NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.695 |
2.726 |
0.031 |
1.2% |
2.647 |
| High |
2.737 |
2.785 |
0.048 |
1.8% |
2.746 |
| Low |
2.684 |
2.690 |
0.006 |
0.2% |
2.581 |
| Close |
2.724 |
2.755 |
0.031 |
1.1% |
2.724 |
| Range |
0.053 |
0.095 |
0.042 |
79.2% |
0.165 |
| ATR |
0.099 |
0.099 |
0.000 |
-0.3% |
0.000 |
| Volume |
12,525 |
6,253 |
-6,272 |
-50.1% |
70,043 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.028 |
2.987 |
2.807 |
|
| R3 |
2.933 |
2.892 |
2.781 |
|
| R2 |
2.838 |
2.838 |
2.772 |
|
| R1 |
2.797 |
2.797 |
2.764 |
2.818 |
| PP |
2.743 |
2.743 |
2.743 |
2.754 |
| S1 |
2.702 |
2.702 |
2.746 |
2.723 |
| S2 |
2.648 |
2.648 |
2.738 |
|
| S3 |
2.553 |
2.607 |
2.729 |
|
| S4 |
2.458 |
2.512 |
2.703 |
|
|
| 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 |
2.785 |
2.581 |
0.204 |
7.4% |
0.092 |
3.3% |
85% |
True |
False |
12,131 |
| 10 |
2.785 |
2.579 |
0.206 |
7.5% |
0.077 |
2.8% |
85% |
True |
False |
13,179 |
| 20 |
3.140 |
2.579 |
0.561 |
20.4% |
0.087 |
3.2% |
31% |
False |
False |
11,955 |
| 40 |
3.170 |
2.579 |
0.591 |
21.5% |
0.115 |
4.2% |
30% |
False |
False |
11,437 |
| 60 |
3.523 |
2.579 |
0.944 |
34.3% |
0.108 |
3.9% |
19% |
False |
False |
9,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.189 |
|
2.618 |
3.034 |
|
1.618 |
2.939 |
|
1.000 |
2.880 |
|
0.618 |
2.844 |
|
HIGH |
2.785 |
|
0.618 |
2.749 |
|
0.500 |
2.738 |
|
0.382 |
2.726 |
|
LOW |
2.690 |
|
0.618 |
2.631 |
|
1.000 |
2.595 |
|
1.618 |
2.536 |
|
2.618 |
2.441 |
|
4.250 |
2.286 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.749 |
2.745 |
| PP |
2.743 |
2.735 |
| S1 |
2.738 |
2.725 |
|