NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.727 |
2.765 |
0.038 |
1.4% |
2.798 |
| High |
2.779 |
2.774 |
-0.005 |
-0.2% |
2.852 |
| Low |
2.727 |
2.699 |
-0.028 |
-1.0% |
2.692 |
| Close |
2.738 |
2.716 |
-0.022 |
-0.8% |
2.738 |
| Range |
0.052 |
0.075 |
0.023 |
44.2% |
0.160 |
| ATR |
0.095 |
0.094 |
-0.001 |
-1.5% |
0.000 |
| Volume |
19,404 |
14,174 |
-5,230 |
-27.0% |
80,690 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.955 |
2.910 |
2.757 |
|
| R3 |
2.880 |
2.835 |
2.737 |
|
| R2 |
2.805 |
2.805 |
2.730 |
|
| R1 |
2.760 |
2.760 |
2.723 |
2.745 |
| PP |
2.730 |
2.730 |
2.730 |
2.722 |
| S1 |
2.685 |
2.685 |
2.709 |
2.670 |
| S2 |
2.655 |
2.655 |
2.702 |
|
| S3 |
2.580 |
2.610 |
2.695 |
|
| S4 |
2.505 |
2.535 |
2.675 |
|
|
| 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 |
3.093 |
|
2.618 |
2.970 |
|
1.618 |
2.895 |
|
1.000 |
2.849 |
|
0.618 |
2.820 |
|
HIGH |
2.774 |
|
0.618 |
2.745 |
|
0.500 |
2.737 |
|
0.382 |
2.728 |
|
LOW |
2.699 |
|
0.618 |
2.653 |
|
1.000 |
2.624 |
|
1.618 |
2.578 |
|
2.618 |
2.503 |
|
4.250 |
2.380 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.737 |
2.753 |
| PP |
2.730 |
2.740 |
| S1 |
2.723 |
2.728 |
|