NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.690 |
2.695 |
0.005 |
0.2% |
2.647 |
| High |
2.743 |
2.737 |
-0.006 |
-0.2% |
2.746 |
| Low |
2.665 |
2.684 |
0.019 |
0.7% |
2.581 |
| Close |
2.714 |
2.724 |
0.010 |
0.4% |
2.724 |
| Range |
0.078 |
0.053 |
-0.025 |
-32.1% |
0.165 |
| ATR |
0.103 |
0.099 |
-0.004 |
-3.5% |
0.000 |
| Volume |
12,535 |
12,525 |
-10 |
-0.1% |
70,043 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.874 |
2.852 |
2.753 |
|
| R3 |
2.821 |
2.799 |
2.739 |
|
| R2 |
2.768 |
2.768 |
2.734 |
|
| R1 |
2.746 |
2.746 |
2.729 |
2.757 |
| PP |
2.715 |
2.715 |
2.715 |
2.721 |
| S1 |
2.693 |
2.693 |
2.719 |
2.704 |
| S2 |
2.662 |
2.662 |
2.714 |
|
| S3 |
2.609 |
2.640 |
2.709 |
|
| S4 |
2.556 |
2.587 |
2.695 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.179 |
3.116 |
2.815 |
|
| R3 |
3.014 |
2.951 |
2.769 |
|
| R2 |
2.849 |
2.849 |
2.754 |
|
| R1 |
2.786 |
2.786 |
2.739 |
2.818 |
| PP |
2.684 |
2.684 |
2.684 |
2.699 |
| S1 |
2.621 |
2.621 |
2.709 |
2.653 |
| S2 |
2.519 |
2.519 |
2.694 |
|
| S3 |
2.354 |
2.456 |
2.679 |
|
| S4 |
2.189 |
2.291 |
2.633 |
|
|
| 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% |
0.083 |
3.0% |
87% |
False |
False |
14,008 |
| 10 |
2.777 |
2.579 |
0.198 |
7.3% |
0.075 |
2.8% |
73% |
False |
False |
13,335 |
| 20 |
3.143 |
2.579 |
0.564 |
20.7% |
0.090 |
3.3% |
26% |
False |
False |
12,284 |
| 40 |
3.170 |
2.579 |
0.591 |
21.7% |
0.115 |
4.2% |
25% |
False |
False |
11,473 |
| 60 |
3.523 |
2.579 |
0.944 |
34.7% |
0.107 |
3.9% |
15% |
False |
False |
9,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.962 |
|
2.618 |
2.876 |
|
1.618 |
2.823 |
|
1.000 |
2.790 |
|
0.618 |
2.770 |
|
HIGH |
2.737 |
|
0.618 |
2.717 |
|
0.500 |
2.711 |
|
0.382 |
2.704 |
|
LOW |
2.684 |
|
0.618 |
2.651 |
|
1.000 |
2.631 |
|
1.618 |
2.598 |
|
2.618 |
2.545 |
|
4.250 |
2.459 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.720 |
2.713 |
| PP |
2.715 |
2.703 |
| S1 |
2.711 |
2.692 |
|