NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.368 |
2.382 |
0.014 |
0.6% |
2.436 |
| High |
2.421 |
2.419 |
-0.002 |
-0.1% |
2.502 |
| Low |
2.361 |
2.305 |
-0.056 |
-2.4% |
2.345 |
| Close |
2.373 |
2.319 |
-0.054 |
-2.3% |
2.373 |
| Range |
0.060 |
0.114 |
0.054 |
90.0% |
0.157 |
| ATR |
0.101 |
0.102 |
0.001 |
0.9% |
0.000 |
| Volume |
68,566 |
73,087 |
4,521 |
6.6% |
331,988 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.690 |
2.618 |
2.382 |
|
| R3 |
2.576 |
2.504 |
2.350 |
|
| R2 |
2.462 |
2.462 |
2.340 |
|
| R1 |
2.390 |
2.390 |
2.329 |
2.369 |
| PP |
2.348 |
2.348 |
2.348 |
2.337 |
| S1 |
2.276 |
2.276 |
2.309 |
2.255 |
| S2 |
2.234 |
2.234 |
2.298 |
|
| S3 |
2.120 |
2.162 |
2.288 |
|
| S4 |
2.006 |
2.048 |
2.256 |
|
|
| 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 |
2.477 |
2.305 |
0.172 |
7.4% |
0.084 |
3.6% |
8% |
False |
True |
68,183 |
| 10 |
2.502 |
2.305 |
0.197 |
8.5% |
0.095 |
4.1% |
7% |
False |
True |
65,371 |
| 20 |
2.737 |
2.305 |
0.432 |
18.6% |
0.089 |
3.9% |
3% |
False |
True |
56,130 |
| 40 |
3.015 |
2.305 |
0.710 |
30.6% |
0.111 |
4.8% |
2% |
False |
True |
56,422 |
| 60 |
3.275 |
2.305 |
0.970 |
41.8% |
0.120 |
5.2% |
1% |
False |
True |
47,739 |
| 80 |
3.777 |
2.305 |
1.472 |
63.5% |
0.110 |
4.7% |
1% |
False |
True |
38,311 |
| 100 |
4.070 |
2.305 |
1.765 |
76.1% |
0.106 |
4.6% |
1% |
False |
True |
31,982 |
| 120 |
4.144 |
2.305 |
1.839 |
79.3% |
0.103 |
4.5% |
1% |
False |
True |
27,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.904 |
|
2.618 |
2.717 |
|
1.618 |
2.603 |
|
1.000 |
2.533 |
|
0.618 |
2.489 |
|
HIGH |
2.419 |
|
0.618 |
2.375 |
|
0.500 |
2.362 |
|
0.382 |
2.349 |
|
LOW |
2.305 |
|
0.618 |
2.235 |
|
1.000 |
2.191 |
|
1.618 |
2.121 |
|
2.618 |
2.007 |
|
4.250 |
1.821 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.362 |
2.390 |
| PP |
2.348 |
2.366 |
| S1 |
2.333 |
2.343 |
|