NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.681 |
2.693 |
0.012 |
0.4% |
2.624 |
| High |
2.711 |
2.726 |
0.015 |
0.6% |
2.724 |
| Low |
2.648 |
2.600 |
-0.048 |
-1.8% |
2.560 |
| Close |
2.710 |
2.642 |
-0.068 |
-2.5% |
2.696 |
| Range |
0.063 |
0.126 |
0.063 |
100.0% |
0.164 |
| ATR |
0.094 |
0.096 |
0.002 |
2.5% |
0.000 |
| Volume |
10,219 |
8,596 |
-1,623 |
-15.9% |
71,942 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.034 |
2.964 |
2.711 |
|
| R3 |
2.908 |
2.838 |
2.677 |
|
| R2 |
2.782 |
2.782 |
2.665 |
|
| R1 |
2.712 |
2.712 |
2.654 |
2.684 |
| PP |
2.656 |
2.656 |
2.656 |
2.642 |
| S1 |
2.586 |
2.586 |
2.630 |
2.558 |
| S2 |
2.530 |
2.530 |
2.619 |
|
| S3 |
2.404 |
2.460 |
2.607 |
|
| S4 |
2.278 |
2.334 |
2.573 |
|
|
| 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 |
2.600 |
0.159 |
6.0% |
0.077 |
2.9% |
26% |
False |
True |
10,820 |
| 10 |
2.759 |
2.560 |
0.199 |
7.5% |
0.082 |
3.1% |
41% |
False |
False |
12,204 |
| 20 |
3.097 |
2.560 |
0.537 |
20.3% |
0.085 |
3.2% |
15% |
False |
False |
10,856 |
| 40 |
3.148 |
2.560 |
0.588 |
22.3% |
0.106 |
4.0% |
14% |
False |
False |
12,321 |
| 60 |
3.491 |
2.560 |
0.931 |
35.2% |
0.108 |
4.1% |
9% |
False |
False |
10,234 |
| 80 |
3.927 |
2.560 |
1.367 |
51.7% |
0.100 |
3.8% |
6% |
False |
False |
8,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.262 |
|
2.618 |
3.056 |
|
1.618 |
2.930 |
|
1.000 |
2.852 |
|
0.618 |
2.804 |
|
HIGH |
2.726 |
|
0.618 |
2.678 |
|
0.500 |
2.663 |
|
0.382 |
2.648 |
|
LOW |
2.600 |
|
0.618 |
2.522 |
|
1.000 |
2.474 |
|
1.618 |
2.396 |
|
2.618 |
2.270 |
|
4.250 |
2.065 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.663 |
2.667 |
| PP |
2.656 |
2.659 |
| S1 |
2.649 |
2.650 |
|