NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.733 |
2.657 |
-0.076 |
-2.8% |
2.726 |
| High |
2.733 |
2.709 |
-0.024 |
-0.9% |
2.785 |
| Low |
2.658 |
2.657 |
-0.001 |
0.0% |
2.657 |
| Close |
2.667 |
2.670 |
0.003 |
0.1% |
2.670 |
| Range |
0.075 |
0.052 |
-0.023 |
-30.7% |
0.128 |
| ATR |
0.092 |
0.090 |
-0.003 |
-3.1% |
0.000 |
| Volume |
6,212 |
11,131 |
4,919 |
79.2% |
36,806 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.835 |
2.804 |
2.699 |
|
| R3 |
2.783 |
2.752 |
2.684 |
|
| R2 |
2.731 |
2.731 |
2.680 |
|
| R1 |
2.700 |
2.700 |
2.675 |
2.716 |
| PP |
2.679 |
2.679 |
2.679 |
2.686 |
| S1 |
2.648 |
2.648 |
2.665 |
2.664 |
| S2 |
2.627 |
2.627 |
2.660 |
|
| S3 |
2.575 |
2.596 |
2.656 |
|
| S4 |
2.523 |
2.544 |
2.641 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.088 |
3.007 |
2.740 |
|
| R3 |
2.960 |
2.879 |
2.705 |
|
| R2 |
2.832 |
2.832 |
2.693 |
|
| R1 |
2.751 |
2.751 |
2.682 |
2.728 |
| PP |
2.704 |
2.704 |
2.704 |
2.692 |
| S1 |
2.623 |
2.623 |
2.658 |
2.600 |
| S2 |
2.576 |
2.576 |
2.647 |
|
| S3 |
2.448 |
2.495 |
2.635 |
|
| S4 |
2.320 |
2.367 |
2.600 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.785 |
2.657 |
0.128 |
4.8% |
0.069 |
2.6% |
10% |
False |
True |
7,361 |
| 10 |
2.785 |
2.581 |
0.204 |
7.6% |
0.076 |
2.8% |
44% |
False |
False |
10,684 |
| 20 |
3.048 |
2.579 |
0.469 |
17.6% |
0.077 |
2.9% |
19% |
False |
False |
10,888 |
| 40 |
3.167 |
2.579 |
0.588 |
22.0% |
0.100 |
3.7% |
15% |
False |
False |
11,137 |
| 60 |
3.453 |
2.579 |
0.874 |
32.7% |
0.107 |
4.0% |
10% |
False |
False |
9,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.930 |
|
2.618 |
2.845 |
|
1.618 |
2.793 |
|
1.000 |
2.761 |
|
0.618 |
2.741 |
|
HIGH |
2.709 |
|
0.618 |
2.689 |
|
0.500 |
2.683 |
|
0.382 |
2.677 |
|
LOW |
2.657 |
|
0.618 |
2.625 |
|
1.000 |
2.605 |
|
1.618 |
2.573 |
|
2.618 |
2.521 |
|
4.250 |
2.436 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.683 |
2.697 |
| PP |
2.679 |
2.688 |
| S1 |
2.674 |
2.679 |
|