NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.657 |
2.688 |
0.031 |
1.2% |
2.726 |
| High |
2.709 |
2.713 |
0.004 |
0.1% |
2.785 |
| Low |
2.657 |
2.628 |
-0.029 |
-1.1% |
2.657 |
| Close |
2.670 |
2.646 |
-0.024 |
-0.9% |
2.670 |
| Range |
0.052 |
0.085 |
0.033 |
63.5% |
0.128 |
| ATR |
0.090 |
0.089 |
0.000 |
-0.4% |
0.000 |
| Volume |
11,131 |
5,367 |
-5,764 |
-51.8% |
36,806 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.917 |
2.867 |
2.693 |
|
| R3 |
2.832 |
2.782 |
2.669 |
|
| R2 |
2.747 |
2.747 |
2.662 |
|
| R1 |
2.697 |
2.697 |
2.654 |
2.680 |
| PP |
2.662 |
2.662 |
2.662 |
2.654 |
| S1 |
2.612 |
2.612 |
2.638 |
2.595 |
| S2 |
2.577 |
2.577 |
2.630 |
|
| S3 |
2.492 |
2.527 |
2.623 |
|
| S4 |
2.407 |
2.442 |
2.599 |
|
|
| 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 |
2.761 |
2.628 |
0.133 |
5.0% |
0.067 |
2.5% |
14% |
False |
True |
7,184 |
| 10 |
2.785 |
2.581 |
0.204 |
7.7% |
0.079 |
3.0% |
32% |
False |
False |
9,657 |
| 20 |
2.905 |
2.579 |
0.326 |
12.3% |
0.074 |
2.8% |
21% |
False |
False |
10,733 |
| 40 |
3.167 |
2.579 |
0.588 |
22.2% |
0.098 |
3.7% |
11% |
False |
False |
11,072 |
| 60 |
3.410 |
2.579 |
0.831 |
31.4% |
0.108 |
4.1% |
8% |
False |
False |
9,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.074 |
|
2.618 |
2.936 |
|
1.618 |
2.851 |
|
1.000 |
2.798 |
|
0.618 |
2.766 |
|
HIGH |
2.713 |
|
0.618 |
2.681 |
|
0.500 |
2.671 |
|
0.382 |
2.660 |
|
LOW |
2.628 |
|
0.618 |
2.575 |
|
1.000 |
2.543 |
|
1.618 |
2.490 |
|
2.618 |
2.405 |
|
4.250 |
2.267 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.671 |
2.681 |
| PP |
2.662 |
2.669 |
| S1 |
2.654 |
2.658 |
|