NYMEX Natural Gas Future August 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 |
2.686 |
2.671 |
-0.015 |
-0.6% |
2.624 |
| High |
2.724 |
2.708 |
-0.016 |
-0.6% |
2.724 |
| Low |
2.640 |
2.660 |
0.020 |
0.8% |
2.560 |
| Close |
2.687 |
2.696 |
0.009 |
0.3% |
2.696 |
| Range |
0.084 |
0.048 |
-0.036 |
-42.9% |
0.164 |
| ATR |
0.104 |
0.100 |
-0.004 |
-3.8% |
0.000 |
| Volume |
14,413 |
17,496 |
3,083 |
21.4% |
71,942 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.832 |
2.812 |
2.722 |
|
| R3 |
2.784 |
2.764 |
2.709 |
|
| R2 |
2.736 |
2.736 |
2.705 |
|
| R1 |
2.716 |
2.716 |
2.700 |
2.726 |
| PP |
2.688 |
2.688 |
2.688 |
2.693 |
| S1 |
2.668 |
2.668 |
2.692 |
2.678 |
| S2 |
2.640 |
2.640 |
2.687 |
|
| S3 |
2.592 |
2.620 |
2.683 |
|
| S4 |
2.544 |
2.572 |
2.670 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.152 |
3.088 |
2.786 |
|
| R3 |
2.988 |
2.924 |
2.741 |
|
| R2 |
2.824 |
2.824 |
2.726 |
|
| R1 |
2.760 |
2.760 |
2.711 |
2.792 |
| PP |
2.660 |
2.660 |
2.660 |
2.676 |
| S1 |
2.596 |
2.596 |
2.681 |
2.628 |
| S2 |
2.496 |
2.496 |
2.666 |
|
| S3 |
2.332 |
2.432 |
2.651 |
|
| S4 |
2.168 |
2.268 |
2.606 |
|
|
| 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% |
0.083 |
3.1% |
83% |
False |
False |
14,388 |
| 10 |
2.775 |
2.560 |
0.215 |
8.0% |
0.076 |
2.8% |
63% |
False |
False |
13,052 |
| 20 |
3.137 |
2.560 |
0.577 |
21.4% |
0.093 |
3.5% |
24% |
False |
False |
10,969 |
| 40 |
3.148 |
2.560 |
0.588 |
21.8% |
0.116 |
4.3% |
23% |
False |
False |
12,428 |
| 60 |
3.522 |
2.560 |
0.962 |
35.7% |
0.107 |
4.0% |
14% |
False |
False |
9,788 |
| 80 |
3.927 |
2.560 |
1.367 |
50.7% |
0.100 |
3.7% |
10% |
False |
False |
7,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.912 |
|
2.618 |
2.834 |
|
1.618 |
2.786 |
|
1.000 |
2.756 |
|
0.618 |
2.738 |
|
HIGH |
2.708 |
|
0.618 |
2.690 |
|
0.500 |
2.684 |
|
0.382 |
2.678 |
|
LOW |
2.660 |
|
0.618 |
2.630 |
|
1.000 |
2.612 |
|
1.618 |
2.582 |
|
2.618 |
2.534 |
|
4.250 |
2.456 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.692 |
2.687 |
| PP |
2.688 |
2.679 |
| S1 |
2.684 |
2.670 |
|