NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.765 |
2.694 |
-0.071 |
-2.6% |
2.798 |
| High |
2.774 |
2.728 |
-0.046 |
-1.7% |
2.852 |
| Low |
2.699 |
2.670 |
-0.029 |
-1.1% |
2.692 |
| Close |
2.716 |
2.701 |
-0.015 |
-0.6% |
2.738 |
| Range |
0.075 |
0.058 |
-0.017 |
-22.7% |
0.160 |
| ATR |
0.094 |
0.091 |
-0.003 |
-2.7% |
0.000 |
| Volume |
14,174 |
14,335 |
161 |
1.1% |
80,690 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.874 |
2.845 |
2.733 |
|
| R3 |
2.816 |
2.787 |
2.717 |
|
| R2 |
2.758 |
2.758 |
2.712 |
|
| R1 |
2.729 |
2.729 |
2.706 |
2.744 |
| PP |
2.700 |
2.700 |
2.700 |
2.707 |
| S1 |
2.671 |
2.671 |
2.696 |
2.686 |
| S2 |
2.642 |
2.642 |
2.690 |
|
| S3 |
2.584 |
2.613 |
2.685 |
|
| S4 |
2.526 |
2.555 |
2.669 |
|
|
| 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 |
2.975 |
|
2.618 |
2.880 |
|
1.618 |
2.822 |
|
1.000 |
2.786 |
|
0.618 |
2.764 |
|
HIGH |
2.728 |
|
0.618 |
2.706 |
|
0.500 |
2.699 |
|
0.382 |
2.692 |
|
LOW |
2.670 |
|
0.618 |
2.634 |
|
1.000 |
2.612 |
|
1.618 |
2.576 |
|
2.618 |
2.518 |
|
4.250 |
2.424 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.700 |
2.725 |
| PP |
2.700 |
2.717 |
| S1 |
2.699 |
2.709 |
|