NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.539 |
2.473 |
-0.066 |
-2.6% |
2.524 |
| High |
2.570 |
2.526 |
-0.044 |
-1.7% |
2.607 |
| Low |
2.447 |
2.467 |
0.020 |
0.8% |
2.447 |
| Close |
2.477 |
2.481 |
0.004 |
0.2% |
2.481 |
| Range |
0.123 |
0.059 |
-0.064 |
-52.0% |
0.160 |
| ATR |
0.100 |
0.097 |
-0.003 |
-2.9% |
0.000 |
| Volume |
25,496 |
24,905 |
-591 |
-2.3% |
120,226 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.668 |
2.634 |
2.513 |
|
| R3 |
2.609 |
2.575 |
2.497 |
|
| R2 |
2.550 |
2.550 |
2.492 |
|
| R1 |
2.516 |
2.516 |
2.486 |
2.533 |
| PP |
2.491 |
2.491 |
2.491 |
2.500 |
| S1 |
2.457 |
2.457 |
2.476 |
2.474 |
| S2 |
2.432 |
2.432 |
2.470 |
|
| S3 |
2.373 |
2.398 |
2.465 |
|
| S4 |
2.314 |
2.339 |
2.449 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.992 |
2.896 |
2.569 |
|
| R3 |
2.832 |
2.736 |
2.525 |
|
| R2 |
2.672 |
2.672 |
2.510 |
|
| R1 |
2.576 |
2.576 |
2.496 |
2.544 |
| PP |
2.512 |
2.512 |
2.512 |
2.496 |
| S1 |
2.416 |
2.416 |
2.466 |
2.384 |
| S2 |
2.352 |
2.352 |
2.452 |
|
| S3 |
2.192 |
2.256 |
2.437 |
|
| S4 |
2.032 |
2.096 |
2.393 |
|
|
| 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 |
6.4% |
0.081 |
3.3% |
21% |
False |
False |
24,045 |
| 10 |
2.607 |
2.409 |
0.198 |
8.0% |
0.085 |
3.4% |
36% |
False |
False |
26,219 |
| 20 |
2.939 |
2.409 |
0.530 |
21.4% |
0.088 |
3.5% |
14% |
False |
False |
26,877 |
| 40 |
3.077 |
2.409 |
0.668 |
26.9% |
0.107 |
4.3% |
11% |
False |
False |
27,025 |
| 60 |
3.358 |
2.409 |
0.949 |
38.3% |
0.115 |
4.6% |
8% |
False |
False |
23,104 |
| 80 |
3.812 |
2.409 |
1.403 |
56.5% |
0.106 |
4.3% |
5% |
False |
False |
18,581 |
| 100 |
4.118 |
2.409 |
1.709 |
68.9% |
0.103 |
4.1% |
4% |
False |
False |
15,581 |
| 120 |
4.200 |
2.409 |
1.791 |
72.2% |
0.100 |
4.0% |
4% |
False |
False |
13,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.777 |
|
2.618 |
2.680 |
|
1.618 |
2.621 |
|
1.000 |
2.585 |
|
0.618 |
2.562 |
|
HIGH |
2.526 |
|
0.618 |
2.503 |
|
0.500 |
2.497 |
|
0.382 |
2.490 |
|
LOW |
2.467 |
|
0.618 |
2.431 |
|
1.000 |
2.408 |
|
1.618 |
2.372 |
|
2.618 |
2.313 |
|
4.250 |
2.216 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.497 |
2.509 |
| PP |
2.491 |
2.499 |
| S1 |
2.486 |
2.490 |
|