NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.643 |
2.770 |
0.127 |
4.8% |
2.830 |
| High |
2.772 |
2.811 |
0.039 |
1.4% |
2.837 |
| Low |
2.641 |
2.703 |
0.062 |
2.3% |
2.635 |
| Close |
2.740 |
2.776 |
0.036 |
1.3% |
2.743 |
| Range |
0.131 |
0.108 |
-0.023 |
-17.6% |
0.202 |
| ATR |
0.109 |
0.109 |
0.000 |
-0.1% |
0.000 |
| Volume |
15,609 |
25,484 |
9,875 |
63.3% |
113,982 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.087 |
3.040 |
2.835 |
|
| R3 |
2.979 |
2.932 |
2.806 |
|
| R2 |
2.871 |
2.871 |
2.796 |
|
| R1 |
2.824 |
2.824 |
2.786 |
2.848 |
| PP |
2.763 |
2.763 |
2.763 |
2.775 |
| S1 |
2.716 |
2.716 |
2.766 |
2.740 |
| S2 |
2.655 |
2.655 |
2.756 |
|
| S3 |
2.547 |
2.608 |
2.746 |
|
| S4 |
2.439 |
2.500 |
2.717 |
|
|
| 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 |
3.270 |
|
2.618 |
3.094 |
|
1.618 |
2.986 |
|
1.000 |
2.919 |
|
0.618 |
2.878 |
|
HIGH |
2.811 |
|
0.618 |
2.770 |
|
0.500 |
2.757 |
|
0.382 |
2.744 |
|
LOW |
2.703 |
|
0.618 |
2.636 |
|
1.000 |
2.595 |
|
1.618 |
2.528 |
|
2.618 |
2.420 |
|
4.250 |
2.244 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.770 |
2.759 |
| PP |
2.763 |
2.743 |
| S1 |
2.757 |
2.726 |
|