NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.693 |
2.655 |
-0.038 |
-1.4% |
2.702 |
| High |
2.726 |
2.685 |
-0.041 |
-1.5% |
2.759 |
| Low |
2.600 |
2.640 |
0.040 |
1.5% |
2.600 |
| Close |
2.642 |
2.647 |
0.005 |
0.2% |
2.647 |
| Range |
0.126 |
0.045 |
-0.081 |
-64.3% |
0.159 |
| ATR |
0.096 |
0.092 |
-0.004 |
-3.8% |
0.000 |
| Volume |
8,596 |
12,768 |
4,172 |
48.5% |
49,374 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.792 |
2.765 |
2.672 |
|
| R3 |
2.747 |
2.720 |
2.659 |
|
| R2 |
2.702 |
2.702 |
2.655 |
|
| R1 |
2.675 |
2.675 |
2.651 |
2.666 |
| PP |
2.657 |
2.657 |
2.657 |
2.653 |
| S1 |
2.630 |
2.630 |
2.643 |
2.621 |
| S2 |
2.612 |
2.612 |
2.639 |
|
| S3 |
2.567 |
2.585 |
2.635 |
|
| S4 |
2.522 |
2.540 |
2.622 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.146 |
3.055 |
2.734 |
|
| R3 |
2.987 |
2.896 |
2.691 |
|
| R2 |
2.828 |
2.828 |
2.676 |
|
| R1 |
2.737 |
2.737 |
2.662 |
2.703 |
| PP |
2.669 |
2.669 |
2.669 |
2.652 |
| S1 |
2.578 |
2.578 |
2.632 |
2.544 |
| S2 |
2.510 |
2.510 |
2.618 |
|
| S3 |
2.351 |
2.419 |
2.603 |
|
| S4 |
2.192 |
2.260 |
2.560 |
|
|
| 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% |
30% |
False |
False |
9,874 |
| 10 |
2.759 |
2.560 |
0.199 |
7.5% |
0.080 |
3.0% |
44% |
False |
False |
12,131 |
| 20 |
3.040 |
2.560 |
0.480 |
18.1% |
0.082 |
3.1% |
18% |
False |
False |
11,069 |
| 40 |
3.148 |
2.560 |
0.588 |
22.2% |
0.102 |
3.8% |
15% |
False |
False |
12,384 |
| 60 |
3.449 |
2.560 |
0.889 |
33.6% |
0.108 |
4.1% |
10% |
False |
False |
10,425 |
| 80 |
3.893 |
2.560 |
1.333 |
50.4% |
0.098 |
3.7% |
7% |
False |
False |
8,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.876 |
|
2.618 |
2.803 |
|
1.618 |
2.758 |
|
1.000 |
2.730 |
|
0.618 |
2.713 |
|
HIGH |
2.685 |
|
0.618 |
2.668 |
|
0.500 |
2.663 |
|
0.382 |
2.657 |
|
LOW |
2.640 |
|
0.618 |
2.612 |
|
1.000 |
2.595 |
|
1.618 |
2.567 |
|
2.618 |
2.522 |
|
4.250 |
2.449 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.663 |
2.663 |
| PP |
2.657 |
2.658 |
| S1 |
2.652 |
2.652 |
|