NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.382 |
2.310 |
-0.072 |
-3.0% |
2.436 |
| High |
2.419 |
2.329 |
-0.090 |
-3.7% |
2.502 |
| Low |
2.305 |
2.265 |
-0.040 |
-1.7% |
2.345 |
| Close |
2.319 |
2.285 |
-0.034 |
-1.5% |
2.373 |
| Range |
0.114 |
0.064 |
-0.050 |
-43.9% |
0.157 |
| ATR |
0.102 |
0.099 |
-0.003 |
-2.7% |
0.000 |
| Volume |
73,087 |
100,684 |
27,597 |
37.8% |
331,988 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.485 |
2.449 |
2.320 |
|
| R3 |
2.421 |
2.385 |
2.303 |
|
| R2 |
2.357 |
2.357 |
2.297 |
|
| R1 |
2.321 |
2.321 |
2.291 |
2.307 |
| PP |
2.293 |
2.293 |
2.293 |
2.286 |
| S1 |
2.257 |
2.257 |
2.279 |
2.243 |
| S2 |
2.229 |
2.229 |
2.273 |
|
| S3 |
2.165 |
2.193 |
2.267 |
|
| S4 |
2.101 |
2.129 |
2.250 |
|
|
| 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 |
2.474 |
2.265 |
0.209 |
9.1% |
0.086 |
3.8% |
10% |
False |
True |
77,547 |
| 10 |
2.502 |
2.265 |
0.237 |
10.4% |
0.088 |
3.8% |
8% |
False |
True |
71,267 |
| 20 |
2.720 |
2.265 |
0.455 |
19.9% |
0.087 |
3.8% |
4% |
False |
True |
59,661 |
| 40 |
2.961 |
2.265 |
0.696 |
30.5% |
0.108 |
4.7% |
3% |
False |
True |
58,003 |
| 60 |
3.259 |
2.265 |
0.994 |
43.5% |
0.119 |
5.2% |
2% |
False |
True |
49,340 |
| 80 |
3.777 |
2.265 |
1.512 |
66.2% |
0.110 |
4.8% |
1% |
False |
True |
39,466 |
| 100 |
3.978 |
2.265 |
1.713 |
75.0% |
0.105 |
4.6% |
1% |
False |
True |
32,948 |
| 120 |
4.144 |
2.265 |
1.879 |
82.2% |
0.104 |
4.5% |
1% |
False |
True |
28,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.601 |
|
2.618 |
2.497 |
|
1.618 |
2.433 |
|
1.000 |
2.393 |
|
0.618 |
2.369 |
|
HIGH |
2.329 |
|
0.618 |
2.305 |
|
0.500 |
2.297 |
|
0.382 |
2.289 |
|
LOW |
2.265 |
|
0.618 |
2.225 |
|
1.000 |
2.201 |
|
1.618 |
2.161 |
|
2.618 |
2.097 |
|
4.250 |
1.993 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.297 |
2.343 |
| PP |
2.293 |
2.324 |
| S1 |
2.289 |
2.304 |
|