NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.655 |
2.674 |
0.019 |
0.7% |
2.702 |
| High |
2.685 |
2.690 |
0.005 |
0.2% |
2.759 |
| Low |
2.640 |
2.604 |
-0.036 |
-1.4% |
2.600 |
| Close |
2.647 |
2.619 |
-0.028 |
-1.1% |
2.647 |
| Range |
0.045 |
0.086 |
0.041 |
91.1% |
0.159 |
| ATR |
0.092 |
0.092 |
0.000 |
-0.5% |
0.000 |
| Volume |
12,768 |
6,106 |
-6,662 |
-52.2% |
49,374 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.896 |
2.843 |
2.666 |
|
| R3 |
2.810 |
2.757 |
2.643 |
|
| R2 |
2.724 |
2.724 |
2.635 |
|
| R1 |
2.671 |
2.671 |
2.627 |
2.655 |
| PP |
2.638 |
2.638 |
2.638 |
2.629 |
| S1 |
2.585 |
2.585 |
2.611 |
2.569 |
| S2 |
2.552 |
2.552 |
2.603 |
|
| S3 |
2.466 |
2.499 |
2.595 |
|
| S4 |
2.380 |
2.413 |
2.572 |
|
|
| 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 |
2.734 |
2.600 |
0.134 |
5.1% |
0.074 |
2.8% |
14% |
False |
False |
9,450 |
| 10 |
2.759 |
2.560 |
0.199 |
7.6% |
0.084 |
3.2% |
30% |
False |
False |
11,299 |
| 20 |
2.921 |
2.560 |
0.361 |
13.8% |
0.079 |
3.0% |
16% |
False |
False |
11,140 |
| 40 |
3.148 |
2.560 |
0.588 |
22.5% |
0.100 |
3.8% |
10% |
False |
False |
12,217 |
| 60 |
3.393 |
2.560 |
0.833 |
31.8% |
0.108 |
4.1% |
7% |
False |
False |
10,508 |
| 80 |
3.893 |
2.560 |
1.333 |
50.9% |
0.099 |
3.8% |
4% |
False |
False |
8,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.056 |
|
2.618 |
2.915 |
|
1.618 |
2.829 |
|
1.000 |
2.776 |
|
0.618 |
2.743 |
|
HIGH |
2.690 |
|
0.618 |
2.657 |
|
0.500 |
2.647 |
|
0.382 |
2.637 |
|
LOW |
2.604 |
|
0.618 |
2.551 |
|
1.000 |
2.518 |
|
1.618 |
2.465 |
|
2.618 |
2.379 |
|
4.250 |
2.239 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.647 |
2.663 |
| PP |
2.638 |
2.648 |
| S1 |
2.628 |
2.634 |
|