NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.272 |
2.270 |
-0.002 |
-0.1% |
2.401 |
| High |
2.290 |
2.338 |
0.048 |
2.1% |
2.441 |
| Low |
2.235 |
2.204 |
-0.031 |
-1.4% |
2.235 |
| Close |
2.269 |
2.299 |
0.030 |
1.3% |
2.324 |
| Range |
0.055 |
0.134 |
0.079 |
143.6% |
0.206 |
| ATR |
0.115 |
0.116 |
0.001 |
1.2% |
0.000 |
| Volume |
82,729 |
115,235 |
32,506 |
39.3% |
514,945 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.682 |
2.625 |
2.373 |
|
| R3 |
2.548 |
2.491 |
2.336 |
|
| R2 |
2.414 |
2.414 |
2.324 |
|
| R1 |
2.357 |
2.357 |
2.311 |
2.386 |
| PP |
2.280 |
2.280 |
2.280 |
2.295 |
| S1 |
2.223 |
2.223 |
2.287 |
2.252 |
| S2 |
2.146 |
2.146 |
2.274 |
|
| S3 |
2.012 |
2.089 |
2.262 |
|
| S4 |
1.878 |
1.955 |
2.225 |
|
|
| 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 |
2.343 |
2.204 |
0.139 |
6.0% |
0.083 |
3.6% |
68% |
False |
True |
105,075 |
| 10 |
2.625 |
2.204 |
0.421 |
18.3% |
0.089 |
3.8% |
23% |
False |
True |
108,297 |
| 20 |
2.862 |
2.204 |
0.658 |
28.6% |
0.109 |
4.8% |
14% |
False |
True |
103,479 |
| 40 |
2.942 |
2.204 |
0.738 |
32.1% |
0.133 |
5.8% |
13% |
False |
True |
91,520 |
| 60 |
3.340 |
2.204 |
1.136 |
49.4% |
0.122 |
5.3% |
8% |
False |
True |
72,319 |
| 80 |
3.765 |
2.204 |
1.561 |
67.9% |
0.117 |
5.1% |
6% |
False |
True |
61,314 |
| 100 |
4.052 |
2.204 |
1.848 |
80.4% |
0.112 |
4.9% |
5% |
False |
True |
53,012 |
| 120 |
4.270 |
2.204 |
2.066 |
89.9% |
0.108 |
4.7% |
5% |
False |
True |
46,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.908 |
|
2.618 |
2.689 |
|
1.618 |
2.555 |
|
1.000 |
2.472 |
|
0.618 |
2.421 |
|
HIGH |
2.338 |
|
0.618 |
2.287 |
|
0.500 |
2.271 |
|
0.382 |
2.255 |
|
LOW |
2.204 |
|
0.618 |
2.121 |
|
1.000 |
2.070 |
|
1.618 |
1.987 |
|
2.618 |
1.853 |
|
4.250 |
1.635 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.290 |
2.290 |
| PP |
2.280 |
2.280 |
| S1 |
2.271 |
2.271 |
|