NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.488 |
2.468 |
-0.020 |
-0.8% |
2.661 |
| High |
2.523 |
2.488 |
-0.035 |
-1.4% |
2.661 |
| Low |
2.457 |
2.437 |
-0.020 |
-0.8% |
2.429 |
| Close |
2.522 |
2.473 |
-0.049 |
-1.9% |
2.522 |
| Range |
0.066 |
0.051 |
-0.015 |
-22.7% |
0.232 |
| ATR |
0.109 |
0.108 |
-0.002 |
-1.6% |
0.000 |
| Volume |
37,147 |
25,538 |
-11,609 |
-31.3% |
157,316 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.619 |
2.597 |
2.501 |
|
| R3 |
2.568 |
2.546 |
2.487 |
|
| R2 |
2.517 |
2.517 |
2.482 |
|
| R1 |
2.495 |
2.495 |
2.478 |
2.506 |
| PP |
2.466 |
2.466 |
2.466 |
2.472 |
| S1 |
2.444 |
2.444 |
2.468 |
2.455 |
| S2 |
2.415 |
2.415 |
2.464 |
|
| S3 |
2.364 |
2.393 |
2.459 |
|
| S4 |
2.313 |
2.342 |
2.445 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.233 |
3.110 |
2.650 |
|
| R3 |
3.001 |
2.878 |
2.586 |
|
| R2 |
2.769 |
2.769 |
2.565 |
|
| R1 |
2.646 |
2.646 |
2.543 |
2.592 |
| PP |
2.537 |
2.537 |
2.537 |
2.510 |
| S1 |
2.414 |
2.414 |
2.501 |
2.360 |
| S2 |
2.305 |
2.305 |
2.479 |
|
| S3 |
2.073 |
2.182 |
2.458 |
|
| S4 |
1.841 |
1.950 |
2.394 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.596 |
2.429 |
0.167 |
6.8% |
0.067 |
2.7% |
26% |
False |
False |
29,711 |
| 10 |
2.823 |
2.429 |
0.394 |
15.9% |
0.081 |
3.3% |
11% |
False |
False |
28,454 |
| 20 |
3.040 |
2.429 |
0.611 |
24.7% |
0.098 |
4.0% |
7% |
False |
False |
26,212 |
| 40 |
3.077 |
2.429 |
0.648 |
26.2% |
0.123 |
5.0% |
7% |
False |
False |
26,369 |
| 60 |
3.466 |
2.429 |
1.037 |
41.9% |
0.113 |
4.6% |
4% |
False |
False |
19,842 |
| 80 |
3.851 |
2.429 |
1.422 |
57.5% |
0.107 |
4.3% |
3% |
False |
False |
16,093 |
| 100 |
4.118 |
2.429 |
1.689 |
68.3% |
0.102 |
4.1% |
3% |
False |
False |
13,361 |
| 120 |
4.384 |
2.429 |
1.955 |
79.1% |
0.098 |
4.0% |
2% |
False |
False |
11,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.705 |
|
2.618 |
2.622 |
|
1.618 |
2.571 |
|
1.000 |
2.539 |
|
0.618 |
2.520 |
|
HIGH |
2.488 |
|
0.618 |
2.469 |
|
0.500 |
2.463 |
|
0.382 |
2.456 |
|
LOW |
2.437 |
|
0.618 |
2.405 |
|
1.000 |
2.386 |
|
1.618 |
2.354 |
|
2.618 |
2.303 |
|
4.250 |
2.220 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.470 |
2.476 |
| PP |
2.466 |
2.475 |
| S1 |
2.463 |
2.474 |
|