NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.493 |
2.432 |
-0.061 |
-2.4% |
2.524 |
| High |
2.526 |
2.446 |
-0.080 |
-3.2% |
2.607 |
| Low |
2.424 |
2.384 |
-0.040 |
-1.7% |
2.447 |
| Close |
2.437 |
2.414 |
-0.023 |
-0.9% |
2.481 |
| Range |
0.102 |
0.062 |
-0.040 |
-39.2% |
0.160 |
| ATR |
0.098 |
0.095 |
-0.003 |
-2.6% |
0.000 |
| Volume |
21,745 |
21,867 |
122 |
0.6% |
120,226 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.601 |
2.569 |
2.448 |
|
| R3 |
2.539 |
2.507 |
2.431 |
|
| R2 |
2.477 |
2.477 |
2.425 |
|
| R1 |
2.445 |
2.445 |
2.420 |
2.430 |
| PP |
2.415 |
2.415 |
2.415 |
2.407 |
| S1 |
2.383 |
2.383 |
2.408 |
2.368 |
| S2 |
2.353 |
2.353 |
2.403 |
|
| S3 |
2.291 |
2.321 |
2.397 |
|
| S4 |
2.229 |
2.259 |
2.380 |
|
|
| 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 |
2.570 |
2.384 |
0.186 |
7.7% |
0.082 |
3.4% |
16% |
False |
True |
22,729 |
| 10 |
2.607 |
2.384 |
0.223 |
9.2% |
0.083 |
3.4% |
13% |
False |
True |
26,054 |
| 20 |
2.792 |
2.384 |
0.408 |
16.9% |
0.083 |
3.4% |
7% |
False |
True |
27,222 |
| 40 |
3.040 |
2.384 |
0.656 |
27.2% |
0.103 |
4.3% |
5% |
False |
True |
26,800 |
| 60 |
3.310 |
2.384 |
0.926 |
38.4% |
0.115 |
4.7% |
3% |
False |
True |
23,741 |
| 80 |
3.812 |
2.384 |
1.428 |
59.2% |
0.106 |
4.4% |
2% |
False |
True |
19,022 |
| 100 |
4.021 |
2.384 |
1.637 |
67.8% |
0.102 |
4.2% |
2% |
False |
True |
15,953 |
| 120 |
4.182 |
2.384 |
1.798 |
74.5% |
0.100 |
4.1% |
2% |
False |
True |
13,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.710 |
|
2.618 |
2.608 |
|
1.618 |
2.546 |
|
1.000 |
2.508 |
|
0.618 |
2.484 |
|
HIGH |
2.446 |
|
0.618 |
2.422 |
|
0.500 |
2.415 |
|
0.382 |
2.408 |
|
LOW |
2.384 |
|
0.618 |
2.346 |
|
1.000 |
2.322 |
|
1.618 |
2.284 |
|
2.618 |
2.222 |
|
4.250 |
2.121 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.415 |
2.455 |
| PP |
2.415 |
2.441 |
| S1 |
2.414 |
2.428 |
|