NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.585 |
2.580 |
-0.005 |
-0.2% |
2.702 |
| High |
2.610 |
2.580 |
-0.030 |
-1.1% |
2.759 |
| Low |
2.561 |
2.443 |
-0.118 |
-4.6% |
2.600 |
| Close |
2.592 |
2.459 |
-0.133 |
-5.1% |
2.647 |
| Range |
0.049 |
0.137 |
0.088 |
179.6% |
0.159 |
| ATR |
0.086 |
0.091 |
0.004 |
5.2% |
0.000 |
| Volume |
11,277 |
13,681 |
2,404 |
21.3% |
49,374 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.905 |
2.819 |
2.534 |
|
| R3 |
2.768 |
2.682 |
2.497 |
|
| R2 |
2.631 |
2.631 |
2.484 |
|
| R1 |
2.545 |
2.545 |
2.472 |
2.520 |
| PP |
2.494 |
2.494 |
2.494 |
2.481 |
| S1 |
2.408 |
2.408 |
2.446 |
2.383 |
| S2 |
2.357 |
2.357 |
2.434 |
|
| S3 |
2.220 |
2.271 |
2.421 |
|
| S4 |
2.083 |
2.134 |
2.384 |
|
|
| 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 |
2.690 |
2.443 |
0.247 |
10.0% |
0.074 |
3.0% |
6% |
False |
True |
10,724 |
| 10 |
2.759 |
2.443 |
0.316 |
12.9% |
0.076 |
3.1% |
5% |
False |
True |
10,772 |
| 20 |
2.824 |
2.443 |
0.381 |
15.5% |
0.075 |
3.1% |
4% |
False |
True |
11,535 |
| 40 |
3.137 |
2.443 |
0.694 |
28.2% |
0.097 |
3.9% |
2% |
False |
True |
12,377 |
| 60 |
3.390 |
2.443 |
0.947 |
38.5% |
0.108 |
4.4% |
2% |
False |
True |
10,944 |
| 80 |
3.794 |
2.443 |
1.351 |
54.9% |
0.099 |
4.0% |
1% |
False |
True |
8,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.162 |
|
2.618 |
2.939 |
|
1.618 |
2.802 |
|
1.000 |
2.717 |
|
0.618 |
2.665 |
|
HIGH |
2.580 |
|
0.618 |
2.528 |
|
0.500 |
2.512 |
|
0.382 |
2.495 |
|
LOW |
2.443 |
|
0.618 |
2.358 |
|
1.000 |
2.306 |
|
1.618 |
2.221 |
|
2.618 |
2.084 |
|
4.250 |
1.861 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.512 |
2.535 |
| PP |
2.494 |
2.509 |
| S1 |
2.477 |
2.484 |
|