NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 20-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.702 |
2.722 |
0.020 |
0.7% |
2.624 |
| High |
2.759 |
2.734 |
-0.025 |
-0.9% |
2.724 |
| Low |
2.659 |
2.684 |
0.025 |
0.9% |
2.560 |
| Close |
2.729 |
2.691 |
-0.038 |
-1.4% |
2.696 |
| Range |
0.100 |
0.050 |
-0.050 |
-50.0% |
0.164 |
| ATR |
0.100 |
0.096 |
-0.004 |
-3.6% |
0.000 |
| Volume |
8,229 |
9,562 |
1,333 |
16.2% |
71,942 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.853 |
2.822 |
2.719 |
|
| R3 |
2.803 |
2.772 |
2.705 |
|
| R2 |
2.753 |
2.753 |
2.700 |
|
| R1 |
2.722 |
2.722 |
2.696 |
2.713 |
| PP |
2.703 |
2.703 |
2.703 |
2.698 |
| S1 |
2.672 |
2.672 |
2.686 |
2.663 |
| S2 |
2.653 |
2.653 |
2.682 |
|
| S3 |
2.603 |
2.622 |
2.677 |
|
| S4 |
2.553 |
2.572 |
2.664 |
|
|
| 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 |
2.616 |
0.143 |
5.3% |
0.078 |
2.9% |
52% |
False |
False |
12,647 |
| 10 |
2.759 |
2.560 |
0.199 |
7.4% |
0.077 |
2.9% |
66% |
False |
False |
12,846 |
| 20 |
3.134 |
2.560 |
0.574 |
21.3% |
0.087 |
3.2% |
23% |
False |
False |
10,653 |
| 40 |
3.148 |
2.560 |
0.588 |
21.9% |
0.108 |
4.0% |
22% |
False |
False |
12,590 |
| 60 |
3.522 |
2.560 |
0.962 |
35.7% |
0.107 |
4.0% |
14% |
False |
False |
10,018 |
| 80 |
3.927 |
2.560 |
1.367 |
50.8% |
0.099 |
3.7% |
10% |
False |
False |
8,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.947 |
|
2.618 |
2.865 |
|
1.618 |
2.815 |
|
1.000 |
2.784 |
|
0.618 |
2.765 |
|
HIGH |
2.734 |
|
0.618 |
2.715 |
|
0.500 |
2.709 |
|
0.382 |
2.703 |
|
LOW |
2.684 |
|
0.618 |
2.653 |
|
1.000 |
2.634 |
|
1.618 |
2.603 |
|
2.618 |
2.553 |
|
4.250 |
2.472 |
|
|
| Fisher Pivots for day following 20-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.709 |
2.709 |
| PP |
2.703 |
2.703 |
| S1 |
2.697 |
2.697 |
|