NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.310 |
2.288 |
-0.022 |
-1.0% |
2.436 |
| High |
2.329 |
2.307 |
-0.022 |
-0.9% |
2.502 |
| Low |
2.265 |
2.251 |
-0.014 |
-0.6% |
2.345 |
| Close |
2.285 |
2.282 |
-0.003 |
-0.1% |
2.373 |
| Range |
0.064 |
0.056 |
-0.008 |
-12.5% |
0.157 |
| ATR |
0.099 |
0.096 |
-0.003 |
-3.1% |
0.000 |
| Volume |
100,684 |
109,349 |
8,665 |
8.6% |
331,988 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.448 |
2.421 |
2.313 |
|
| R3 |
2.392 |
2.365 |
2.297 |
|
| R2 |
2.336 |
2.336 |
2.292 |
|
| R1 |
2.309 |
2.309 |
2.287 |
2.295 |
| PP |
2.280 |
2.280 |
2.280 |
2.273 |
| S1 |
2.253 |
2.253 |
2.277 |
2.239 |
| S2 |
2.224 |
2.224 |
2.272 |
|
| S3 |
2.168 |
2.197 |
2.267 |
|
| S4 |
2.112 |
2.141 |
2.251 |
|
|
| 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 |
2.251 |
0.223 |
9.8% |
0.085 |
3.7% |
14% |
False |
True |
88,303 |
| 10 |
2.502 |
2.251 |
0.251 |
11.0% |
0.083 |
3.6% |
12% |
False |
True |
75,225 |
| 20 |
2.691 |
2.251 |
0.440 |
19.3% |
0.084 |
3.7% |
7% |
False |
True |
63,096 |
| 40 |
2.961 |
2.251 |
0.710 |
31.1% |
0.105 |
4.6% |
4% |
False |
True |
59,931 |
| 60 |
3.259 |
2.251 |
1.008 |
44.2% |
0.119 |
5.2% |
3% |
False |
True |
50,982 |
| 80 |
3.735 |
2.251 |
1.484 |
65.0% |
0.109 |
4.8% |
2% |
False |
True |
40,724 |
| 100 |
3.978 |
2.251 |
1.727 |
75.7% |
0.105 |
4.6% |
2% |
False |
True |
33,959 |
| 120 |
4.121 |
2.251 |
1.870 |
81.9% |
0.103 |
4.5% |
2% |
False |
True |
29,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.545 |
|
2.618 |
2.454 |
|
1.618 |
2.398 |
|
1.000 |
2.363 |
|
0.618 |
2.342 |
|
HIGH |
2.307 |
|
0.618 |
2.286 |
|
0.500 |
2.279 |
|
0.382 |
2.272 |
|
LOW |
2.251 |
|
0.618 |
2.216 |
|
1.000 |
2.195 |
|
1.618 |
2.160 |
|
2.618 |
2.104 |
|
4.250 |
2.013 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.281 |
2.335 |
| PP |
2.280 |
2.317 |
| S1 |
2.279 |
2.300 |
|