NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.774 |
2.727 |
-0.047 |
-1.7% |
2.798 |
| High |
2.813 |
2.779 |
-0.034 |
-1.2% |
2.852 |
| Low |
2.692 |
2.727 |
0.035 |
1.3% |
2.692 |
| Close |
2.736 |
2.738 |
0.002 |
0.1% |
2.738 |
| Range |
0.121 |
0.052 |
-0.069 |
-57.0% |
0.160 |
| ATR |
0.099 |
0.095 |
-0.003 |
-3.4% |
0.000 |
| Volume |
14,290 |
19,404 |
5,114 |
35.8% |
80,690 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.904 |
2.873 |
2.767 |
|
| R3 |
2.852 |
2.821 |
2.752 |
|
| R2 |
2.800 |
2.800 |
2.748 |
|
| R1 |
2.769 |
2.769 |
2.743 |
2.785 |
| PP |
2.748 |
2.748 |
2.748 |
2.756 |
| S1 |
2.717 |
2.717 |
2.733 |
2.733 |
| S2 |
2.696 |
2.696 |
2.728 |
|
| S3 |
2.644 |
2.665 |
2.724 |
|
| S4 |
2.592 |
2.613 |
2.709 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.241 |
3.149 |
2.826 |
|
| R3 |
3.081 |
2.989 |
2.782 |
|
| R2 |
2.921 |
2.921 |
2.767 |
|
| R1 |
2.829 |
2.829 |
2.753 |
2.795 |
| PP |
2.761 |
2.761 |
2.761 |
2.744 |
| S1 |
2.669 |
2.669 |
2.723 |
2.635 |
| S2 |
2.601 |
2.601 |
2.709 |
|
| S3 |
2.441 |
2.509 |
2.694 |
|
| S4 |
2.281 |
2.349 |
2.650 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.000 |
|
2.618 |
2.915 |
|
1.618 |
2.863 |
|
1.000 |
2.831 |
|
0.618 |
2.811 |
|
HIGH |
2.779 |
|
0.618 |
2.759 |
|
0.500 |
2.753 |
|
0.382 |
2.747 |
|
LOW |
2.727 |
|
0.618 |
2.695 |
|
1.000 |
2.675 |
|
1.618 |
2.643 |
|
2.618 |
2.591 |
|
4.250 |
2.506 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.753 |
2.753 |
| PP |
2.748 |
2.748 |
| S1 |
2.743 |
2.743 |
|