NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.688 |
2.630 |
-0.058 |
-2.2% |
2.726 |
| High |
2.713 |
2.644 |
-0.069 |
-2.5% |
2.785 |
| Low |
2.628 |
2.599 |
-0.029 |
-1.1% |
2.657 |
| Close |
2.646 |
2.631 |
-0.015 |
-0.6% |
2.670 |
| Range |
0.085 |
0.045 |
-0.040 |
-47.1% |
0.128 |
| ATR |
0.089 |
0.086 |
-0.003 |
-3.4% |
0.000 |
| Volume |
5,367 |
9,179 |
3,812 |
71.0% |
36,806 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.760 |
2.740 |
2.656 |
|
| R3 |
2.715 |
2.695 |
2.643 |
|
| R2 |
2.670 |
2.670 |
2.639 |
|
| R1 |
2.650 |
2.650 |
2.635 |
2.660 |
| PP |
2.625 |
2.625 |
2.625 |
2.630 |
| S1 |
2.605 |
2.605 |
2.627 |
2.615 |
| S2 |
2.580 |
2.580 |
2.623 |
|
| S3 |
2.535 |
2.560 |
2.619 |
|
| S4 |
2.490 |
2.515 |
2.606 |
|
|
| 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 |
2.736 |
2.599 |
0.137 |
5.2% |
0.065 |
2.5% |
23% |
False |
True |
7,552 |
| 10 |
2.785 |
2.599 |
0.186 |
7.1% |
0.071 |
2.7% |
17% |
False |
True |
9,192 |
| 20 |
2.902 |
2.579 |
0.323 |
12.3% |
0.072 |
2.7% |
16% |
False |
False |
10,738 |
| 40 |
3.143 |
2.579 |
0.564 |
21.4% |
0.095 |
3.6% |
9% |
False |
False |
11,148 |
| 60 |
3.401 |
2.579 |
0.822 |
31.2% |
0.107 |
4.0% |
6% |
False |
False |
10,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.835 |
|
2.618 |
2.762 |
|
1.618 |
2.717 |
|
1.000 |
2.689 |
|
0.618 |
2.672 |
|
HIGH |
2.644 |
|
0.618 |
2.627 |
|
0.500 |
2.622 |
|
0.382 |
2.616 |
|
LOW |
2.599 |
|
0.618 |
2.571 |
|
1.000 |
2.554 |
|
1.618 |
2.526 |
|
2.618 |
2.481 |
|
4.250 |
2.408 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.628 |
2.656 |
| PP |
2.625 |
2.648 |
| S1 |
2.622 |
2.639 |
|