NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.267 |
2.322 |
0.055 |
2.4% |
2.272 |
| High |
2.362 |
2.393 |
0.031 |
1.3% |
2.362 |
| Low |
2.246 |
2.285 |
0.039 |
1.7% |
2.204 |
| Close |
2.326 |
2.343 |
0.017 |
0.7% |
2.326 |
| Range |
0.116 |
0.108 |
-0.008 |
-6.9% |
0.158 |
| ATR |
0.114 |
0.114 |
0.000 |
-0.4% |
0.000 |
| Volume |
112,610 |
117,621 |
5,011 |
4.4% |
549,636 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.664 |
2.612 |
2.402 |
|
| R3 |
2.556 |
2.504 |
2.373 |
|
| R2 |
2.448 |
2.448 |
2.363 |
|
| R1 |
2.396 |
2.396 |
2.353 |
2.422 |
| PP |
2.340 |
2.340 |
2.340 |
2.354 |
| S1 |
2.288 |
2.288 |
2.333 |
2.314 |
| S2 |
2.232 |
2.232 |
2.323 |
|
| S3 |
2.124 |
2.180 |
2.313 |
|
| S4 |
2.016 |
2.072 |
2.284 |
|
|
| 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 |
2.393 |
2.204 |
0.189 |
8.1% |
0.111 |
4.8% |
74% |
True |
False |
116,905 |
| 10 |
2.395 |
2.204 |
0.191 |
8.2% |
0.090 |
3.8% |
73% |
False |
False |
108,389 |
| 20 |
2.833 |
2.204 |
0.629 |
26.8% |
0.102 |
4.4% |
22% |
False |
False |
105,829 |
| 40 |
2.942 |
2.204 |
0.738 |
31.5% |
0.131 |
5.6% |
19% |
False |
False |
97,444 |
| 60 |
3.340 |
2.204 |
1.136 |
48.5% |
0.124 |
5.3% |
12% |
False |
False |
78,210 |
| 80 |
3.765 |
2.204 |
1.561 |
66.6% |
0.117 |
5.0% |
9% |
False |
False |
65,842 |
| 100 |
4.052 |
2.204 |
1.848 |
78.9% |
0.113 |
4.8% |
8% |
False |
False |
56,889 |
| 120 |
4.270 |
2.204 |
2.066 |
88.2% |
0.109 |
4.7% |
7% |
False |
False |
50,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.852 |
|
2.618 |
2.676 |
|
1.618 |
2.568 |
|
1.000 |
2.501 |
|
0.618 |
2.460 |
|
HIGH |
2.393 |
|
0.618 |
2.352 |
|
0.500 |
2.339 |
|
0.382 |
2.326 |
|
LOW |
2.285 |
|
0.618 |
2.218 |
|
1.000 |
2.177 |
|
1.618 |
2.110 |
|
2.618 |
2.002 |
|
4.250 |
1.826 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.342 |
2.333 |
| PP |
2.340 |
2.323 |
| S1 |
2.339 |
2.314 |
|