NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.430 |
2.444 |
0.014 |
0.6% |
2.385 |
| High |
2.459 |
2.474 |
0.015 |
0.6% |
2.468 |
| Low |
2.394 |
2.345 |
-0.049 |
-2.0% |
2.306 |
| Close |
2.454 |
2.372 |
-0.082 |
-3.3% |
2.436 |
| Range |
0.065 |
0.129 |
0.064 |
98.5% |
0.162 |
| ATR |
0.102 |
0.104 |
0.002 |
1.9% |
0.000 |
| Volume |
55,572 |
89,829 |
34,257 |
61.6% |
295,578 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.784 |
2.707 |
2.443 |
|
| R3 |
2.655 |
2.578 |
2.407 |
|
| R2 |
2.526 |
2.526 |
2.396 |
|
| R1 |
2.449 |
2.449 |
2.384 |
2.423 |
| PP |
2.397 |
2.397 |
2.397 |
2.384 |
| S1 |
2.320 |
2.320 |
2.360 |
2.294 |
| S2 |
2.268 |
2.268 |
2.348 |
|
| S3 |
2.139 |
2.191 |
2.337 |
|
| S4 |
2.010 |
2.062 |
2.301 |
|
|
| 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 |
2.345 |
0.157 |
6.6% |
0.088 |
3.7% |
17% |
False |
True |
65,864 |
| 10 |
2.502 |
2.306 |
0.196 |
8.3% |
0.090 |
3.8% |
34% |
False |
False |
62,217 |
| 20 |
2.891 |
2.306 |
0.585 |
24.7% |
0.093 |
3.9% |
11% |
False |
False |
52,007 |
| 40 |
3.015 |
2.306 |
0.709 |
29.9% |
0.116 |
4.9% |
9% |
False |
False |
55,553 |
| 60 |
3.352 |
2.306 |
1.046 |
44.1% |
0.119 |
5.0% |
6% |
False |
False |
45,515 |
| 80 |
3.804 |
2.306 |
1.498 |
63.2% |
0.111 |
4.7% |
4% |
False |
False |
36,638 |
| 100 |
4.080 |
2.306 |
1.774 |
74.8% |
0.107 |
4.5% |
4% |
False |
False |
30,717 |
| 120 |
4.198 |
2.306 |
1.892 |
79.8% |
0.103 |
4.3% |
3% |
False |
False |
26,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.022 |
|
2.618 |
2.812 |
|
1.618 |
2.683 |
|
1.000 |
2.603 |
|
0.618 |
2.554 |
|
HIGH |
2.474 |
|
0.618 |
2.425 |
|
0.500 |
2.410 |
|
0.382 |
2.394 |
|
LOW |
2.345 |
|
0.618 |
2.265 |
|
1.000 |
2.216 |
|
1.618 |
2.136 |
|
2.618 |
2.007 |
|
4.250 |
1.797 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.410 |
2.411 |
| PP |
2.397 |
2.398 |
| S1 |
2.385 |
2.385 |
|