NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 30-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.267 |
2.166 |
-0.101 |
-4.5% |
2.382 |
| High |
2.277 |
2.172 |
-0.105 |
-4.6% |
2.419 |
| Low |
2.132 |
2.101 |
-0.031 |
-1.5% |
2.101 |
| Close |
2.169 |
2.126 |
-0.043 |
-2.0% |
2.126 |
| Range |
0.145 |
0.071 |
-0.074 |
-51.0% |
0.318 |
| ATR |
0.100 |
0.098 |
-0.002 |
-2.1% |
0.000 |
| Volume |
137,131 |
108,035 |
-29,096 |
-21.2% |
528,286 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.346 |
2.307 |
2.165 |
|
| R3 |
2.275 |
2.236 |
2.146 |
|
| R2 |
2.204 |
2.204 |
2.139 |
|
| R1 |
2.165 |
2.165 |
2.133 |
2.149 |
| PP |
2.133 |
2.133 |
2.133 |
2.125 |
| S1 |
2.094 |
2.094 |
2.119 |
2.078 |
| S2 |
2.062 |
2.062 |
2.113 |
|
| S3 |
1.991 |
2.023 |
2.106 |
|
| S4 |
1.920 |
1.952 |
2.087 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.169 |
2.966 |
2.301 |
|
| R3 |
2.851 |
2.648 |
2.213 |
|
| R2 |
2.533 |
2.533 |
2.184 |
|
| R1 |
2.330 |
2.330 |
2.155 |
2.273 |
| PP |
2.215 |
2.215 |
2.215 |
2.187 |
| S1 |
2.012 |
2.012 |
2.097 |
1.955 |
| S2 |
1.897 |
1.897 |
2.068 |
|
| S3 |
1.579 |
1.694 |
2.039 |
|
| S4 |
1.261 |
1.376 |
1.951 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.419 |
2.101 |
0.318 |
15.0% |
0.090 |
4.2% |
8% |
False |
True |
105,657 |
| 10 |
2.502 |
2.101 |
0.401 |
18.9% |
0.087 |
4.1% |
6% |
False |
True |
86,027 |
| 20 |
2.561 |
2.101 |
0.460 |
21.6% |
0.086 |
4.0% |
5% |
False |
True |
69,715 |
| 40 |
2.961 |
2.101 |
0.860 |
40.5% |
0.102 |
4.8% |
3% |
False |
True |
63,738 |
| 60 |
3.256 |
2.101 |
1.155 |
54.3% |
0.118 |
5.6% |
2% |
False |
True |
54,669 |
| 80 |
3.655 |
2.101 |
1.554 |
73.1% |
0.110 |
5.2% |
2% |
False |
True |
43,520 |
| 100 |
3.905 |
2.101 |
1.804 |
84.9% |
0.106 |
5.0% |
1% |
False |
True |
36,315 |
| 120 |
4.121 |
2.101 |
2.020 |
95.0% |
0.104 |
4.9% |
1% |
False |
True |
31,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.474 |
|
2.618 |
2.358 |
|
1.618 |
2.287 |
|
1.000 |
2.243 |
|
0.618 |
2.216 |
|
HIGH |
2.172 |
|
0.618 |
2.145 |
|
0.500 |
2.137 |
|
0.382 |
2.128 |
|
LOW |
2.101 |
|
0.618 |
2.057 |
|
1.000 |
2.030 |
|
1.618 |
1.986 |
|
2.618 |
1.915 |
|
4.250 |
1.799 |
|
|
| Fisher Pivots for day following 30-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.137 |
2.204 |
| PP |
2.133 |
2.178 |
| S1 |
2.130 |
2.152 |
|