NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 20-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.726 |
2.760 |
0.034 |
1.2% |
2.647 |
| High |
2.785 |
2.761 |
-0.024 |
-0.9% |
2.746 |
| Low |
2.690 |
2.706 |
0.016 |
0.6% |
2.581 |
| Close |
2.755 |
2.713 |
-0.042 |
-1.5% |
2.724 |
| Range |
0.095 |
0.055 |
-0.040 |
-42.1% |
0.165 |
| ATR |
0.099 |
0.096 |
-0.003 |
-3.2% |
0.000 |
| Volume |
6,253 |
7,338 |
1,085 |
17.4% |
70,043 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.892 |
2.857 |
2.743 |
|
| R3 |
2.837 |
2.802 |
2.728 |
|
| R2 |
2.782 |
2.782 |
2.723 |
|
| R1 |
2.747 |
2.747 |
2.718 |
2.737 |
| PP |
2.727 |
2.727 |
2.727 |
2.722 |
| S1 |
2.692 |
2.692 |
2.708 |
2.682 |
| S2 |
2.672 |
2.672 |
2.703 |
|
| S3 |
2.617 |
2.637 |
2.698 |
|
| S4 |
2.562 |
2.582 |
2.683 |
|
|
| 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 |
2.638 |
0.147 |
5.4% |
0.078 |
2.9% |
51% |
False |
False |
10,832 |
| 10 |
2.785 |
2.579 |
0.206 |
7.6% |
0.077 |
2.8% |
65% |
False |
False |
12,781 |
| 20 |
3.140 |
2.579 |
0.561 |
20.7% |
0.085 |
3.1% |
24% |
False |
False |
11,509 |
| 40 |
3.170 |
2.579 |
0.591 |
21.8% |
0.107 |
3.9% |
23% |
False |
False |
11,456 |
| 60 |
3.523 |
2.579 |
0.944 |
34.8% |
0.107 |
4.0% |
14% |
False |
False |
9,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.995 |
|
2.618 |
2.905 |
|
1.618 |
2.850 |
|
1.000 |
2.816 |
|
0.618 |
2.795 |
|
HIGH |
2.761 |
|
0.618 |
2.740 |
|
0.500 |
2.734 |
|
0.382 |
2.727 |
|
LOW |
2.706 |
|
0.618 |
2.672 |
|
1.000 |
2.651 |
|
1.618 |
2.617 |
|
2.618 |
2.562 |
|
4.250 |
2.472 |
|
|
| Fisher Pivots for day following 20-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.734 |
2.735 |
| PP |
2.727 |
2.727 |
| S1 |
2.720 |
2.720 |
|