NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.473 |
2.493 |
0.020 |
0.8% |
2.524 |
| High |
2.526 |
2.526 |
0.000 |
0.0% |
2.607 |
| Low |
2.467 |
2.424 |
-0.043 |
-1.7% |
2.447 |
| Close |
2.481 |
2.437 |
-0.044 |
-1.8% |
2.481 |
| Range |
0.059 |
0.102 |
0.043 |
72.9% |
0.160 |
| ATR |
0.097 |
0.098 |
0.000 |
0.3% |
0.000 |
| Volume |
24,905 |
21,745 |
-3,160 |
-12.7% |
120,226 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.768 |
2.705 |
2.493 |
|
| R3 |
2.666 |
2.603 |
2.465 |
|
| R2 |
2.564 |
2.564 |
2.456 |
|
| R1 |
2.501 |
2.501 |
2.446 |
2.482 |
| PP |
2.462 |
2.462 |
2.462 |
2.453 |
| S1 |
2.399 |
2.399 |
2.428 |
2.380 |
| S2 |
2.360 |
2.360 |
2.418 |
|
| S3 |
2.258 |
2.297 |
2.409 |
|
| S4 |
2.156 |
2.195 |
2.381 |
|
|
| 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 |
2.581 |
2.424 |
0.157 |
6.4% |
0.081 |
3.3% |
8% |
False |
True |
23,161 |
| 10 |
2.607 |
2.409 |
0.198 |
8.1% |
0.090 |
3.7% |
14% |
False |
False |
25,839 |
| 20 |
2.823 |
2.409 |
0.414 |
17.0% |
0.086 |
3.5% |
7% |
False |
False |
27,147 |
| 40 |
3.077 |
2.409 |
0.668 |
27.4% |
0.106 |
4.3% |
4% |
False |
False |
26,814 |
| 60 |
3.323 |
2.409 |
0.914 |
37.5% |
0.116 |
4.7% |
3% |
False |
False |
23,428 |
| 80 |
3.812 |
2.409 |
1.403 |
57.6% |
0.106 |
4.4% |
2% |
False |
False |
18,813 |
| 100 |
4.118 |
2.409 |
1.709 |
70.1% |
0.103 |
4.2% |
2% |
False |
False |
15,759 |
| 120 |
4.182 |
2.409 |
1.773 |
72.8% |
0.100 |
4.1% |
2% |
False |
False |
13,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.960 |
|
2.618 |
2.793 |
|
1.618 |
2.691 |
|
1.000 |
2.628 |
|
0.618 |
2.589 |
|
HIGH |
2.526 |
|
0.618 |
2.487 |
|
0.500 |
2.475 |
|
0.382 |
2.463 |
|
LOW |
2.424 |
|
0.618 |
2.361 |
|
1.000 |
2.322 |
|
1.618 |
2.259 |
|
2.618 |
2.157 |
|
4.250 |
1.991 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.475 |
2.497 |
| PP |
2.462 |
2.477 |
| S1 |
2.450 |
2.457 |
|