NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 30-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.673 |
2.564 |
-0.109 |
-4.1% |
2.765 |
| High |
2.679 |
2.589 |
-0.090 |
-3.4% |
2.774 |
| Low |
2.544 |
2.524 |
-0.020 |
-0.8% |
2.524 |
| Close |
2.559 |
2.569 |
0.010 |
0.4% |
2.569 |
| Range |
0.135 |
0.065 |
-0.070 |
-51.9% |
0.250 |
| ATR |
0.092 |
0.090 |
-0.002 |
-2.1% |
0.000 |
| Volume |
18,145 |
24,231 |
6,086 |
33.5% |
94,811 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.756 |
2.727 |
2.605 |
|
| R3 |
2.691 |
2.662 |
2.587 |
|
| R2 |
2.626 |
2.626 |
2.581 |
|
| R1 |
2.597 |
2.597 |
2.575 |
2.612 |
| PP |
2.561 |
2.561 |
2.561 |
2.568 |
| S1 |
2.532 |
2.532 |
2.563 |
2.547 |
| S2 |
2.496 |
2.496 |
2.557 |
|
| S3 |
2.431 |
2.467 |
2.551 |
|
| S4 |
2.366 |
2.402 |
2.533 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.372 |
3.221 |
2.707 |
|
| R3 |
3.122 |
2.971 |
2.638 |
|
| R2 |
2.872 |
2.872 |
2.615 |
|
| R1 |
2.721 |
2.721 |
2.592 |
2.672 |
| PP |
2.622 |
2.622 |
2.622 |
2.598 |
| S1 |
2.471 |
2.471 |
2.546 |
2.422 |
| S2 |
2.372 |
2.372 |
2.523 |
|
| S3 |
2.122 |
2.221 |
2.500 |
|
| S4 |
1.872 |
1.971 |
2.432 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.865 |
|
2.618 |
2.759 |
|
1.618 |
2.694 |
|
1.000 |
2.654 |
|
0.618 |
2.629 |
|
HIGH |
2.589 |
|
0.618 |
2.564 |
|
0.500 |
2.557 |
|
0.382 |
2.549 |
|
LOW |
2.524 |
|
0.618 |
2.484 |
|
1.000 |
2.459 |
|
1.618 |
2.419 |
|
2.618 |
2.354 |
|
4.250 |
2.248 |
|
|
| Fisher Pivots for day following 30-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.565 |
2.615 |
| PP |
2.561 |
2.599 |
| S1 |
2.557 |
2.584 |
|