NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.537 |
2.524 |
-0.013 |
-0.5% |
2.468 |
| High |
2.567 |
2.607 |
0.040 |
1.6% |
2.574 |
| Low |
2.501 |
2.501 |
0.000 |
0.0% |
2.409 |
| Close |
2.543 |
2.571 |
0.028 |
1.1% |
2.543 |
| Range |
0.066 |
0.106 |
0.040 |
60.6% |
0.165 |
| ATR |
0.105 |
0.105 |
0.000 |
0.1% |
0.000 |
| Volume |
31,443 |
26,164 |
-5,279 |
-16.8% |
141,966 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.878 |
2.830 |
2.629 |
|
| R3 |
2.772 |
2.724 |
2.600 |
|
| R2 |
2.666 |
2.666 |
2.590 |
|
| R1 |
2.618 |
2.618 |
2.581 |
2.642 |
| PP |
2.560 |
2.560 |
2.560 |
2.572 |
| S1 |
2.512 |
2.512 |
2.561 |
2.536 |
| S2 |
2.454 |
2.454 |
2.552 |
|
| S3 |
2.348 |
2.406 |
2.542 |
|
| S4 |
2.242 |
2.300 |
2.513 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.004 |
2.938 |
2.634 |
|
| R3 |
2.839 |
2.773 |
2.588 |
|
| R2 |
2.674 |
2.674 |
2.573 |
|
| R1 |
2.608 |
2.608 |
2.558 |
2.641 |
| PP |
2.509 |
2.509 |
2.509 |
2.525 |
| S1 |
2.443 |
2.443 |
2.528 |
2.476 |
| S2 |
2.344 |
2.344 |
2.513 |
|
| S3 |
2.179 |
2.278 |
2.498 |
|
| S4 |
2.014 |
2.113 |
2.452 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.607 |
2.409 |
0.198 |
7.7% |
0.100 |
3.9% |
82% |
True |
False |
28,518 |
| 10 |
2.607 |
2.409 |
0.198 |
7.7% |
0.083 |
3.2% |
82% |
True |
False |
29,115 |
| 20 |
3.035 |
2.409 |
0.626 |
24.3% |
0.096 |
3.7% |
26% |
False |
False |
26,678 |
| 40 |
3.077 |
2.409 |
0.668 |
26.0% |
0.121 |
4.7% |
24% |
False |
False |
27,432 |
| 60 |
3.441 |
2.409 |
1.032 |
40.1% |
0.115 |
4.5% |
16% |
False |
False |
21,824 |
| 80 |
3.851 |
2.409 |
1.442 |
56.1% |
0.108 |
4.2% |
11% |
False |
False |
17,587 |
| 100 |
4.118 |
2.409 |
1.709 |
66.5% |
0.103 |
4.0% |
9% |
False |
False |
14,691 |
| 120 |
4.344 |
2.409 |
1.935 |
75.3% |
0.100 |
3.9% |
8% |
False |
False |
12,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.058 |
|
2.618 |
2.885 |
|
1.618 |
2.779 |
|
1.000 |
2.713 |
|
0.618 |
2.673 |
|
HIGH |
2.607 |
|
0.618 |
2.567 |
|
0.500 |
2.554 |
|
0.382 |
2.541 |
|
LOW |
2.501 |
|
0.618 |
2.435 |
|
1.000 |
2.395 |
|
1.618 |
2.329 |
|
2.618 |
2.223 |
|
4.250 |
2.051 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.565 |
2.563 |
| PP |
2.560 |
2.555 |
| S1 |
2.554 |
2.548 |
|