NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 20-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.798 |
2.829 |
0.031 |
1.1% |
2.695 |
| High |
2.852 |
2.829 |
-0.023 |
-0.8% |
2.818 |
| Low |
2.758 |
2.772 |
0.014 |
0.5% |
2.641 |
| Close |
2.823 |
2.779 |
-0.044 |
-1.6% |
2.793 |
| Range |
0.094 |
0.057 |
-0.037 |
-39.4% |
0.177 |
| ATR |
0.103 |
0.099 |
-0.003 |
-3.2% |
0.000 |
| Volume |
14,427 |
14,196 |
-231 |
-1.6% |
111,387 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.964 |
2.929 |
2.810 |
|
| R3 |
2.907 |
2.872 |
2.795 |
|
| R2 |
2.850 |
2.850 |
2.789 |
|
| R1 |
2.815 |
2.815 |
2.784 |
2.804 |
| PP |
2.793 |
2.793 |
2.793 |
2.788 |
| S1 |
2.758 |
2.758 |
2.774 |
2.747 |
| S2 |
2.736 |
2.736 |
2.769 |
|
| S3 |
2.679 |
2.701 |
2.763 |
|
| S4 |
2.622 |
2.644 |
2.748 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.282 |
3.214 |
2.890 |
|
| R3 |
3.105 |
3.037 |
2.842 |
|
| R2 |
2.928 |
2.928 |
2.825 |
|
| R1 |
2.860 |
2.860 |
2.809 |
2.894 |
| PP |
2.751 |
2.751 |
2.751 |
2.768 |
| S1 |
2.683 |
2.683 |
2.777 |
2.717 |
| S2 |
2.574 |
2.574 |
2.761 |
|
| S3 |
2.397 |
2.506 |
2.744 |
|
| S4 |
2.220 |
2.329 |
2.696 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.071 |
|
2.618 |
2.978 |
|
1.618 |
2.921 |
|
1.000 |
2.886 |
|
0.618 |
2.864 |
|
HIGH |
2.829 |
|
0.618 |
2.807 |
|
0.500 |
2.801 |
|
0.382 |
2.794 |
|
LOW |
2.772 |
|
0.618 |
2.737 |
|
1.000 |
2.715 |
|
1.618 |
2.680 |
|
2.618 |
2.623 |
|
4.250 |
2.530 |
|
|
| Fisher Pivots for day following 20-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.801 |
2.803 |
| PP |
2.793 |
2.795 |
| S1 |
2.786 |
2.787 |
|