NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 20-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
3.018 |
3.026 |
0.008 |
0.3% |
2.895 |
| High |
3.065 |
3.028 |
-0.037 |
-1.2% |
3.043 |
| Low |
2.986 |
2.986 |
0.000 |
0.0% |
2.840 |
| Close |
3.043 |
2.999 |
-0.044 |
-1.4% |
3.010 |
| Range |
0.079 |
0.042 |
-0.037 |
-46.8% |
0.203 |
| ATR |
0.086 |
0.084 |
-0.002 |
-2.4% |
0.000 |
| Volume |
4,759 |
4,257 |
-502 |
-10.5% |
35,732 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.130 |
3.107 |
3.022 |
|
| R3 |
3.088 |
3.065 |
3.011 |
|
| R2 |
3.046 |
3.046 |
3.007 |
|
| R1 |
3.023 |
3.023 |
3.003 |
3.014 |
| PP |
3.004 |
3.004 |
3.004 |
3.000 |
| S1 |
2.981 |
2.981 |
2.995 |
2.972 |
| S2 |
2.962 |
2.962 |
2.991 |
|
| S3 |
2.920 |
2.939 |
2.987 |
|
| S4 |
2.878 |
2.897 |
2.976 |
|
|
| 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 |
3.207 |
|
2.618 |
3.138 |
|
1.618 |
3.096 |
|
1.000 |
3.070 |
|
0.618 |
3.054 |
|
HIGH |
3.028 |
|
0.618 |
3.012 |
|
0.500 |
3.007 |
|
0.382 |
3.002 |
|
LOW |
2.986 |
|
0.618 |
2.960 |
|
1.000 |
2.944 |
|
1.618 |
2.918 |
|
2.618 |
2.876 |
|
4.250 |
2.808 |
|
|
| Fisher Pivots for day following 20-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.007 |
3.023 |
| PP |
3.004 |
3.015 |
| S1 |
3.002 |
3.007 |
|