NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.760 |
2.705 |
-0.055 |
-2.0% |
2.647 |
| High |
2.761 |
2.736 |
-0.025 |
-0.9% |
2.746 |
| Low |
2.706 |
2.669 |
-0.037 |
-1.4% |
2.581 |
| Close |
2.713 |
2.733 |
0.020 |
0.7% |
2.724 |
| Range |
0.055 |
0.067 |
0.012 |
21.8% |
0.165 |
| ATR |
0.096 |
0.094 |
-0.002 |
-2.2% |
0.000 |
| Volume |
7,338 |
5,872 |
-1,466 |
-20.0% |
70,043 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.914 |
2.890 |
2.770 |
|
| R3 |
2.847 |
2.823 |
2.751 |
|
| R2 |
2.780 |
2.780 |
2.745 |
|
| R1 |
2.756 |
2.756 |
2.739 |
2.768 |
| PP |
2.713 |
2.713 |
2.713 |
2.719 |
| S1 |
2.689 |
2.689 |
2.727 |
2.701 |
| S2 |
2.646 |
2.646 |
2.721 |
|
| S3 |
2.579 |
2.622 |
2.715 |
|
| S4 |
2.512 |
2.555 |
2.696 |
|
|
| 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 |
2.665 |
0.120 |
4.4% |
0.070 |
2.5% |
57% |
False |
False |
8,904 |
| 10 |
2.785 |
2.579 |
0.206 |
7.5% |
0.078 |
2.9% |
75% |
False |
False |
12,519 |
| 20 |
3.140 |
2.579 |
0.561 |
20.5% |
0.082 |
3.0% |
27% |
False |
False |
11,131 |
| 40 |
3.170 |
2.579 |
0.591 |
21.6% |
0.105 |
3.8% |
26% |
False |
False |
11,138 |
| 60 |
3.495 |
2.579 |
0.916 |
33.5% |
0.107 |
3.9% |
17% |
False |
False |
9,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.021 |
|
2.618 |
2.911 |
|
1.618 |
2.844 |
|
1.000 |
2.803 |
|
0.618 |
2.777 |
|
HIGH |
2.736 |
|
0.618 |
2.710 |
|
0.500 |
2.703 |
|
0.382 |
2.695 |
|
LOW |
2.669 |
|
0.618 |
2.628 |
|
1.000 |
2.602 |
|
1.618 |
2.561 |
|
2.618 |
2.494 |
|
4.250 |
2.384 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.723 |
2.731 |
| PP |
2.713 |
2.729 |
| S1 |
2.703 |
2.727 |
|