NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 30-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.504 |
2.405 |
-0.099 |
-4.0% |
2.606 |
| High |
2.510 |
2.412 |
-0.098 |
-3.9% |
2.629 |
| Low |
2.373 |
2.356 |
-0.017 |
-0.7% |
2.356 |
| Close |
2.390 |
2.389 |
-0.001 |
0.0% |
2.389 |
| Range |
0.137 |
0.056 |
-0.081 |
-59.1% |
0.273 |
| ATR |
0.093 |
0.090 |
-0.003 |
-2.8% |
0.000 |
| Volume |
30,077 |
32,851 |
2,774 |
9.2% |
136,531 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.554 |
2.527 |
2.420 |
|
| R3 |
2.498 |
2.471 |
2.404 |
|
| R2 |
2.442 |
2.442 |
2.399 |
|
| R1 |
2.415 |
2.415 |
2.394 |
2.401 |
| PP |
2.386 |
2.386 |
2.386 |
2.378 |
| S1 |
2.359 |
2.359 |
2.384 |
2.345 |
| S2 |
2.330 |
2.330 |
2.379 |
|
| S3 |
2.274 |
2.303 |
2.374 |
|
| S4 |
2.218 |
2.247 |
2.358 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.277 |
3.106 |
2.539 |
|
| R3 |
3.004 |
2.833 |
2.464 |
|
| R2 |
2.731 |
2.731 |
2.439 |
|
| R1 |
2.560 |
2.560 |
2.414 |
2.509 |
| PP |
2.458 |
2.458 |
2.458 |
2.433 |
| S1 |
2.287 |
2.287 |
2.364 |
2.236 |
| S2 |
2.185 |
2.185 |
2.339 |
|
| S3 |
1.912 |
2.014 |
2.314 |
|
| S4 |
1.639 |
1.741 |
2.239 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.629 |
2.356 |
0.273 |
11.4% |
0.081 |
3.4% |
12% |
False |
True |
27,306 |
| 10 |
2.705 |
2.356 |
0.349 |
14.6% |
0.079 |
3.3% |
9% |
False |
True |
23,668 |
| 20 |
2.750 |
2.356 |
0.394 |
16.5% |
0.079 |
3.3% |
8% |
False |
True |
24,694 |
| 40 |
3.104 |
2.356 |
0.748 |
31.3% |
0.094 |
3.9% |
4% |
False |
True |
22,556 |
| 60 |
3.368 |
2.356 |
1.012 |
42.4% |
0.111 |
4.6% |
3% |
False |
True |
20,439 |
| 80 |
3.752 |
2.356 |
1.396 |
58.4% |
0.103 |
4.3% |
2% |
False |
True |
16,286 |
| 100 |
3.989 |
2.356 |
1.633 |
68.4% |
0.099 |
4.1% |
2% |
False |
True |
13,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.650 |
|
2.618 |
2.559 |
|
1.618 |
2.503 |
|
1.000 |
2.468 |
|
0.618 |
2.447 |
|
HIGH |
2.412 |
|
0.618 |
2.391 |
|
0.500 |
2.384 |
|
0.382 |
2.377 |
|
LOW |
2.356 |
|
0.618 |
2.321 |
|
1.000 |
2.300 |
|
1.618 |
2.265 |
|
2.618 |
2.209 |
|
4.250 |
2.118 |
|
|
| Fisher Pivots for day following 30-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.387 |
2.450 |
| PP |
2.386 |
2.429 |
| S1 |
2.384 |
2.409 |
|