NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.440 |
2.413 |
-0.027 |
-1.1% |
2.550 |
| High |
2.463 |
2.463 |
0.000 |
0.0% |
2.561 |
| Low |
2.358 |
2.368 |
0.010 |
0.4% |
2.332 |
| Close |
2.416 |
2.420 |
0.004 |
0.2% |
2.425 |
| Range |
0.105 |
0.095 |
-0.010 |
-9.5% |
0.229 |
| ATR |
0.113 |
0.111 |
-0.001 |
-1.1% |
0.000 |
| Volume |
69,772 |
71,247 |
1,475 |
2.1% |
238,458 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.702 |
2.656 |
2.472 |
|
| R3 |
2.607 |
2.561 |
2.446 |
|
| R2 |
2.512 |
2.512 |
2.437 |
|
| R1 |
2.466 |
2.466 |
2.429 |
2.489 |
| PP |
2.417 |
2.417 |
2.417 |
2.429 |
| S1 |
2.371 |
2.371 |
2.411 |
2.394 |
| S2 |
2.322 |
2.322 |
2.403 |
|
| S3 |
2.227 |
2.276 |
2.394 |
|
| S4 |
2.132 |
2.181 |
2.368 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.126 |
3.005 |
2.551 |
|
| R3 |
2.897 |
2.776 |
2.488 |
|
| R2 |
2.668 |
2.668 |
2.467 |
|
| R1 |
2.547 |
2.547 |
2.446 |
2.493 |
| PP |
2.439 |
2.439 |
2.439 |
2.413 |
| S1 |
2.318 |
2.318 |
2.404 |
2.264 |
| S2 |
2.210 |
2.210 |
2.383 |
|
| S3 |
1.981 |
2.089 |
2.362 |
|
| S4 |
1.752 |
1.860 |
2.299 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.463 |
2.306 |
0.157 |
6.5% |
0.092 |
3.8% |
73% |
True |
False |
58,570 |
| 10 |
2.621 |
2.306 |
0.315 |
13.0% |
0.082 |
3.4% |
36% |
False |
False |
52,681 |
| 20 |
2.961 |
2.306 |
0.655 |
27.1% |
0.104 |
4.3% |
17% |
False |
False |
48,498 |
| 40 |
3.015 |
2.306 |
0.709 |
29.3% |
0.128 |
5.3% |
16% |
False |
False |
52,775 |
| 60 |
3.391 |
2.306 |
1.085 |
44.8% |
0.118 |
4.9% |
11% |
False |
False |
40,724 |
| 80 |
3.804 |
2.306 |
1.498 |
61.9% |
0.112 |
4.6% |
8% |
False |
False |
32,958 |
| 100 |
4.080 |
2.306 |
1.774 |
73.3% |
0.107 |
4.4% |
6% |
False |
False |
27,612 |
| 120 |
4.303 |
2.306 |
1.997 |
82.5% |
0.103 |
4.3% |
6% |
False |
False |
23,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.867 |
|
2.618 |
2.712 |
|
1.618 |
2.617 |
|
1.000 |
2.558 |
|
0.618 |
2.522 |
|
HIGH |
2.463 |
|
0.618 |
2.427 |
|
0.500 |
2.416 |
|
0.382 |
2.404 |
|
LOW |
2.368 |
|
0.618 |
2.309 |
|
1.000 |
2.273 |
|
1.618 |
2.214 |
|
2.618 |
2.119 |
|
4.250 |
1.964 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.419 |
2.408 |
| PP |
2.417 |
2.396 |
| S1 |
2.416 |
2.385 |
|