NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.673 |
2.686 |
0.013 |
0.5% |
2.760 |
| High |
2.723 |
2.724 |
0.001 |
0.0% |
2.775 |
| Low |
2.616 |
2.640 |
0.024 |
0.9% |
2.565 |
| Close |
2.685 |
2.687 |
0.002 |
0.1% |
2.667 |
| Range |
0.107 |
0.084 |
-0.023 |
-21.5% |
0.210 |
| ATR |
0.105 |
0.104 |
-0.002 |
-1.4% |
0.000 |
| Volume |
13,538 |
14,413 |
875 |
6.5% |
58,578 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.936 |
2.895 |
2.733 |
|
| R3 |
2.852 |
2.811 |
2.710 |
|
| R2 |
2.768 |
2.768 |
2.702 |
|
| R1 |
2.727 |
2.727 |
2.695 |
2.748 |
| PP |
2.684 |
2.684 |
2.684 |
2.694 |
| S1 |
2.643 |
2.643 |
2.679 |
2.664 |
| S2 |
2.600 |
2.600 |
2.672 |
|
| S3 |
2.516 |
2.559 |
2.664 |
|
| S4 |
2.432 |
2.475 |
2.641 |
|
|
| 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 |
2.724 |
2.560 |
0.164 |
6.1% |
0.087 |
3.2% |
77% |
True |
False |
13,589 |
| 10 |
2.824 |
2.560 |
0.264 |
9.8% |
0.075 |
2.8% |
48% |
False |
False |
12,297 |
| 20 |
3.137 |
2.560 |
0.577 |
21.5% |
0.095 |
3.5% |
22% |
False |
False |
10,622 |
| 40 |
3.148 |
2.560 |
0.588 |
21.9% |
0.117 |
4.4% |
22% |
False |
False |
12,156 |
| 60 |
3.522 |
2.560 |
0.962 |
35.8% |
0.107 |
4.0% |
13% |
False |
False |
9,515 |
| 80 |
3.927 |
2.560 |
1.367 |
50.9% |
0.100 |
3.7% |
9% |
False |
False |
7,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.081 |
|
2.618 |
2.944 |
|
1.618 |
2.860 |
|
1.000 |
2.808 |
|
0.618 |
2.776 |
|
HIGH |
2.724 |
|
0.618 |
2.692 |
|
0.500 |
2.682 |
|
0.382 |
2.672 |
|
LOW |
2.640 |
|
0.618 |
2.588 |
|
1.000 |
2.556 |
|
1.618 |
2.504 |
|
2.618 |
2.420 |
|
4.250 |
2.283 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.685 |
2.672 |
| PP |
2.684 |
2.657 |
| S1 |
2.682 |
2.642 |
|