NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.507 |
2.621 |
0.114 |
4.5% |
2.750 |
| High |
2.636 |
2.668 |
0.032 |
1.2% |
2.750 |
| Low |
2.507 |
2.562 |
0.055 |
2.2% |
2.518 |
| Close |
2.602 |
2.629 |
0.027 |
1.0% |
2.617 |
| Range |
0.129 |
0.106 |
-0.023 |
-17.8% |
0.232 |
| ATR |
0.107 |
0.107 |
0.000 |
-0.1% |
0.000 |
| Volume |
19,878 |
24,514 |
4,636 |
23.3% |
130,294 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.938 |
2.889 |
2.687 |
|
| R3 |
2.832 |
2.783 |
2.658 |
|
| R2 |
2.726 |
2.726 |
2.648 |
|
| R1 |
2.677 |
2.677 |
2.639 |
2.702 |
| PP |
2.620 |
2.620 |
2.620 |
2.632 |
| S1 |
2.571 |
2.571 |
2.619 |
2.596 |
| S2 |
2.514 |
2.514 |
2.610 |
|
| S3 |
2.408 |
2.465 |
2.600 |
|
| S4 |
2.302 |
2.359 |
2.571 |
|
|
| 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 |
2.668 |
2.507 |
0.161 |
6.1% |
0.087 |
3.3% |
76% |
True |
False |
26,038 |
| 10 |
2.837 |
2.507 |
0.330 |
12.6% |
0.082 |
3.1% |
37% |
False |
False |
24,043 |
| 20 |
3.104 |
2.507 |
0.597 |
22.7% |
0.100 |
3.8% |
20% |
False |
False |
20,674 |
| 40 |
3.128 |
2.507 |
0.621 |
23.6% |
0.120 |
4.5% |
20% |
False |
False |
20,839 |
| 60 |
3.496 |
2.507 |
0.989 |
37.6% |
0.111 |
4.2% |
12% |
False |
False |
16,210 |
| 80 |
3.901 |
2.507 |
1.394 |
53.0% |
0.105 |
4.0% |
9% |
False |
False |
13,069 |
| 100 |
4.162 |
2.507 |
1.655 |
63.0% |
0.100 |
3.8% |
7% |
False |
False |
10,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.119 |
|
2.618 |
2.946 |
|
1.618 |
2.840 |
|
1.000 |
2.774 |
|
0.618 |
2.734 |
|
HIGH |
2.668 |
|
0.618 |
2.628 |
|
0.500 |
2.615 |
|
0.382 |
2.602 |
|
LOW |
2.562 |
|
0.618 |
2.496 |
|
1.000 |
2.456 |
|
1.618 |
2.390 |
|
2.618 |
2.284 |
|
4.250 |
2.112 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.624 |
2.615 |
| PP |
2.620 |
2.601 |
| S1 |
2.615 |
2.588 |
|