
|
1.618 |
2.564 |
|
1.000 |
2.524 |
|
0.618 |
2.499 |
|
HIGH |
2.459 |
|
0.618 |
2.434 |
|
0.500 |
2.427 |
|
0.382 |
2.419 |
|
LOW |
2.394 |
|
0.618 |
2.354 |
|
1.000 |
2.329 |
|
1.618 |
2.289 |
|
2.618 |
2.224 |
|
4.250 |
2.118 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.445 |
2.452 |
| PP |
2.436 |
2.450 |
| S1 |
2.427 |
2.448 |
|