NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.678 |
2.690 |
0.012 |
0.4% |
2.770 |
| High |
2.746 |
2.743 |
-0.003 |
-0.1% |
2.777 |
| Low |
2.638 |
2.665 |
0.027 |
1.0% |
2.579 |
| Close |
2.708 |
2.714 |
0.006 |
0.2% |
2.685 |
| Range |
0.108 |
0.078 |
-0.030 |
-27.8% |
0.198 |
| ATR |
0.105 |
0.103 |
-0.002 |
-1.8% |
0.000 |
| Volume |
15,511 |
12,535 |
-2,976 |
-19.2% |
63,313 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.941 |
2.906 |
2.757 |
|
| R3 |
2.863 |
2.828 |
2.735 |
|
| R2 |
2.785 |
2.785 |
2.728 |
|
| R1 |
2.750 |
2.750 |
2.721 |
2.768 |
| PP |
2.707 |
2.707 |
2.707 |
2.716 |
| S1 |
2.672 |
2.672 |
2.707 |
2.690 |
| S2 |
2.629 |
2.629 |
2.700 |
|
| S3 |
2.551 |
2.594 |
2.693 |
|
| S4 |
2.473 |
2.516 |
2.671 |
|
|
| 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 |
2.581 |
0.165 |
6.1% |
0.086 |
3.2% |
81% |
False |
False |
14,677 |
| 10 |
2.829 |
2.579 |
0.250 |
9.2% |
0.073 |
2.7% |
54% |
False |
False |
13,152 |
| 20 |
3.143 |
2.579 |
0.564 |
20.8% |
0.092 |
3.4% |
24% |
False |
False |
12,134 |
| 40 |
3.170 |
2.579 |
0.591 |
21.8% |
0.117 |
4.3% |
23% |
False |
False |
11,353 |
| 60 |
3.523 |
2.579 |
0.944 |
34.8% |
0.107 |
4.0% |
14% |
False |
False |
9,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.075 |
|
2.618 |
2.947 |
|
1.618 |
2.869 |
|
1.000 |
2.821 |
|
0.618 |
2.791 |
|
HIGH |
2.743 |
|
0.618 |
2.713 |
|
0.500 |
2.704 |
|
0.382 |
2.695 |
|
LOW |
2.665 |
|
0.618 |
2.617 |
|
1.000 |
2.587 |
|
1.618 |
2.539 |
|
2.618 |
2.461 |
|
4.250 |
2.334 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.711 |
2.697 |
| PP |
2.707 |
2.680 |
| S1 |
2.704 |
2.664 |
|