NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.305 |
2.297 |
-0.008 |
-0.3% |
2.401 |
| High |
2.335 |
2.327 |
-0.008 |
-0.3% |
2.441 |
| Low |
2.235 |
2.261 |
0.026 |
1.2% |
2.235 |
| Close |
2.272 |
2.324 |
0.052 |
2.3% |
2.324 |
| Range |
0.100 |
0.066 |
-0.034 |
-34.0% |
0.206 |
| ATR |
0.121 |
0.117 |
-0.004 |
-3.2% |
0.000 |
| Volume |
125,737 |
93,537 |
-32,200 |
-25.6% |
514,945 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.502 |
2.479 |
2.360 |
|
| R3 |
2.436 |
2.413 |
2.342 |
|
| R2 |
2.370 |
2.370 |
2.336 |
|
| R1 |
2.347 |
2.347 |
2.330 |
2.359 |
| PP |
2.304 |
2.304 |
2.304 |
2.310 |
| S1 |
2.281 |
2.281 |
2.318 |
2.293 |
| S2 |
2.238 |
2.238 |
2.312 |
|
| S3 |
2.172 |
2.215 |
2.306 |
|
| S4 |
2.106 |
2.149 |
2.288 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.951 |
2.844 |
2.437 |
|
| R3 |
2.745 |
2.638 |
2.381 |
|
| R2 |
2.539 |
2.539 |
2.362 |
|
| R1 |
2.432 |
2.432 |
2.343 |
2.383 |
| PP |
2.333 |
2.333 |
2.333 |
2.309 |
| S1 |
2.226 |
2.226 |
2.305 |
2.177 |
| S2 |
2.127 |
2.127 |
2.286 |
|
| S3 |
1.921 |
2.020 |
2.267 |
|
| S4 |
1.715 |
1.814 |
2.211 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.441 |
2.235 |
0.206 |
8.9% |
0.075 |
3.2% |
43% |
False |
False |
102,989 |
| 10 |
2.742 |
2.235 |
0.507 |
21.8% |
0.095 |
4.1% |
18% |
False |
False |
112,707 |
| 20 |
2.862 |
2.235 |
0.627 |
27.0% |
0.107 |
4.6% |
14% |
False |
False |
102,093 |
| 40 |
2.942 |
2.235 |
0.707 |
30.4% |
0.133 |
5.7% |
13% |
False |
False |
89,702 |
| 60 |
3.402 |
2.235 |
1.167 |
50.2% |
0.122 |
5.2% |
8% |
False |
False |
70,024 |
| 80 |
3.765 |
2.235 |
1.530 |
65.8% |
0.117 |
5.0% |
6% |
False |
False |
59,392 |
| 100 |
4.092 |
2.235 |
1.857 |
79.9% |
0.113 |
4.9% |
5% |
False |
False |
51,528 |
| 120 |
4.315 |
2.235 |
2.080 |
89.5% |
0.107 |
4.6% |
4% |
False |
False |
45,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.608 |
|
2.618 |
2.500 |
|
1.618 |
2.434 |
|
1.000 |
2.393 |
|
0.618 |
2.368 |
|
HIGH |
2.327 |
|
0.618 |
2.302 |
|
0.500 |
2.294 |
|
0.382 |
2.286 |
|
LOW |
2.261 |
|
0.618 |
2.220 |
|
1.000 |
2.195 |
|
1.618 |
2.154 |
|
2.618 |
2.088 |
|
4.250 |
1.981 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.314 |
2.312 |
| PP |
2.304 |
2.301 |
| S1 |
2.294 |
2.289 |
|