NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.620 |
2.603 |
-0.017 |
-0.6% |
2.726 |
| High |
2.638 |
2.603 |
-0.035 |
-1.3% |
2.785 |
| Low |
2.590 |
2.471 |
-0.119 |
-4.6% |
2.657 |
| Close |
2.619 |
2.486 |
-0.133 |
-5.1% |
2.670 |
| Range |
0.048 |
0.132 |
0.084 |
175.0% |
0.128 |
| ATR |
0.083 |
0.088 |
0.005 |
5.5% |
0.000 |
| Volume |
11,399 |
14,709 |
3,310 |
29.0% |
36,806 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.916 |
2.833 |
2.559 |
|
| R3 |
2.784 |
2.701 |
2.522 |
|
| R2 |
2.652 |
2.652 |
2.510 |
|
| R1 |
2.569 |
2.569 |
2.498 |
2.545 |
| PP |
2.520 |
2.520 |
2.520 |
2.508 |
| S1 |
2.437 |
2.437 |
2.474 |
2.413 |
| S2 |
2.388 |
2.388 |
2.462 |
|
| S3 |
2.256 |
2.305 |
2.450 |
|
| S4 |
2.124 |
2.173 |
2.413 |
|
|
| 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 |
2.713 |
2.471 |
0.242 |
9.7% |
0.072 |
2.9% |
6% |
False |
True |
10,357 |
| 10 |
2.785 |
2.471 |
0.314 |
12.6% |
0.071 |
2.8% |
5% |
False |
True |
8,998 |
| 20 |
2.829 |
2.471 |
0.358 |
14.4% |
0.072 |
2.9% |
4% |
False |
True |
11,075 |
| 40 |
3.143 |
2.471 |
0.672 |
27.0% |
0.093 |
3.8% |
2% |
False |
True |
11,432 |
| 60 |
3.401 |
2.471 |
0.930 |
37.4% |
0.107 |
4.3% |
2% |
False |
True |
10,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.164 |
|
2.618 |
2.949 |
|
1.618 |
2.817 |
|
1.000 |
2.735 |
|
0.618 |
2.685 |
|
HIGH |
2.603 |
|
0.618 |
2.553 |
|
0.500 |
2.537 |
|
0.382 |
2.521 |
|
LOW |
2.471 |
|
0.618 |
2.389 |
|
1.000 |
2.339 |
|
1.618 |
2.257 |
|
2.618 |
2.125 |
|
4.250 |
1.910 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.537 |
2.558 |
| PP |
2.520 |
2.534 |
| S1 |
2.503 |
2.510 |
|