NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.695 |
2.643 |
-0.052 |
-1.9% |
2.830 |
| High |
2.707 |
2.772 |
0.065 |
2.4% |
2.837 |
| Low |
2.659 |
2.641 |
-0.018 |
-0.7% |
2.635 |
| Close |
2.698 |
2.740 |
0.042 |
1.6% |
2.743 |
| Range |
0.048 |
0.131 |
0.083 |
172.9% |
0.202 |
| ATR |
0.107 |
0.109 |
0.002 |
1.6% |
0.000 |
| Volume |
19,247 |
15,609 |
-3,638 |
-18.9% |
113,982 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.111 |
3.056 |
2.812 |
|
| R3 |
2.980 |
2.925 |
2.776 |
|
| R2 |
2.849 |
2.849 |
2.764 |
|
| R1 |
2.794 |
2.794 |
2.752 |
2.822 |
| PP |
2.718 |
2.718 |
2.718 |
2.731 |
| S1 |
2.663 |
2.663 |
2.728 |
2.691 |
| S2 |
2.587 |
2.587 |
2.716 |
|
| S3 |
2.456 |
2.532 |
2.704 |
|
| S4 |
2.325 |
2.401 |
2.668 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.344 |
3.246 |
2.854 |
|
| R3 |
3.142 |
3.044 |
2.799 |
|
| R2 |
2.940 |
2.940 |
2.780 |
|
| R1 |
2.842 |
2.842 |
2.762 |
2.790 |
| PP |
2.738 |
2.738 |
2.738 |
2.713 |
| S1 |
2.640 |
2.640 |
2.724 |
2.588 |
| S2 |
2.536 |
2.536 |
2.706 |
|
| S3 |
2.334 |
2.438 |
2.687 |
|
| S4 |
2.132 |
2.236 |
2.632 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.329 |
|
2.618 |
3.115 |
|
1.618 |
2.984 |
|
1.000 |
2.903 |
|
0.618 |
2.853 |
|
HIGH |
2.772 |
|
0.618 |
2.722 |
|
0.500 |
2.707 |
|
0.382 |
2.691 |
|
LOW |
2.641 |
|
0.618 |
2.560 |
|
1.000 |
2.510 |
|
1.618 |
2.429 |
|
2.618 |
2.298 |
|
4.250 |
2.084 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.729 |
2.729 |
| PP |
2.718 |
2.718 |
| S1 |
2.707 |
2.707 |
|