NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.339 |
2.329 |
-0.010 |
-0.4% |
2.272 |
| High |
2.369 |
2.366 |
-0.003 |
-0.1% |
2.362 |
| Low |
2.318 |
2.303 |
-0.015 |
-0.6% |
2.204 |
| Close |
2.335 |
2.360 |
0.025 |
1.1% |
2.326 |
| Range |
0.051 |
0.063 |
0.012 |
23.5% |
0.158 |
| ATR |
0.109 |
0.106 |
-0.003 |
-3.0% |
0.000 |
| Volume |
85,302 |
80,080 |
-5,222 |
-6.1% |
549,636 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.532 |
2.509 |
2.395 |
|
| R3 |
2.469 |
2.446 |
2.377 |
|
| R2 |
2.406 |
2.406 |
2.372 |
|
| R1 |
2.383 |
2.383 |
2.366 |
2.395 |
| PP |
2.343 |
2.343 |
2.343 |
2.349 |
| S1 |
2.320 |
2.320 |
2.354 |
2.332 |
| S2 |
2.280 |
2.280 |
2.348 |
|
| S3 |
2.217 |
2.257 |
2.343 |
|
| S4 |
2.154 |
2.194 |
2.325 |
|
|
| 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 |
6.7% |
0.088 |
3.7% |
79% |
False |
False |
102,715 |
| 10 |
2.393 |
2.204 |
0.189 |
8.0% |
0.089 |
3.8% |
83% |
False |
False |
105,191 |
| 20 |
2.833 |
2.204 |
0.629 |
26.7% |
0.096 |
4.1% |
25% |
False |
False |
106,771 |
| 40 |
2.942 |
2.204 |
0.738 |
31.3% |
0.120 |
5.1% |
21% |
False |
False |
97,228 |
| 60 |
3.306 |
2.204 |
1.102 |
46.7% |
0.123 |
5.2% |
14% |
False |
False |
79,946 |
| 80 |
3.765 |
2.204 |
1.561 |
66.1% |
0.116 |
4.9% |
10% |
False |
False |
67,253 |
| 100 |
4.052 |
2.204 |
1.848 |
78.3% |
0.113 |
4.8% |
8% |
False |
False |
58,274 |
| 120 |
4.206 |
2.204 |
2.002 |
84.8% |
0.109 |
4.6% |
8% |
False |
False |
51,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.634 |
|
2.618 |
2.531 |
|
1.618 |
2.468 |
|
1.000 |
2.429 |
|
0.618 |
2.405 |
|
HIGH |
2.366 |
|
0.618 |
2.342 |
|
0.500 |
2.335 |
|
0.382 |
2.327 |
|
LOW |
2.303 |
|
0.618 |
2.264 |
|
1.000 |
2.240 |
|
1.618 |
2.201 |
|
2.618 |
2.138 |
|
4.250 |
2.035 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.352 |
2.353 |
| PP |
2.343 |
2.346 |
| S1 |
2.335 |
2.339 |
|