NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.444 |
2.368 |
-0.076 |
-3.1% |
2.436 |
| High |
2.474 |
2.421 |
-0.053 |
-2.1% |
2.502 |
| Low |
2.345 |
2.361 |
0.016 |
0.7% |
2.345 |
| Close |
2.372 |
2.373 |
0.001 |
0.0% |
2.373 |
| Range |
0.129 |
0.060 |
-0.069 |
-53.5% |
0.157 |
| ATR |
0.104 |
0.101 |
-0.003 |
-3.0% |
0.000 |
| Volume |
89,829 |
68,566 |
-21,263 |
-23.7% |
331,988 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.565 |
2.529 |
2.406 |
|
| R3 |
2.505 |
2.469 |
2.390 |
|
| R2 |
2.445 |
2.445 |
2.384 |
|
| R1 |
2.409 |
2.409 |
2.379 |
2.427 |
| PP |
2.385 |
2.385 |
2.385 |
2.394 |
| S1 |
2.349 |
2.349 |
2.368 |
2.367 |
| S2 |
2.325 |
2.325 |
2.362 |
|
| S3 |
2.265 |
2.289 |
2.357 |
|
| S4 |
2.205 |
2.229 |
2.340 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.878 |
2.782 |
2.459 |
|
| R3 |
2.721 |
2.625 |
2.416 |
|
| R2 |
2.564 |
2.564 |
2.402 |
|
| R1 |
2.468 |
2.468 |
2.387 |
2.438 |
| PP |
2.407 |
2.407 |
2.407 |
2.391 |
| S1 |
2.311 |
2.311 |
2.359 |
2.281 |
| S2 |
2.250 |
2.250 |
2.344 |
|
| S3 |
2.093 |
2.154 |
2.330 |
|
| S4 |
1.936 |
1.997 |
2.287 |
|
|
| 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% |
0.083 |
3.5% |
18% |
False |
False |
66,397 |
| 10 |
2.502 |
2.306 |
0.196 |
8.3% |
0.089 |
3.8% |
34% |
False |
False |
62,756 |
| 20 |
2.849 |
2.306 |
0.543 |
22.9% |
0.091 |
3.8% |
12% |
False |
False |
54,016 |
| 40 |
3.015 |
2.306 |
0.709 |
29.9% |
0.112 |
4.7% |
9% |
False |
False |
55,762 |
| 60 |
3.312 |
2.306 |
1.006 |
42.4% |
0.119 |
5.0% |
7% |
False |
False |
46,580 |
| 80 |
3.777 |
2.306 |
1.471 |
62.0% |
0.110 |
4.6% |
5% |
False |
False |
37,473 |
| 100 |
4.080 |
2.306 |
1.774 |
74.8% |
0.106 |
4.5% |
4% |
False |
False |
31,352 |
| 120 |
4.160 |
2.306 |
1.854 |
78.1% |
0.103 |
4.3% |
4% |
False |
False |
26,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.676 |
|
2.618 |
2.578 |
|
1.618 |
2.518 |
|
1.000 |
2.481 |
|
0.618 |
2.458 |
|
HIGH |
2.421 |
|
0.618 |
2.398 |
|
0.500 |
2.391 |
|
0.382 |
2.384 |
|
LOW |
2.361 |
|
0.618 |
2.324 |
|
1.000 |
2.301 |
|
1.618 |
2.264 |
|
2.618 |
2.204 |
|
4.250 |
2.106 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.391 |
2.410 |
| PP |
2.385 |
2.397 |
| S1 |
2.379 |
2.385 |
|