NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.288 |
2.267 |
-0.021 |
-0.9% |
2.436 |
| High |
2.307 |
2.277 |
-0.030 |
-1.3% |
2.502 |
| Low |
2.251 |
2.132 |
-0.119 |
-5.3% |
2.345 |
| Close |
2.282 |
2.169 |
-0.113 |
-5.0% |
2.373 |
| Range |
0.056 |
0.145 |
0.089 |
158.9% |
0.157 |
| ATR |
0.096 |
0.100 |
0.004 |
4.0% |
0.000 |
| Volume |
109,349 |
137,131 |
27,782 |
25.4% |
331,988 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.628 |
2.543 |
2.249 |
|
| R3 |
2.483 |
2.398 |
2.209 |
|
| R2 |
2.338 |
2.338 |
2.196 |
|
| R1 |
2.253 |
2.253 |
2.182 |
2.223 |
| PP |
2.193 |
2.193 |
2.193 |
2.178 |
| S1 |
2.108 |
2.108 |
2.156 |
2.078 |
| S2 |
2.048 |
2.048 |
2.142 |
|
| S3 |
1.903 |
1.963 |
2.129 |
|
| S4 |
1.758 |
1.818 |
2.089 |
|
|
| 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 |
2.421 |
2.132 |
0.289 |
13.3% |
0.088 |
4.0% |
13% |
False |
True |
97,763 |
| 10 |
2.502 |
2.132 |
0.370 |
17.1% |
0.088 |
4.0% |
10% |
False |
True |
81,814 |
| 20 |
2.621 |
2.132 |
0.489 |
22.5% |
0.085 |
3.9% |
8% |
False |
True |
67,247 |
| 40 |
2.961 |
2.132 |
0.829 |
38.2% |
0.106 |
4.9% |
4% |
False |
True |
62,007 |
| 60 |
3.259 |
2.132 |
1.127 |
52.0% |
0.119 |
5.5% |
3% |
False |
True |
53,102 |
| 80 |
3.681 |
2.132 |
1.549 |
71.4% |
0.110 |
5.1% |
2% |
False |
True |
42,254 |
| 100 |
3.951 |
2.132 |
1.819 |
83.9% |
0.106 |
4.9% |
2% |
False |
True |
35,292 |
| 120 |
4.121 |
2.132 |
1.989 |
91.7% |
0.104 |
4.8% |
2% |
False |
True |
30,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.893 |
|
2.618 |
2.657 |
|
1.618 |
2.512 |
|
1.000 |
2.422 |
|
0.618 |
2.367 |
|
HIGH |
2.277 |
|
0.618 |
2.222 |
|
0.500 |
2.205 |
|
0.382 |
2.187 |
|
LOW |
2.132 |
|
0.618 |
2.042 |
|
1.000 |
1.987 |
|
1.618 |
1.897 |
|
2.618 |
1.752 |
|
4.250 |
1.516 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.205 |
2.231 |
| PP |
2.193 |
2.210 |
| S1 |
2.181 |
2.190 |
|