NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.630 |
2.620 |
-0.010 |
-0.4% |
2.726 |
| High |
2.644 |
2.638 |
-0.006 |
-0.2% |
2.785 |
| Low |
2.599 |
2.590 |
-0.009 |
-0.3% |
2.657 |
| Close |
2.631 |
2.619 |
-0.012 |
-0.5% |
2.670 |
| Range |
0.045 |
0.048 |
0.003 |
6.7% |
0.128 |
| ATR |
0.086 |
0.083 |
-0.003 |
-3.2% |
0.000 |
| Volume |
9,179 |
11,399 |
2,220 |
24.2% |
36,806 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.760 |
2.737 |
2.645 |
|
| R3 |
2.712 |
2.689 |
2.632 |
|
| R2 |
2.664 |
2.664 |
2.628 |
|
| R1 |
2.641 |
2.641 |
2.623 |
2.629 |
| PP |
2.616 |
2.616 |
2.616 |
2.609 |
| S1 |
2.593 |
2.593 |
2.615 |
2.581 |
| S2 |
2.568 |
2.568 |
2.610 |
|
| S3 |
2.520 |
2.545 |
2.606 |
|
| S4 |
2.472 |
2.497 |
2.593 |
|
|
| 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 |
2.733 |
2.590 |
0.143 |
5.5% |
0.061 |
2.3% |
20% |
False |
True |
8,657 |
| 10 |
2.785 |
2.590 |
0.195 |
7.4% |
0.065 |
2.5% |
15% |
False |
True |
8,781 |
| 20 |
2.868 |
2.579 |
0.289 |
11.0% |
0.070 |
2.7% |
14% |
False |
False |
10,929 |
| 40 |
3.143 |
2.579 |
0.564 |
21.5% |
0.092 |
3.5% |
7% |
False |
False |
11,300 |
| 60 |
3.401 |
2.579 |
0.822 |
31.4% |
0.106 |
4.1% |
5% |
False |
False |
10,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.842 |
|
2.618 |
2.764 |
|
1.618 |
2.716 |
|
1.000 |
2.686 |
|
0.618 |
2.668 |
|
HIGH |
2.638 |
|
0.618 |
2.620 |
|
0.500 |
2.614 |
|
0.382 |
2.608 |
|
LOW |
2.590 |
|
0.618 |
2.560 |
|
1.000 |
2.542 |
|
1.618 |
2.512 |
|
2.618 |
2.464 |
|
4.250 |
2.386 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.617 |
2.652 |
| PP |
2.616 |
2.641 |
| S1 |
2.614 |
2.630 |
|