NYMEX Natural Gas Future October 2012
Trading Metrics calculated at close of trading on 28-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
2.694 |
2.684 |
-0.010 |
-0.4% |
2.798 |
High |
2.728 |
2.705 |
-0.023 |
-0.8% |
2.852 |
Low |
2.670 |
2.660 |
-0.010 |
-0.4% |
2.692 |
Close |
2.701 |
2.691 |
-0.010 |
-0.4% |
2.738 |
Range |
0.058 |
0.045 |
-0.013 |
-22.4% |
0.160 |
ATR |
0.091 |
0.088 |
-0.003 |
-3.6% |
0.000 |
Volume |
14,335 |
23,926 |
9,591 |
66.9% |
80,690 |
|
Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.820 |
2.801 |
2.716 |
|
R3 |
2.775 |
2.756 |
2.703 |
|
R2 |
2.730 |
2.730 |
2.699 |
|
R1 |
2.711 |
2.711 |
2.695 |
2.721 |
PP |
2.685 |
2.685 |
2.685 |
2.690 |
S1 |
2.666 |
2.666 |
2.687 |
2.676 |
S2 |
2.640 |
2.640 |
2.683 |
|
S3 |
2.595 |
2.621 |
2.679 |
|
S4 |
2.550 |
2.576 |
2.666 |
|
|
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 |
2.896 |
2.618 |
2.823 |
1.618 |
2.778 |
1.000 |
2.750 |
0.618 |
2.733 |
HIGH |
2.705 |
0.618 |
2.688 |
0.500 |
2.683 |
0.382 |
2.677 |
LOW |
2.660 |
0.618 |
2.632 |
1.000 |
2.615 |
1.618 |
2.587 |
2.618 |
2.542 |
4.250 |
2.469 |
|
|
Fisher Pivots for day following 28-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
2.688 |
2.717 |
PP |
2.685 |
2.708 |
S1 |
2.683 |
2.700 |
|