NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.829 |
2.770 |
-0.059 |
-2.1% |
2.695 |
| High |
2.829 |
2.800 |
-0.029 |
-1.0% |
2.818 |
| Low |
2.772 |
2.735 |
-0.037 |
-1.3% |
2.641 |
| Close |
2.779 |
2.799 |
0.020 |
0.7% |
2.793 |
| Range |
0.057 |
0.065 |
0.008 |
14.0% |
0.177 |
| ATR |
0.099 |
0.097 |
-0.002 |
-2.5% |
0.000 |
| Volume |
14,196 |
18,373 |
4,177 |
29.4% |
111,387 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.973 |
2.951 |
2.835 |
|
| R3 |
2.908 |
2.886 |
2.817 |
|
| R2 |
2.843 |
2.843 |
2.811 |
|
| R1 |
2.821 |
2.821 |
2.805 |
2.832 |
| PP |
2.778 |
2.778 |
2.778 |
2.784 |
| S1 |
2.756 |
2.756 |
2.793 |
2.767 |
| S2 |
2.713 |
2.713 |
2.787 |
|
| S3 |
2.648 |
2.691 |
2.781 |
|
| S4 |
2.583 |
2.626 |
2.763 |
|
|
| 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 |
3.076 |
|
2.618 |
2.970 |
|
1.618 |
2.905 |
|
1.000 |
2.865 |
|
0.618 |
2.840 |
|
HIGH |
2.800 |
|
0.618 |
2.775 |
|
0.500 |
2.768 |
|
0.382 |
2.760 |
|
LOW |
2.735 |
|
0.618 |
2.695 |
|
1.000 |
2.670 |
|
1.618 |
2.630 |
|
2.618 |
2.565 |
|
4.250 |
2.459 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.789 |
2.797 |
| PP |
2.778 |
2.795 |
| S1 |
2.768 |
2.794 |
|