NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.468 |
2.470 |
0.002 |
0.1% |
2.661 |
| High |
2.488 |
2.541 |
0.053 |
2.1% |
2.661 |
| Low |
2.437 |
2.409 |
-0.028 |
-1.1% |
2.429 |
| Close |
2.473 |
2.507 |
0.034 |
1.4% |
2.522 |
| Range |
0.051 |
0.132 |
0.081 |
158.8% |
0.232 |
| ATR |
0.108 |
0.109 |
0.002 |
1.6% |
0.000 |
| Volume |
25,538 |
19,719 |
-5,819 |
-22.8% |
157,316 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.882 |
2.826 |
2.580 |
|
| R3 |
2.750 |
2.694 |
2.543 |
|
| R2 |
2.618 |
2.618 |
2.531 |
|
| R1 |
2.562 |
2.562 |
2.519 |
2.590 |
| PP |
2.486 |
2.486 |
2.486 |
2.500 |
| S1 |
2.430 |
2.430 |
2.495 |
2.458 |
| S2 |
2.354 |
2.354 |
2.483 |
|
| S3 |
2.222 |
2.298 |
2.471 |
|
| S4 |
2.090 |
2.166 |
2.434 |
|
|
| 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 |
2.541 |
2.409 |
0.132 |
5.3% |
0.081 |
3.2% |
74% |
True |
True |
28,735 |
| 10 |
2.792 |
2.409 |
0.383 |
15.3% |
0.082 |
3.3% |
26% |
False |
True |
28,389 |
| 20 |
3.040 |
2.409 |
0.631 |
25.2% |
0.101 |
4.0% |
16% |
False |
True |
25,956 |
| 40 |
3.077 |
2.409 |
0.668 |
26.6% |
0.124 |
5.0% |
15% |
False |
True |
26,314 |
| 60 |
3.441 |
2.409 |
1.032 |
41.2% |
0.113 |
4.5% |
9% |
False |
True |
20,104 |
| 80 |
3.851 |
2.409 |
1.442 |
57.5% |
0.108 |
4.3% |
7% |
False |
True |
16,269 |
| 100 |
4.118 |
2.409 |
1.709 |
68.2% |
0.102 |
4.1% |
6% |
False |
True |
13,529 |
| 120 |
4.344 |
2.409 |
1.935 |
77.2% |
0.099 |
3.9% |
5% |
False |
True |
11,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.102 |
|
2.618 |
2.887 |
|
1.618 |
2.755 |
|
1.000 |
2.673 |
|
0.618 |
2.623 |
|
HIGH |
2.541 |
|
0.618 |
2.491 |
|
0.500 |
2.475 |
|
0.382 |
2.459 |
|
LOW |
2.409 |
|
0.618 |
2.327 |
|
1.000 |
2.277 |
|
1.618 |
2.195 |
|
2.618 |
2.063 |
|
4.250 |
1.848 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.496 |
2.496 |
| PP |
2.486 |
2.486 |
| S1 |
2.475 |
2.475 |
|