NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.674 |
2.602 |
-0.072 |
-2.7% |
2.702 |
| High |
2.690 |
2.626 |
-0.064 |
-2.4% |
2.759 |
| Low |
2.604 |
2.572 |
-0.032 |
-1.2% |
2.600 |
| Close |
2.619 |
2.604 |
-0.015 |
-0.6% |
2.647 |
| Range |
0.086 |
0.054 |
-0.032 |
-37.2% |
0.159 |
| ATR |
0.092 |
0.089 |
-0.003 |
-2.9% |
0.000 |
| Volume |
6,106 |
9,791 |
3,685 |
60.4% |
49,374 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.763 |
2.737 |
2.634 |
|
| R3 |
2.709 |
2.683 |
2.619 |
|
| R2 |
2.655 |
2.655 |
2.614 |
|
| R1 |
2.629 |
2.629 |
2.609 |
2.642 |
| PP |
2.601 |
2.601 |
2.601 |
2.607 |
| S1 |
2.575 |
2.575 |
2.599 |
2.588 |
| S2 |
2.547 |
2.547 |
2.594 |
|
| S3 |
2.493 |
2.521 |
2.589 |
|
| S4 |
2.439 |
2.467 |
2.574 |
|
|
| 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 |
2.726 |
2.572 |
0.154 |
5.9% |
0.075 |
2.9% |
21% |
False |
True |
9,496 |
| 10 |
2.759 |
2.572 |
0.187 |
7.2% |
0.076 |
2.9% |
17% |
False |
True |
11,071 |
| 20 |
2.890 |
2.560 |
0.330 |
12.7% |
0.076 |
2.9% |
13% |
False |
False |
11,274 |
| 40 |
3.137 |
2.560 |
0.577 |
22.2% |
0.098 |
3.7% |
8% |
False |
False |
12,220 |
| 60 |
3.390 |
2.560 |
0.830 |
31.9% |
0.107 |
4.1% |
5% |
False |
False |
10,622 |
| 80 |
3.893 |
2.560 |
1.333 |
51.2% |
0.098 |
3.8% |
3% |
False |
False |
8,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.856 |
|
2.618 |
2.767 |
|
1.618 |
2.713 |
|
1.000 |
2.680 |
|
0.618 |
2.659 |
|
HIGH |
2.626 |
|
0.618 |
2.605 |
|
0.500 |
2.599 |
|
0.382 |
2.593 |
|
LOW |
2.572 |
|
0.618 |
2.539 |
|
1.000 |
2.518 |
|
1.618 |
2.485 |
|
2.618 |
2.431 |
|
4.250 |
2.343 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.602 |
2.631 |
| PP |
2.601 |
2.622 |
| S1 |
2.599 |
2.613 |
|