NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.590 |
2.581 |
-0.009 |
-0.3% |
2.750 |
| High |
2.617 |
2.584 |
-0.033 |
-1.3% |
2.750 |
| Low |
2.549 |
2.530 |
-0.019 |
-0.7% |
2.518 |
| Close |
2.617 |
2.568 |
-0.049 |
-1.9% |
2.617 |
| Range |
0.068 |
0.054 |
-0.014 |
-20.6% |
0.232 |
| ATR |
0.107 |
0.105 |
-0.001 |
-1.3% |
0.000 |
| Volume |
29,974 |
27,018 |
-2,956 |
-9.9% |
130,294 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.723 |
2.699 |
2.598 |
|
| R3 |
2.669 |
2.645 |
2.583 |
|
| R2 |
2.615 |
2.615 |
2.578 |
|
| R1 |
2.591 |
2.591 |
2.573 |
2.576 |
| PP |
2.561 |
2.561 |
2.561 |
2.553 |
| S1 |
2.537 |
2.537 |
2.563 |
2.522 |
| S2 |
2.507 |
2.507 |
2.558 |
|
| S3 |
2.453 |
2.483 |
2.553 |
|
| S4 |
2.399 |
2.429 |
2.538 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.324 |
3.203 |
2.745 |
|
| R3 |
3.092 |
2.971 |
2.681 |
|
| R2 |
2.860 |
2.860 |
2.660 |
|
| R1 |
2.739 |
2.739 |
2.638 |
2.684 |
| PP |
2.628 |
2.628 |
2.628 |
2.601 |
| S1 |
2.507 |
2.507 |
2.596 |
2.452 |
| S2 |
2.396 |
2.396 |
2.574 |
|
| S3 |
2.164 |
2.275 |
2.553 |
|
| S4 |
1.932 |
2.043 |
2.489 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.681 |
2.518 |
0.163 |
6.3% |
0.065 |
2.5% |
31% |
False |
False |
26,153 |
| 10 |
2.890 |
2.518 |
0.372 |
14.5% |
0.080 |
3.1% |
13% |
False |
False |
22,416 |
| 20 |
3.104 |
2.518 |
0.586 |
22.8% |
0.095 |
3.7% |
9% |
False |
False |
20,748 |
| 40 |
3.128 |
2.518 |
0.610 |
23.8% |
0.120 |
4.7% |
8% |
False |
False |
20,581 |
| 60 |
3.496 |
2.518 |
0.978 |
38.1% |
0.109 |
4.3% |
5% |
False |
False |
15,590 |
| 80 |
3.901 |
2.518 |
1.383 |
53.9% |
0.104 |
4.0% |
4% |
False |
False |
12,580 |
| 100 |
4.162 |
2.518 |
1.644 |
64.0% |
0.099 |
3.9% |
3% |
False |
False |
10,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.814 |
|
2.618 |
2.725 |
|
1.618 |
2.671 |
|
1.000 |
2.638 |
|
0.618 |
2.617 |
|
HIGH |
2.584 |
|
0.618 |
2.563 |
|
0.500 |
2.557 |
|
0.382 |
2.551 |
|
LOW |
2.530 |
|
0.618 |
2.497 |
|
1.000 |
2.476 |
|
1.618 |
2.443 |
|
2.618 |
2.389 |
|
4.250 |
2.301 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.564 |
2.568 |
| PP |
2.561 |
2.568 |
| S1 |
2.557 |
2.568 |
|