NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
3.490 |
3.428 |
-0.062 |
-1.8% |
3.343 |
| High |
3.490 |
3.478 |
-0.012 |
-0.3% |
3.492 |
| Low |
3.455 |
3.428 |
-0.027 |
-0.8% |
3.301 |
| Close |
3.467 |
3.478 |
0.011 |
0.3% |
3.484 |
| Range |
0.035 |
0.050 |
0.015 |
42.9% |
0.191 |
| ATR |
0.072 |
0.070 |
-0.002 |
-2.2% |
0.000 |
| Volume |
344 |
366 |
22 |
6.4% |
2,034 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.611 |
3.595 |
3.506 |
|
| R3 |
3.561 |
3.545 |
3.492 |
|
| R2 |
3.511 |
3.511 |
3.487 |
|
| R1 |
3.495 |
3.495 |
3.483 |
3.503 |
| PP |
3.461 |
3.461 |
3.461 |
3.466 |
| S1 |
3.445 |
3.445 |
3.473 |
3.453 |
| S2 |
3.411 |
3.411 |
3.469 |
|
| S3 |
3.361 |
3.395 |
3.464 |
|
| S4 |
3.311 |
3.345 |
3.451 |
|
|
| 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 |
3.691 |
|
2.618 |
3.609 |
|
1.618 |
3.559 |
|
1.000 |
3.528 |
|
0.618 |
3.509 |
|
HIGH |
3.478 |
|
0.618 |
3.459 |
|
0.500 |
3.453 |
|
0.382 |
3.447 |
|
LOW |
3.428 |
|
0.618 |
3.397 |
|
1.000 |
3.378 |
|
1.618 |
3.347 |
|
2.618 |
3.297 |
|
4.250 |
3.216 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.470 |
3.478 |
| PP |
3.461 |
3.477 |
| S1 |
3.453 |
3.477 |
|