NYMEX Natural Gas Future May 2013
| 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 |
3.462 |
3.490 |
0.028 |
0.8% |
3.343 |
| High |
3.526 |
3.490 |
-0.036 |
-1.0% |
3.492 |
| Low |
3.462 |
3.455 |
-0.007 |
-0.2% |
3.301 |
| Close |
3.516 |
3.467 |
-0.049 |
-1.4% |
3.484 |
| Range |
0.064 |
0.035 |
-0.029 |
-45.3% |
0.191 |
| ATR |
0.073 |
0.072 |
-0.001 |
-1.2% |
0.000 |
| Volume |
307 |
344 |
37 |
12.1% |
2,034 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.576 |
3.556 |
3.486 |
|
| R3 |
3.541 |
3.521 |
3.477 |
|
| R2 |
3.506 |
3.506 |
3.473 |
|
| R1 |
3.486 |
3.486 |
3.470 |
3.479 |
| PP |
3.471 |
3.471 |
3.471 |
3.467 |
| S1 |
3.451 |
3.451 |
3.464 |
3.444 |
| S2 |
3.436 |
3.436 |
3.461 |
|
| S3 |
3.401 |
3.416 |
3.457 |
|
| S4 |
3.366 |
3.381 |
3.448 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.999 |
3.932 |
3.589 |
|
| R3 |
3.808 |
3.741 |
3.537 |
|
| R2 |
3.617 |
3.617 |
3.519 |
|
| R1 |
3.550 |
3.550 |
3.502 |
3.584 |
| PP |
3.426 |
3.426 |
3.426 |
3.442 |
| S1 |
3.359 |
3.359 |
3.466 |
3.393 |
| S2 |
3.235 |
3.235 |
3.449 |
|
| S3 |
3.044 |
3.168 |
3.431 |
|
| S4 |
2.853 |
2.977 |
3.379 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.639 |
|
2.618 |
3.582 |
|
1.618 |
3.547 |
|
1.000 |
3.525 |
|
0.618 |
3.512 |
|
HIGH |
3.490 |
|
0.618 |
3.477 |
|
0.500 |
3.473 |
|
0.382 |
3.468 |
|
LOW |
3.455 |
|
0.618 |
3.433 |
|
1.000 |
3.420 |
|
1.618 |
3.398 |
|
2.618 |
3.363 |
|
4.250 |
3.306 |
|
|
| Fisher Pivots for day following 20-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.473 |
3.491 |
| PP |
3.471 |
3.483 |
| S1 |
3.469 |
3.475 |
|