NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.624 |
2.560 |
-0.064 |
-2.4% |
2.760 |
| High |
2.627 |
2.688 |
0.061 |
2.3% |
2.775 |
| Low |
2.581 |
2.560 |
-0.021 |
-0.8% |
2.565 |
| Close |
2.618 |
2.655 |
0.037 |
1.4% |
2.667 |
| Range |
0.046 |
0.128 |
0.082 |
178.3% |
0.210 |
| ATR |
0.103 |
0.105 |
0.002 |
1.7% |
0.000 |
| Volume |
14,424 |
12,071 |
-2,353 |
-16.3% |
58,578 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.018 |
2.965 |
2.725 |
|
| R3 |
2.890 |
2.837 |
2.690 |
|
| R2 |
2.762 |
2.762 |
2.678 |
|
| R1 |
2.709 |
2.709 |
2.667 |
2.736 |
| PP |
2.634 |
2.634 |
2.634 |
2.648 |
| S1 |
2.581 |
2.581 |
2.643 |
2.608 |
| S2 |
2.506 |
2.506 |
2.632 |
|
| S3 |
2.378 |
2.453 |
2.620 |
|
| S4 |
2.250 |
2.325 |
2.585 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.299 |
3.193 |
2.783 |
|
| R3 |
3.089 |
2.983 |
2.725 |
|
| R2 |
2.879 |
2.879 |
2.706 |
|
| R1 |
2.773 |
2.773 |
2.686 |
2.721 |
| PP |
2.669 |
2.669 |
2.669 |
2.643 |
| S1 |
2.563 |
2.563 |
2.648 |
2.511 |
| S2 |
2.459 |
2.459 |
2.629 |
|
| S3 |
2.249 |
2.353 |
2.609 |
|
| S4 |
2.039 |
2.143 |
2.552 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.688 |
2.560 |
0.128 |
4.8% |
0.076 |
2.9% |
74% |
True |
True |
13,044 |
| 10 |
2.890 |
2.560 |
0.330 |
12.4% |
0.076 |
2.9% |
29% |
False |
True |
11,478 |
| 20 |
3.137 |
2.560 |
0.577 |
21.7% |
0.095 |
3.6% |
16% |
False |
True |
11,010 |
| 40 |
3.148 |
2.560 |
0.588 |
22.1% |
0.119 |
4.5% |
16% |
False |
True |
11,836 |
| 60 |
3.522 |
2.560 |
0.962 |
36.2% |
0.106 |
4.0% |
10% |
False |
True |
9,118 |
| 80 |
3.927 |
2.560 |
1.367 |
51.5% |
0.100 |
3.8% |
7% |
False |
True |
7,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.232 |
|
2.618 |
3.023 |
|
1.618 |
2.895 |
|
1.000 |
2.816 |
|
0.618 |
2.767 |
|
HIGH |
2.688 |
|
0.618 |
2.639 |
|
0.500 |
2.624 |
|
0.382 |
2.609 |
|
LOW |
2.560 |
|
0.618 |
2.481 |
|
1.000 |
2.432 |
|
1.618 |
2.353 |
|
2.618 |
2.225 |
|
4.250 |
2.016 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.645 |
2.645 |
| PP |
2.634 |
2.634 |
| S1 |
2.624 |
2.624 |
|