NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.770 |
2.751 |
-0.019 |
-0.7% |
2.830 |
| High |
2.811 |
2.818 |
0.007 |
0.2% |
2.837 |
| Low |
2.703 |
2.737 |
0.034 |
1.3% |
2.635 |
| Close |
2.776 |
2.783 |
0.007 |
0.3% |
2.743 |
| Range |
0.108 |
0.081 |
-0.027 |
-25.0% |
0.202 |
| ATR |
0.109 |
0.107 |
-0.002 |
-1.8% |
0.000 |
| Volume |
25,484 |
24,611 |
-873 |
-3.4% |
113,982 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.022 |
2.984 |
2.828 |
|
| R3 |
2.941 |
2.903 |
2.805 |
|
| R2 |
2.860 |
2.860 |
2.798 |
|
| R1 |
2.822 |
2.822 |
2.790 |
2.841 |
| PP |
2.779 |
2.779 |
2.779 |
2.789 |
| S1 |
2.741 |
2.741 |
2.776 |
2.760 |
| S2 |
2.698 |
2.698 |
2.768 |
|
| S3 |
2.617 |
2.660 |
2.761 |
|
| S4 |
2.536 |
2.579 |
2.738 |
|
|
| 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 |
3.162 |
|
2.618 |
3.030 |
|
1.618 |
2.949 |
|
1.000 |
2.899 |
|
0.618 |
2.868 |
|
HIGH |
2.818 |
|
0.618 |
2.787 |
|
0.500 |
2.778 |
|
0.382 |
2.768 |
|
LOW |
2.737 |
|
0.618 |
2.687 |
|
1.000 |
2.656 |
|
1.618 |
2.606 |
|
2.618 |
2.525 |
|
4.250 |
2.393 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.781 |
2.765 |
| PP |
2.779 |
2.747 |
| S1 |
2.778 |
2.730 |
|