NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 30-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.603 |
2.480 |
-0.123 |
-4.7% |
2.688 |
| High |
2.603 |
2.514 |
-0.089 |
-3.4% |
2.713 |
| Low |
2.471 |
2.455 |
-0.016 |
-0.6% |
2.455 |
| Close |
2.486 |
2.492 |
0.006 |
0.2% |
2.492 |
| Range |
0.132 |
0.059 |
-0.073 |
-55.3% |
0.258 |
| ATR |
0.088 |
0.086 |
-0.002 |
-2.4% |
0.000 |
| Volume |
14,709 |
18,052 |
3,343 |
22.7% |
58,706 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.664 |
2.637 |
2.524 |
|
| R3 |
2.605 |
2.578 |
2.508 |
|
| R2 |
2.546 |
2.546 |
2.503 |
|
| R1 |
2.519 |
2.519 |
2.497 |
2.533 |
| PP |
2.487 |
2.487 |
2.487 |
2.494 |
| S1 |
2.460 |
2.460 |
2.487 |
2.474 |
| S2 |
2.428 |
2.428 |
2.481 |
|
| S3 |
2.369 |
2.401 |
2.476 |
|
| S4 |
2.310 |
2.342 |
2.460 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.327 |
3.168 |
2.634 |
|
| R3 |
3.069 |
2.910 |
2.563 |
|
| R2 |
2.811 |
2.811 |
2.539 |
|
| R1 |
2.652 |
2.652 |
2.516 |
2.603 |
| PP |
2.553 |
2.553 |
2.553 |
2.529 |
| S1 |
2.394 |
2.394 |
2.468 |
2.345 |
| S2 |
2.295 |
2.295 |
2.445 |
|
| S3 |
2.037 |
2.136 |
2.421 |
|
| S4 |
1.779 |
1.878 |
2.350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.713 |
2.455 |
0.258 |
10.4% |
0.074 |
3.0% |
14% |
False |
True |
11,741 |
| 10 |
2.785 |
2.455 |
0.330 |
13.2% |
0.071 |
2.9% |
11% |
False |
True |
9,551 |
| 20 |
2.785 |
2.455 |
0.330 |
13.2% |
0.073 |
2.9% |
11% |
False |
True |
11,443 |
| 40 |
3.143 |
2.455 |
0.688 |
27.6% |
0.089 |
3.6% |
5% |
False |
True |
11,535 |
| 60 |
3.401 |
2.455 |
0.946 |
38.0% |
0.106 |
4.3% |
4% |
False |
True |
10,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.765 |
|
2.618 |
2.668 |
|
1.618 |
2.609 |
|
1.000 |
2.573 |
|
0.618 |
2.550 |
|
HIGH |
2.514 |
|
0.618 |
2.491 |
|
0.500 |
2.485 |
|
0.382 |
2.478 |
|
LOW |
2.455 |
|
0.618 |
2.419 |
|
1.000 |
2.396 |
|
1.618 |
2.360 |
|
2.618 |
2.301 |
|
4.250 |
2.204 |
|
|
| Fisher Pivots for day following 30-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.490 |
2.547 |
| PP |
2.487 |
2.528 |
| S1 |
2.485 |
2.510 |
|