NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.515 |
2.539 |
0.024 |
1.0% |
2.468 |
| High |
2.558 |
2.570 |
0.012 |
0.5% |
2.574 |
| Low |
2.493 |
2.447 |
-0.046 |
-1.8% |
2.409 |
| Close |
2.553 |
2.477 |
-0.076 |
-3.0% |
2.543 |
| Range |
0.065 |
0.123 |
0.058 |
89.2% |
0.165 |
| ATR |
0.099 |
0.100 |
0.002 |
1.8% |
0.000 |
| Volume |
19,635 |
25,496 |
5,861 |
29.8% |
141,966 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.867 |
2.795 |
2.545 |
|
| R3 |
2.744 |
2.672 |
2.511 |
|
| R2 |
2.621 |
2.621 |
2.500 |
|
| R1 |
2.549 |
2.549 |
2.488 |
2.524 |
| PP |
2.498 |
2.498 |
2.498 |
2.485 |
| S1 |
2.426 |
2.426 |
2.466 |
2.401 |
| S2 |
2.375 |
2.375 |
2.454 |
|
| S3 |
2.252 |
2.303 |
2.443 |
|
| S4 |
2.129 |
2.180 |
2.409 |
|
|
| 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 |
2.447 |
0.160 |
6.5% |
0.083 |
3.3% |
19% |
False |
True |
25,352 |
| 10 |
2.607 |
2.409 |
0.198 |
8.0% |
0.086 |
3.5% |
34% |
False |
False |
27,443 |
| 20 |
2.987 |
2.409 |
0.578 |
23.3% |
0.090 |
3.6% |
12% |
False |
False |
26,379 |
| 40 |
3.077 |
2.409 |
0.668 |
27.0% |
0.112 |
4.5% |
10% |
False |
False |
27,088 |
| 60 |
3.398 |
2.409 |
0.989 |
39.9% |
0.115 |
4.6% |
7% |
False |
False |
22,752 |
| 80 |
3.851 |
2.409 |
1.442 |
58.2% |
0.107 |
4.3% |
5% |
False |
False |
18,283 |
| 100 |
4.118 |
2.409 |
1.709 |
69.0% |
0.103 |
4.2% |
4% |
False |
False |
15,357 |
| 120 |
4.236 |
2.409 |
1.827 |
73.8% |
0.100 |
4.0% |
4% |
False |
False |
13,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.093 |
|
2.618 |
2.892 |
|
1.618 |
2.769 |
|
1.000 |
2.693 |
|
0.618 |
2.646 |
|
HIGH |
2.570 |
|
0.618 |
2.523 |
|
0.500 |
2.509 |
|
0.382 |
2.494 |
|
LOW |
2.447 |
|
0.618 |
2.371 |
|
1.000 |
2.324 |
|
1.618 |
2.248 |
|
2.618 |
2.125 |
|
4.250 |
1.924 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.509 |
2.514 |
| PP |
2.498 |
2.502 |
| S1 |
2.488 |
2.489 |
|