NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.556 |
2.515 |
-0.041 |
-1.6% |
2.468 |
| High |
2.581 |
2.558 |
-0.023 |
-0.9% |
2.574 |
| Low |
2.527 |
2.493 |
-0.034 |
-1.3% |
2.409 |
| Close |
2.535 |
2.553 |
0.018 |
0.7% |
2.543 |
| Range |
0.054 |
0.065 |
0.011 |
20.4% |
0.165 |
| ATR |
0.101 |
0.099 |
-0.003 |
-2.6% |
0.000 |
| Volume |
24,026 |
19,635 |
-4,391 |
-18.3% |
141,966 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.730 |
2.706 |
2.589 |
|
| R3 |
2.665 |
2.641 |
2.571 |
|
| R2 |
2.600 |
2.600 |
2.565 |
|
| R1 |
2.576 |
2.576 |
2.559 |
2.588 |
| PP |
2.535 |
2.535 |
2.535 |
2.541 |
| S1 |
2.511 |
2.511 |
2.547 |
2.523 |
| S2 |
2.470 |
2.470 |
2.541 |
|
| S3 |
2.405 |
2.446 |
2.535 |
|
| S4 |
2.340 |
2.381 |
2.517 |
|
|
| 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 |
2.488 |
0.119 |
4.7% |
0.075 |
3.0% |
55% |
False |
False |
27,322 |
| 10 |
2.607 |
2.409 |
0.198 |
7.8% |
0.083 |
3.2% |
73% |
False |
False |
28,205 |
| 20 |
3.035 |
2.409 |
0.626 |
24.5% |
0.090 |
3.5% |
23% |
False |
False |
26,158 |
| 40 |
3.077 |
2.409 |
0.668 |
26.2% |
0.111 |
4.4% |
22% |
False |
False |
27,042 |
| 60 |
3.398 |
2.409 |
0.989 |
38.7% |
0.114 |
4.5% |
15% |
False |
False |
22,410 |
| 80 |
3.851 |
2.409 |
1.442 |
56.5% |
0.107 |
4.2% |
10% |
False |
False |
18,011 |
| 100 |
4.118 |
2.409 |
1.709 |
66.9% |
0.103 |
4.0% |
8% |
False |
False |
15,112 |
| 120 |
4.274 |
2.409 |
1.865 |
73.1% |
0.100 |
3.9% |
8% |
False |
False |
12,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.834 |
|
2.618 |
2.728 |
|
1.618 |
2.663 |
|
1.000 |
2.623 |
|
0.618 |
2.598 |
|
HIGH |
2.558 |
|
0.618 |
2.533 |
|
0.500 |
2.526 |
|
0.382 |
2.518 |
|
LOW |
2.493 |
|
0.618 |
2.453 |
|
1.000 |
2.428 |
|
1.618 |
2.388 |
|
2.618 |
2.323 |
|
4.250 |
2.217 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.544 |
2.552 |
| PP |
2.535 |
2.551 |
| S1 |
2.526 |
2.550 |
|