NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 20-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.322 |
2.339 |
0.017 |
0.7% |
2.272 |
| High |
2.393 |
2.369 |
-0.024 |
-1.0% |
2.362 |
| Low |
2.285 |
2.318 |
0.033 |
1.4% |
2.204 |
| Close |
2.343 |
2.335 |
-0.008 |
-0.3% |
2.326 |
| Range |
0.108 |
0.051 |
-0.057 |
-52.8% |
0.158 |
| ATR |
0.114 |
0.109 |
-0.004 |
-3.9% |
0.000 |
| Volume |
117,621 |
85,302 |
-32,319 |
-27.5% |
549,636 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.494 |
2.465 |
2.363 |
|
| R3 |
2.443 |
2.414 |
2.349 |
|
| R2 |
2.392 |
2.392 |
2.344 |
|
| R1 |
2.363 |
2.363 |
2.340 |
2.352 |
| PP |
2.341 |
2.341 |
2.341 |
2.335 |
| S1 |
2.312 |
2.312 |
2.330 |
2.301 |
| S2 |
2.290 |
2.290 |
2.326 |
|
| S3 |
2.239 |
2.261 |
2.321 |
|
| S4 |
2.188 |
2.210 |
2.307 |
|
|
| 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 |
2.234 |
0.159 |
6.8% |
0.095 |
4.1% |
64% |
False |
False |
110,919 |
| 10 |
2.393 |
2.204 |
0.189 |
8.1% |
0.089 |
3.8% |
69% |
False |
False |
107,997 |
| 20 |
2.833 |
2.204 |
0.629 |
26.9% |
0.099 |
4.3% |
21% |
False |
False |
106,603 |
| 40 |
2.942 |
2.204 |
0.738 |
31.6% |
0.122 |
5.2% |
18% |
False |
False |
97,995 |
| 60 |
3.340 |
2.204 |
1.136 |
48.7% |
0.123 |
5.3% |
12% |
False |
False |
79,194 |
| 80 |
3.765 |
2.204 |
1.561 |
66.9% |
0.117 |
5.0% |
8% |
False |
False |
66,519 |
| 100 |
4.052 |
2.204 |
1.848 |
79.1% |
0.113 |
4.8% |
7% |
False |
False |
57,640 |
| 120 |
4.211 |
2.204 |
2.007 |
86.0% |
0.109 |
4.7% |
7% |
False |
False |
51,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.586 |
|
2.618 |
2.503 |
|
1.618 |
2.452 |
|
1.000 |
2.420 |
|
0.618 |
2.401 |
|
HIGH |
2.369 |
|
0.618 |
2.350 |
|
0.500 |
2.344 |
|
0.382 |
2.337 |
|
LOW |
2.318 |
|
0.618 |
2.286 |
|
1.000 |
2.267 |
|
1.618 |
2.235 |
|
2.618 |
2.184 |
|
4.250 |
2.101 |
|
|
| Fisher Pivots for day following 20-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.344 |
2.330 |
| PP |
2.341 |
2.325 |
| S1 |
2.338 |
2.320 |
|