NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.647 |
2.632 |
-0.015 |
-0.6% |
2.770 |
| High |
2.647 |
2.707 |
0.060 |
2.3% |
2.777 |
| Low |
2.599 |
2.581 |
-0.018 |
-0.7% |
2.579 |
| Close |
2.638 |
2.677 |
0.039 |
1.5% |
2.685 |
| Range |
0.048 |
0.126 |
0.078 |
162.5% |
0.198 |
| ATR |
0.103 |
0.105 |
0.002 |
1.6% |
0.000 |
| Volume |
15,639 |
13,833 |
-1,806 |
-11.5% |
63,313 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.033 |
2.981 |
2.746 |
|
| R3 |
2.907 |
2.855 |
2.712 |
|
| R2 |
2.781 |
2.781 |
2.700 |
|
| R1 |
2.729 |
2.729 |
2.689 |
2.755 |
| PP |
2.655 |
2.655 |
2.655 |
2.668 |
| S1 |
2.603 |
2.603 |
2.665 |
2.629 |
| S2 |
2.529 |
2.529 |
2.654 |
|
| S3 |
2.403 |
2.477 |
2.642 |
|
| S4 |
2.277 |
2.351 |
2.608 |
|
|
| 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 |
2.707 |
2.579 |
0.128 |
4.8% |
0.077 |
2.9% |
77% |
True |
False |
14,731 |
| 10 |
2.902 |
2.579 |
0.323 |
12.1% |
0.073 |
2.7% |
30% |
False |
False |
12,284 |
| 20 |
3.143 |
2.579 |
0.564 |
21.1% |
0.094 |
3.5% |
17% |
False |
False |
11,743 |
| 40 |
3.170 |
2.579 |
0.591 |
22.1% |
0.117 |
4.4% |
17% |
False |
False |
11,151 |
| 60 |
3.523 |
2.579 |
0.944 |
35.3% |
0.106 |
4.0% |
10% |
False |
False |
8,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.243 |
|
2.618 |
3.037 |
|
1.618 |
2.911 |
|
1.000 |
2.833 |
|
0.618 |
2.785 |
|
HIGH |
2.707 |
|
0.618 |
2.659 |
|
0.500 |
2.644 |
|
0.382 |
2.629 |
|
LOW |
2.581 |
|
0.618 |
2.503 |
|
1.000 |
2.455 |
|
1.618 |
2.377 |
|
2.618 |
2.251 |
|
4.250 |
2.046 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.666 |
2.666 |
| PP |
2.655 |
2.655 |
| S1 |
2.644 |
2.644 |
|