NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.632 |
2.678 |
0.046 |
1.7% |
2.770 |
| High |
2.707 |
2.746 |
0.039 |
1.4% |
2.777 |
| Low |
2.581 |
2.638 |
0.057 |
2.2% |
2.579 |
| Close |
2.677 |
2.708 |
0.031 |
1.2% |
2.685 |
| Range |
0.126 |
0.108 |
-0.018 |
-14.3% |
0.198 |
| ATR |
0.105 |
0.105 |
0.000 |
0.2% |
0.000 |
| Volume |
13,833 |
15,511 |
1,678 |
12.1% |
63,313 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.021 |
2.973 |
2.767 |
|
| R3 |
2.913 |
2.865 |
2.738 |
|
| R2 |
2.805 |
2.805 |
2.728 |
|
| R1 |
2.757 |
2.757 |
2.718 |
2.781 |
| PP |
2.697 |
2.697 |
2.697 |
2.710 |
| S1 |
2.649 |
2.649 |
2.698 |
2.673 |
| S2 |
2.589 |
2.589 |
2.688 |
|
| S3 |
2.481 |
2.541 |
2.678 |
|
| S4 |
2.373 |
2.433 |
2.649 |
|
|
| 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 |
2.746 |
2.579 |
0.167 |
6.2% |
0.086 |
3.2% |
77% |
True |
False |
16,134 |
| 10 |
2.868 |
2.579 |
0.289 |
10.7% |
0.074 |
2.7% |
45% |
False |
False |
13,078 |
| 20 |
3.143 |
2.579 |
0.564 |
20.8% |
0.096 |
3.5% |
23% |
False |
False |
11,944 |
| 40 |
3.170 |
2.579 |
0.591 |
21.8% |
0.117 |
4.3% |
22% |
False |
False |
11,317 |
| 60 |
3.523 |
2.579 |
0.944 |
34.9% |
0.107 |
4.0% |
14% |
False |
False |
9,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.205 |
|
2.618 |
3.029 |
|
1.618 |
2.921 |
|
1.000 |
2.854 |
|
0.618 |
2.813 |
|
HIGH |
2.746 |
|
0.618 |
2.705 |
|
0.500 |
2.692 |
|
0.382 |
2.679 |
|
LOW |
2.638 |
|
0.618 |
2.571 |
|
1.000 |
2.530 |
|
1.618 |
2.463 |
|
2.618 |
2.355 |
|
4.250 |
2.179 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.703 |
2.693 |
| PP |
2.697 |
2.678 |
| S1 |
2.692 |
2.664 |
|