NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.622 |
2.622 |
0.000 |
0.0% |
2.581 |
| High |
2.666 |
2.657 |
-0.009 |
-0.3% |
2.668 |
| Low |
2.585 |
2.604 |
0.019 |
0.7% |
2.507 |
| Close |
2.635 |
2.642 |
0.007 |
0.3% |
2.642 |
| Range |
0.081 |
0.053 |
-0.028 |
-34.6% |
0.161 |
| ATR |
0.105 |
0.101 |
-0.004 |
-3.5% |
0.000 |
| Volume |
30,324 |
25,186 |
-5,138 |
-16.9% |
126,920 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.793 |
2.771 |
2.671 |
|
| R3 |
2.740 |
2.718 |
2.657 |
|
| R2 |
2.687 |
2.687 |
2.652 |
|
| R1 |
2.665 |
2.665 |
2.647 |
2.676 |
| PP |
2.634 |
2.634 |
2.634 |
2.640 |
| S1 |
2.612 |
2.612 |
2.637 |
2.623 |
| S2 |
2.581 |
2.581 |
2.632 |
|
| S3 |
2.528 |
2.559 |
2.627 |
|
| S4 |
2.475 |
2.506 |
2.613 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.089 |
3.026 |
2.731 |
|
| R3 |
2.928 |
2.865 |
2.686 |
|
| R2 |
2.767 |
2.767 |
2.672 |
|
| R1 |
2.704 |
2.704 |
2.657 |
2.736 |
| PP |
2.606 |
2.606 |
2.606 |
2.621 |
| S1 |
2.543 |
2.543 |
2.627 |
2.575 |
| S2 |
2.445 |
2.445 |
2.612 |
|
| S3 |
2.284 |
2.382 |
2.598 |
|
| S4 |
2.123 |
2.221 |
2.553 |
|
|
| 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% |
0.085 |
3.2% |
84% |
False |
False |
25,384 |
| 10 |
2.750 |
2.507 |
0.243 |
9.2% |
0.080 |
3.0% |
56% |
False |
False |
25,721 |
| 20 |
3.104 |
2.507 |
0.597 |
22.6% |
0.096 |
3.6% |
23% |
False |
False |
21,157 |
| 40 |
3.128 |
2.507 |
0.621 |
23.5% |
0.118 |
4.5% |
22% |
False |
False |
21,444 |
| 60 |
3.496 |
2.507 |
0.989 |
37.4% |
0.111 |
4.2% |
14% |
False |
False |
17,034 |
| 80 |
3.901 |
2.507 |
1.394 |
52.8% |
0.104 |
3.9% |
10% |
False |
False |
13,689 |
| 100 |
4.162 |
2.507 |
1.655 |
62.6% |
0.100 |
3.8% |
8% |
False |
False |
11,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.882 |
|
2.618 |
2.796 |
|
1.618 |
2.743 |
|
1.000 |
2.710 |
|
0.618 |
2.690 |
|
HIGH |
2.657 |
|
0.618 |
2.637 |
|
0.500 |
2.631 |
|
0.382 |
2.624 |
|
LOW |
2.604 |
|
0.618 |
2.571 |
|
1.000 |
2.551 |
|
1.618 |
2.518 |
|
2.618 |
2.465 |
|
4.250 |
2.379 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.638 |
2.633 |
| PP |
2.634 |
2.624 |
| S1 |
2.631 |
2.615 |
|