NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.653 |
2.647 |
-0.006 |
-0.2% |
2.770 |
| High |
2.686 |
2.647 |
-0.039 |
-1.5% |
2.777 |
| Low |
2.615 |
2.599 |
-0.016 |
-0.6% |
2.579 |
| Close |
2.685 |
2.638 |
-0.047 |
-1.8% |
2.685 |
| Range |
0.071 |
0.048 |
-0.023 |
-32.4% |
0.198 |
| ATR |
0.104 |
0.103 |
-0.001 |
-1.2% |
0.000 |
| Volume |
15,868 |
15,639 |
-229 |
-1.4% |
63,313 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.772 |
2.753 |
2.664 |
|
| R3 |
2.724 |
2.705 |
2.651 |
|
| R2 |
2.676 |
2.676 |
2.647 |
|
| R1 |
2.657 |
2.657 |
2.642 |
2.643 |
| PP |
2.628 |
2.628 |
2.628 |
2.621 |
| S1 |
2.609 |
2.609 |
2.634 |
2.595 |
| S2 |
2.580 |
2.580 |
2.629 |
|
| S3 |
2.532 |
2.561 |
2.625 |
|
| S4 |
2.484 |
2.513 |
2.612 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.274 |
3.178 |
2.794 |
|
| R3 |
3.076 |
2.980 |
2.739 |
|
| R2 |
2.878 |
2.878 |
2.721 |
|
| R1 |
2.782 |
2.782 |
2.703 |
2.731 |
| PP |
2.680 |
2.680 |
2.680 |
2.655 |
| S1 |
2.584 |
2.584 |
2.667 |
2.533 |
| S2 |
2.482 |
2.482 |
2.649 |
|
| S3 |
2.284 |
2.386 |
2.631 |
|
| S4 |
2.086 |
2.188 |
2.576 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.735 |
2.579 |
0.156 |
5.9% |
0.062 |
2.4% |
38% |
False |
False |
14,227 |
| 10 |
2.905 |
2.579 |
0.326 |
12.4% |
0.069 |
2.6% |
18% |
False |
False |
11,809 |
| 20 |
3.143 |
2.579 |
0.564 |
21.4% |
0.090 |
3.4% |
10% |
False |
False |
11,622 |
| 40 |
3.170 |
2.579 |
0.591 |
22.4% |
0.116 |
4.4% |
10% |
False |
False |
11,049 |
| 60 |
3.536 |
2.579 |
0.957 |
36.3% |
0.106 |
4.0% |
6% |
False |
False |
8,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.851 |
|
2.618 |
2.773 |
|
1.618 |
2.725 |
|
1.000 |
2.695 |
|
0.618 |
2.677 |
|
HIGH |
2.647 |
|
0.618 |
2.629 |
|
0.500 |
2.623 |
|
0.382 |
2.617 |
|
LOW |
2.599 |
|
0.618 |
2.569 |
|
1.000 |
2.551 |
|
1.618 |
2.521 |
|
2.618 |
2.473 |
|
4.250 |
2.395 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.633 |
2.636 |
| PP |
2.628 |
2.634 |
| S1 |
2.623 |
2.633 |
|