NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.886 |
2.895 |
0.009 |
0.3% |
3.000 |
| High |
2.930 |
2.895 |
-0.035 |
-1.2% |
3.004 |
| Low |
2.860 |
2.851 |
-0.009 |
-0.3% |
2.823 |
| Close |
2.930 |
2.893 |
-0.037 |
-1.3% |
2.930 |
| Range |
0.070 |
0.044 |
-0.026 |
-37.1% |
0.181 |
| ATR |
0.089 |
0.088 |
-0.001 |
-0.8% |
0.000 |
| Volume |
10,218 |
9,153 |
-1,065 |
-10.4% |
33,924 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.012 |
2.996 |
2.917 |
|
| R3 |
2.968 |
2.952 |
2.905 |
|
| R2 |
2.924 |
2.924 |
2.901 |
|
| R1 |
2.908 |
2.908 |
2.897 |
2.894 |
| PP |
2.880 |
2.880 |
2.880 |
2.873 |
| S1 |
2.864 |
2.864 |
2.889 |
2.850 |
| S2 |
2.836 |
2.836 |
2.885 |
|
| S3 |
2.792 |
2.820 |
2.881 |
|
| S4 |
2.748 |
2.776 |
2.869 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.462 |
3.377 |
3.030 |
|
| R3 |
3.281 |
3.196 |
2.980 |
|
| R2 |
3.100 |
3.100 |
2.963 |
|
| R1 |
3.015 |
3.015 |
2.947 |
2.967 |
| PP |
2.919 |
2.919 |
2.919 |
2.895 |
| S1 |
2.834 |
2.834 |
2.913 |
2.786 |
| S2 |
2.738 |
2.738 |
2.897 |
|
| S3 |
2.557 |
2.653 |
2.880 |
|
| S4 |
2.376 |
2.472 |
2.830 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.082 |
|
2.618 |
3.010 |
|
1.618 |
2.966 |
|
1.000 |
2.939 |
|
0.618 |
2.922 |
|
HIGH |
2.895 |
|
0.618 |
2.878 |
|
0.500 |
2.873 |
|
0.382 |
2.868 |
|
LOW |
2.851 |
|
0.618 |
2.824 |
|
1.000 |
2.807 |
|
1.618 |
2.780 |
|
2.618 |
2.736 |
|
4.250 |
2.664 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.886 |
2.888 |
| PP |
2.880 |
2.882 |
| S1 |
2.873 |
2.877 |
|