NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.671 |
2.702 |
0.031 |
1.2% |
2.624 |
| High |
2.708 |
2.759 |
0.051 |
1.9% |
2.724 |
| Low |
2.660 |
2.659 |
-0.001 |
0.0% |
2.560 |
| Close |
2.696 |
2.729 |
0.033 |
1.2% |
2.696 |
| Range |
0.048 |
0.100 |
0.052 |
108.3% |
0.164 |
| ATR |
0.100 |
0.100 |
0.000 |
0.0% |
0.000 |
| Volume |
17,496 |
8,229 |
-9,267 |
-53.0% |
71,942 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.016 |
2.972 |
2.784 |
|
| R3 |
2.916 |
2.872 |
2.757 |
|
| R2 |
2.816 |
2.816 |
2.747 |
|
| R1 |
2.772 |
2.772 |
2.738 |
2.794 |
| PP |
2.716 |
2.716 |
2.716 |
2.727 |
| S1 |
2.672 |
2.672 |
2.720 |
2.694 |
| S2 |
2.616 |
2.616 |
2.711 |
|
| S3 |
2.516 |
2.572 |
2.702 |
|
| S4 |
2.416 |
2.472 |
2.674 |
|
|
| 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 |
2.759 |
2.560 |
0.199 |
7.3% |
0.093 |
3.4% |
85% |
True |
False |
13,149 |
| 10 |
2.759 |
2.560 |
0.199 |
7.3% |
0.078 |
2.9% |
85% |
True |
False |
12,944 |
| 20 |
3.134 |
2.560 |
0.574 |
21.0% |
0.090 |
3.3% |
29% |
False |
False |
10,706 |
| 40 |
3.148 |
2.560 |
0.588 |
21.5% |
0.115 |
4.2% |
29% |
False |
False |
12,504 |
| 60 |
3.522 |
2.560 |
0.962 |
35.3% |
0.108 |
4.0% |
18% |
False |
False |
9,902 |
| 80 |
3.927 |
2.560 |
1.367 |
50.1% |
0.099 |
3.6% |
12% |
False |
False |
8,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.184 |
|
2.618 |
3.021 |
|
1.618 |
2.921 |
|
1.000 |
2.859 |
|
0.618 |
2.821 |
|
HIGH |
2.759 |
|
0.618 |
2.721 |
|
0.500 |
2.709 |
|
0.382 |
2.697 |
|
LOW |
2.659 |
|
0.618 |
2.597 |
|
1.000 |
2.559 |
|
1.618 |
2.497 |
|
2.618 |
2.397 |
|
4.250 |
2.234 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.722 |
2.719 |
| PP |
2.716 |
2.709 |
| S1 |
2.709 |
2.700 |
|