NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
3.392 |
3.418 |
0.026 |
0.8% |
3.462 |
| High |
3.428 |
3.418 |
-0.010 |
-0.3% |
3.526 |
| Low |
3.392 |
3.394 |
0.002 |
0.1% |
3.418 |
| Close |
3.423 |
3.415 |
-0.008 |
-0.2% |
3.440 |
| Range |
0.036 |
0.024 |
-0.012 |
-33.3% |
0.108 |
| ATR |
0.062 |
0.059 |
-0.002 |
-3.8% |
0.000 |
| Volume |
332 |
417 |
85 |
25.6% |
1,701 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.481 |
3.472 |
3.428 |
|
| R3 |
3.457 |
3.448 |
3.422 |
|
| R2 |
3.433 |
3.433 |
3.419 |
|
| R1 |
3.424 |
3.424 |
3.417 |
3.417 |
| PP |
3.409 |
3.409 |
3.409 |
3.405 |
| S1 |
3.400 |
3.400 |
3.413 |
3.393 |
| S2 |
3.385 |
3.385 |
3.411 |
|
| S3 |
3.361 |
3.376 |
3.408 |
|
| S4 |
3.337 |
3.352 |
3.402 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.785 |
3.721 |
3.499 |
|
| R3 |
3.677 |
3.613 |
3.470 |
|
| R2 |
3.569 |
3.569 |
3.460 |
|
| R1 |
3.505 |
3.505 |
3.450 |
3.483 |
| PP |
3.461 |
3.461 |
3.461 |
3.451 |
| S1 |
3.397 |
3.397 |
3.430 |
3.375 |
| S2 |
3.353 |
3.353 |
3.420 |
|
| S3 |
3.245 |
3.289 |
3.410 |
|
| S4 |
3.137 |
3.181 |
3.381 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.520 |
|
2.618 |
3.481 |
|
1.618 |
3.457 |
|
1.000 |
3.442 |
|
0.618 |
3.433 |
|
HIGH |
3.418 |
|
0.618 |
3.409 |
|
0.500 |
3.406 |
|
0.382 |
3.403 |
|
LOW |
3.394 |
|
0.618 |
3.379 |
|
1.000 |
3.370 |
|
1.618 |
3.355 |
|
2.618 |
3.331 |
|
4.250 |
3.292 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.412 |
3.415 |
| PP |
3.409 |
3.415 |
| S1 |
3.406 |
3.415 |
|