NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.470 |
2.524 |
0.054 |
2.2% |
2.661 |
| High |
2.541 |
2.572 |
0.031 |
1.2% |
2.661 |
| Low |
2.409 |
2.464 |
0.055 |
2.3% |
2.429 |
| Close |
2.507 |
2.533 |
0.026 |
1.0% |
2.522 |
| Range |
0.132 |
0.108 |
-0.024 |
-18.2% |
0.232 |
| ATR |
0.109 |
0.109 |
0.000 |
-0.1% |
0.000 |
| Volume |
19,719 |
29,921 |
10,202 |
51.7% |
157,316 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.847 |
2.798 |
2.592 |
|
| R3 |
2.739 |
2.690 |
2.563 |
|
| R2 |
2.631 |
2.631 |
2.553 |
|
| R1 |
2.582 |
2.582 |
2.543 |
2.607 |
| PP |
2.523 |
2.523 |
2.523 |
2.535 |
| S1 |
2.474 |
2.474 |
2.523 |
2.499 |
| S2 |
2.415 |
2.415 |
2.513 |
|
| S3 |
2.307 |
2.366 |
2.503 |
|
| S4 |
2.199 |
2.258 |
2.474 |
|
|
| 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 |
2.572 |
2.409 |
0.163 |
6.4% |
0.090 |
3.5% |
76% |
True |
False |
29,087 |
| 10 |
2.770 |
2.409 |
0.361 |
14.3% |
0.083 |
3.3% |
34% |
False |
False |
29,129 |
| 20 |
3.040 |
2.409 |
0.631 |
24.9% |
0.102 |
4.0% |
20% |
False |
False |
26,172 |
| 40 |
3.077 |
2.409 |
0.668 |
26.4% |
0.123 |
4.9% |
19% |
False |
False |
26,703 |
| 60 |
3.441 |
2.409 |
1.032 |
40.7% |
0.114 |
4.5% |
12% |
False |
False |
20,463 |
| 80 |
3.851 |
2.409 |
1.442 |
56.9% |
0.108 |
4.3% |
9% |
False |
False |
16,610 |
| 100 |
4.118 |
2.409 |
1.709 |
67.5% |
0.103 |
4.1% |
7% |
False |
False |
13,811 |
| 120 |
4.344 |
2.409 |
1.935 |
76.4% |
0.099 |
3.9% |
6% |
False |
False |
11,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.031 |
|
2.618 |
2.855 |
|
1.618 |
2.747 |
|
1.000 |
2.680 |
|
0.618 |
2.639 |
|
HIGH |
2.572 |
|
0.618 |
2.531 |
|
0.500 |
2.518 |
|
0.382 |
2.505 |
|
LOW |
2.464 |
|
0.618 |
2.397 |
|
1.000 |
2.356 |
|
1.618 |
2.289 |
|
2.618 |
2.181 |
|
4.250 |
2.005 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.528 |
2.519 |
| PP |
2.523 |
2.505 |
| S1 |
2.518 |
2.491 |
|