NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.275 |
2.267 |
-0.008 |
-0.4% |
2.272 |
| High |
2.334 |
2.362 |
0.028 |
1.2% |
2.362 |
| Low |
2.234 |
2.246 |
0.012 |
0.5% |
2.204 |
| Close |
2.279 |
2.326 |
0.047 |
2.1% |
2.326 |
| Range |
0.100 |
0.116 |
0.016 |
16.0% |
0.158 |
| ATR |
0.114 |
0.114 |
0.000 |
0.1% |
0.000 |
| Volume |
117,963 |
112,610 |
-5,353 |
-4.5% |
549,636 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.659 |
2.609 |
2.390 |
|
| R3 |
2.543 |
2.493 |
2.358 |
|
| R2 |
2.427 |
2.427 |
2.347 |
|
| R1 |
2.377 |
2.377 |
2.337 |
2.402 |
| PP |
2.311 |
2.311 |
2.311 |
2.324 |
| S1 |
2.261 |
2.261 |
2.315 |
2.286 |
| S2 |
2.195 |
2.195 |
2.305 |
|
| S3 |
2.079 |
2.145 |
2.294 |
|
| S4 |
1.963 |
2.029 |
2.262 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.771 |
2.707 |
2.413 |
|
| R3 |
2.613 |
2.549 |
2.369 |
|
| R2 |
2.455 |
2.455 |
2.355 |
|
| R1 |
2.391 |
2.391 |
2.340 |
2.423 |
| PP |
2.297 |
2.297 |
2.297 |
2.314 |
| S1 |
2.233 |
2.233 |
2.312 |
2.265 |
| S2 |
2.139 |
2.139 |
2.297 |
|
| S3 |
1.981 |
2.075 |
2.283 |
|
| S4 |
1.823 |
1.917 |
2.239 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.362 |
2.204 |
0.158 |
6.8% |
0.101 |
4.3% |
77% |
True |
False |
109,927 |
| 10 |
2.441 |
2.204 |
0.237 |
10.2% |
0.088 |
3.8% |
51% |
False |
False |
106,458 |
| 20 |
2.862 |
2.204 |
0.658 |
28.3% |
0.107 |
4.6% |
19% |
False |
False |
104,184 |
| 40 |
2.942 |
2.204 |
0.738 |
31.7% |
0.131 |
5.6% |
17% |
False |
False |
96,276 |
| 60 |
3.340 |
2.204 |
1.136 |
48.8% |
0.123 |
5.3% |
11% |
False |
False |
76,628 |
| 80 |
3.765 |
2.204 |
1.561 |
67.1% |
0.117 |
5.0% |
8% |
False |
False |
64,712 |
| 100 |
4.052 |
2.204 |
1.848 |
79.4% |
0.113 |
4.9% |
7% |
False |
False |
55,873 |
| 120 |
4.270 |
2.204 |
2.066 |
88.8% |
0.109 |
4.7% |
6% |
False |
False |
49,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.855 |
|
2.618 |
2.666 |
|
1.618 |
2.550 |
|
1.000 |
2.478 |
|
0.618 |
2.434 |
|
HIGH |
2.362 |
|
0.618 |
2.318 |
|
0.500 |
2.304 |
|
0.382 |
2.290 |
|
LOW |
2.246 |
|
0.618 |
2.174 |
|
1.000 |
2.130 |
|
1.618 |
2.058 |
|
2.618 |
1.942 |
|
4.250 |
1.753 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.319 |
2.317 |
| PP |
2.311 |
2.307 |
| S1 |
2.304 |
2.298 |
|