NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.403 |
2.391 |
-0.012 |
-0.5% |
2.524 |
| High |
2.425 |
2.391 |
-0.034 |
-1.4% |
2.607 |
| Low |
2.370 |
2.253 |
-0.117 |
-4.9% |
2.447 |
| Close |
2.401 |
2.270 |
-0.131 |
-5.5% |
2.481 |
| Range |
0.055 |
0.138 |
0.083 |
150.9% |
0.160 |
| ATR |
0.092 |
0.096 |
0.004 |
4.3% |
0.000 |
| Volume |
42,536 |
34,394 |
-8,142 |
-19.1% |
120,226 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.719 |
2.632 |
2.346 |
|
| R3 |
2.581 |
2.494 |
2.308 |
|
| R2 |
2.443 |
2.443 |
2.295 |
|
| R1 |
2.356 |
2.356 |
2.283 |
2.331 |
| PP |
2.305 |
2.305 |
2.305 |
2.292 |
| S1 |
2.218 |
2.218 |
2.257 |
2.193 |
| S2 |
2.167 |
2.167 |
2.245 |
|
| S3 |
2.029 |
2.080 |
2.232 |
|
| S4 |
1.891 |
1.942 |
2.194 |
|
|
| 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 |
2.526 |
2.253 |
0.273 |
12.0% |
0.083 |
3.7% |
6% |
False |
True |
29,089 |
| 10 |
2.607 |
2.253 |
0.354 |
15.6% |
0.083 |
3.7% |
5% |
False |
True |
27,221 |
| 20 |
2.711 |
2.253 |
0.458 |
20.2% |
0.081 |
3.6% |
4% |
False |
True |
28,673 |
| 40 |
3.040 |
2.253 |
0.787 |
34.7% |
0.102 |
4.5% |
2% |
False |
True |
27,375 |
| 60 |
3.310 |
2.253 |
1.057 |
46.6% |
0.115 |
5.1% |
2% |
False |
True |
24,877 |
| 80 |
3.734 |
2.253 |
1.481 |
65.2% |
0.107 |
4.7% |
1% |
False |
True |
19,842 |
| 100 |
3.991 |
2.253 |
1.738 |
76.6% |
0.103 |
4.5% |
1% |
False |
True |
16,673 |
| 120 |
4.157 |
2.253 |
1.904 |
83.9% |
0.100 |
4.4% |
1% |
False |
True |
14,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.978 |
|
2.618 |
2.752 |
|
1.618 |
2.614 |
|
1.000 |
2.529 |
|
0.618 |
2.476 |
|
HIGH |
2.391 |
|
0.618 |
2.338 |
|
0.500 |
2.322 |
|
0.382 |
2.306 |
|
LOW |
2.253 |
|
0.618 |
2.168 |
|
1.000 |
2.115 |
|
1.618 |
2.030 |
|
2.618 |
1.892 |
|
4.250 |
1.667 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.322 |
2.350 |
| PP |
2.305 |
2.323 |
| S1 |
2.287 |
2.297 |
|