NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.988 |
3.018 |
0.030 |
1.0% |
2.895 |
| High |
3.043 |
3.065 |
0.022 |
0.7% |
3.043 |
| Low |
2.981 |
2.986 |
0.005 |
0.2% |
2.840 |
| Close |
3.010 |
3.043 |
0.033 |
1.1% |
3.010 |
| Range |
0.062 |
0.079 |
0.017 |
27.4% |
0.203 |
| ATR |
0.087 |
0.086 |
-0.001 |
-0.7% |
0.000 |
| Volume |
6,020 |
4,759 |
-1,261 |
-20.9% |
35,732 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.268 |
3.235 |
3.086 |
|
| R3 |
3.189 |
3.156 |
3.065 |
|
| R2 |
3.110 |
3.110 |
3.057 |
|
| R1 |
3.077 |
3.077 |
3.050 |
3.094 |
| PP |
3.031 |
3.031 |
3.031 |
3.040 |
| S1 |
2.998 |
2.998 |
3.036 |
3.015 |
| S2 |
2.952 |
2.952 |
3.029 |
|
| S3 |
2.873 |
2.919 |
3.021 |
|
| S4 |
2.794 |
2.840 |
3.000 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.573 |
3.495 |
3.122 |
|
| R3 |
3.370 |
3.292 |
3.066 |
|
| R2 |
3.167 |
3.167 |
3.047 |
|
| R1 |
3.089 |
3.089 |
3.029 |
3.128 |
| PP |
2.964 |
2.964 |
2.964 |
2.984 |
| S1 |
2.886 |
2.886 |
2.991 |
2.925 |
| S2 |
2.761 |
2.761 |
2.973 |
|
| S3 |
2.558 |
2.683 |
2.954 |
|
| S4 |
2.355 |
2.480 |
2.898 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.401 |
|
2.618 |
3.272 |
|
1.618 |
3.193 |
|
1.000 |
3.144 |
|
0.618 |
3.114 |
|
HIGH |
3.065 |
|
0.618 |
3.035 |
|
0.500 |
3.026 |
|
0.382 |
3.016 |
|
LOW |
2.986 |
|
0.618 |
2.937 |
|
1.000 |
2.907 |
|
1.618 |
2.858 |
|
2.618 |
2.779 |
|
4.250 |
2.650 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.037 |
3.033 |
| PP |
3.031 |
3.022 |
| S1 |
3.026 |
3.012 |
|