NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 20-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.524 |
2.556 |
0.032 |
1.3% |
2.468 |
| High |
2.607 |
2.581 |
-0.026 |
-1.0% |
2.574 |
| Low |
2.501 |
2.527 |
0.026 |
1.0% |
2.409 |
| Close |
2.571 |
2.535 |
-0.036 |
-1.4% |
2.543 |
| Range |
0.106 |
0.054 |
-0.052 |
-49.1% |
0.165 |
| ATR |
0.105 |
0.101 |
-0.004 |
-3.5% |
0.000 |
| Volume |
26,164 |
24,026 |
-2,138 |
-8.2% |
141,966 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.710 |
2.676 |
2.565 |
|
| R3 |
2.656 |
2.622 |
2.550 |
|
| R2 |
2.602 |
2.602 |
2.545 |
|
| R1 |
2.568 |
2.568 |
2.540 |
2.558 |
| PP |
2.548 |
2.548 |
2.548 |
2.543 |
| S1 |
2.514 |
2.514 |
2.530 |
2.504 |
| S2 |
2.494 |
2.494 |
2.525 |
|
| S3 |
2.440 |
2.460 |
2.520 |
|
| S4 |
2.386 |
2.406 |
2.505 |
|
|
| 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 |
2.464 |
0.143 |
5.6% |
0.084 |
3.3% |
50% |
False |
False |
29,379 |
| 10 |
2.607 |
2.409 |
0.198 |
7.8% |
0.083 |
3.3% |
64% |
False |
False |
29,057 |
| 20 |
3.035 |
2.409 |
0.626 |
24.7% |
0.093 |
3.7% |
20% |
False |
False |
26,593 |
| 40 |
3.077 |
2.409 |
0.668 |
26.4% |
0.113 |
4.5% |
19% |
False |
False |
27,528 |
| 60 |
3.441 |
2.409 |
1.032 |
40.7% |
0.114 |
4.5% |
12% |
False |
False |
22,156 |
| 80 |
3.851 |
2.409 |
1.442 |
56.9% |
0.108 |
4.3% |
9% |
False |
False |
17,804 |
| 100 |
4.118 |
2.409 |
1.709 |
67.4% |
0.103 |
4.1% |
7% |
False |
False |
14,926 |
| 120 |
4.285 |
2.409 |
1.876 |
74.0% |
0.100 |
3.9% |
7% |
False |
False |
12,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.811 |
|
2.618 |
2.722 |
|
1.618 |
2.668 |
|
1.000 |
2.635 |
|
0.618 |
2.614 |
|
HIGH |
2.581 |
|
0.618 |
2.560 |
|
0.500 |
2.554 |
|
0.382 |
2.548 |
|
LOW |
2.527 |
|
0.618 |
2.494 |
|
1.000 |
2.473 |
|
1.618 |
2.440 |
|
2.618 |
2.386 |
|
4.250 |
2.298 |
|
|
| Fisher Pivots for day following 20-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.554 |
2.554 |
| PP |
2.548 |
2.548 |
| S1 |
2.541 |
2.541 |
|