NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.266 |
2.286 |
0.020 |
0.9% |
2.322 |
| High |
2.325 |
2.318 |
-0.007 |
-0.3% |
2.393 |
| Low |
2.261 |
2.213 |
-0.048 |
-2.1% |
2.250 |
| Close |
2.269 |
2.226 |
-0.043 |
-1.9% |
2.269 |
| Range |
0.064 |
0.105 |
0.041 |
64.1% |
0.143 |
| ATR |
0.104 |
0.104 |
0.000 |
0.0% |
0.000 |
| Volume |
87,951 |
61,959 |
-25,992 |
-29.6% |
500,448 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.567 |
2.502 |
2.284 |
|
| R3 |
2.462 |
2.397 |
2.255 |
|
| R2 |
2.357 |
2.357 |
2.245 |
|
| R1 |
2.292 |
2.292 |
2.236 |
2.272 |
| PP |
2.252 |
2.252 |
2.252 |
2.243 |
| S1 |
2.187 |
2.187 |
2.216 |
2.167 |
| S2 |
2.147 |
2.147 |
2.207 |
|
| S3 |
2.042 |
2.082 |
2.197 |
|
| S4 |
1.937 |
1.977 |
2.168 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.733 |
2.644 |
2.348 |
|
| R3 |
2.590 |
2.501 |
2.308 |
|
| R2 |
2.447 |
2.447 |
2.295 |
|
| R1 |
2.358 |
2.358 |
2.282 |
2.331 |
| PP |
2.304 |
2.304 |
2.304 |
2.291 |
| S1 |
2.215 |
2.215 |
2.256 |
2.188 |
| S2 |
2.161 |
2.161 |
2.243 |
|
| S3 |
2.018 |
2.072 |
2.230 |
|
| S4 |
1.875 |
1.929 |
2.190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.380 |
2.213 |
0.167 |
7.5% |
0.083 |
3.7% |
8% |
False |
True |
88,957 |
| 10 |
2.393 |
2.204 |
0.189 |
8.5% |
0.097 |
4.4% |
12% |
False |
False |
102,931 |
| 20 |
2.625 |
2.204 |
0.421 |
18.9% |
0.092 |
4.1% |
5% |
False |
False |
105,436 |
| 40 |
2.942 |
2.204 |
0.738 |
33.2% |
0.115 |
5.1% |
3% |
False |
False |
96,815 |
| 60 |
3.231 |
2.204 |
1.027 |
46.1% |
0.124 |
5.6% |
2% |
False |
False |
83,756 |
| 80 |
3.740 |
2.204 |
1.536 |
69.0% |
0.115 |
5.2% |
1% |
False |
False |
70,202 |
| 100 |
4.035 |
2.204 |
1.831 |
82.3% |
0.112 |
5.0% |
1% |
False |
False |
60,356 |
| 120 |
4.117 |
2.204 |
1.913 |
85.9% |
0.109 |
4.9% |
1% |
False |
False |
53,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.764 |
|
2.618 |
2.593 |
|
1.618 |
2.488 |
|
1.000 |
2.423 |
|
0.618 |
2.383 |
|
HIGH |
2.318 |
|
0.618 |
2.278 |
|
0.500 |
2.266 |
|
0.382 |
2.253 |
|
LOW |
2.213 |
|
0.618 |
2.148 |
|
1.000 |
2.108 |
|
1.618 |
2.043 |
|
2.618 |
1.938 |
|
4.250 |
1.767 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.266 |
2.297 |
| PP |
2.252 |
2.273 |
| S1 |
2.239 |
2.250 |
|