NYMEX Natural Gas Future June 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 |
2.524 |
2.522 |
-0.002 |
-0.1% |
2.661 |
| High |
2.572 |
2.574 |
0.002 |
0.1% |
2.661 |
| Low |
2.464 |
2.488 |
0.024 |
1.0% |
2.429 |
| Close |
2.533 |
2.537 |
0.004 |
0.2% |
2.522 |
| Range |
0.108 |
0.086 |
-0.022 |
-20.4% |
0.232 |
| ATR |
0.109 |
0.108 |
-0.002 |
-1.5% |
0.000 |
| Volume |
29,921 |
35,345 |
5,424 |
18.1% |
157,316 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.791 |
2.750 |
2.584 |
|
| R3 |
2.705 |
2.664 |
2.561 |
|
| R2 |
2.619 |
2.619 |
2.553 |
|
| R1 |
2.578 |
2.578 |
2.545 |
2.599 |
| PP |
2.533 |
2.533 |
2.533 |
2.543 |
| S1 |
2.492 |
2.492 |
2.529 |
2.513 |
| S2 |
2.447 |
2.447 |
2.521 |
|
| S3 |
2.361 |
2.406 |
2.513 |
|
| S4 |
2.275 |
2.320 |
2.490 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.233 |
3.110 |
2.650 |
|
| R3 |
3.001 |
2.878 |
2.586 |
|
| R2 |
2.769 |
2.769 |
2.565 |
|
| R1 |
2.646 |
2.646 |
2.543 |
2.592 |
| PP |
2.537 |
2.537 |
2.537 |
2.510 |
| S1 |
2.414 |
2.414 |
2.501 |
2.360 |
| S2 |
2.305 |
2.305 |
2.479 |
|
| S3 |
2.073 |
2.182 |
2.458 |
|
| S4 |
1.841 |
1.950 |
2.394 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.574 |
2.409 |
0.165 |
6.5% |
0.089 |
3.5% |
78% |
True |
False |
29,534 |
| 10 |
2.711 |
2.409 |
0.302 |
11.9% |
0.080 |
3.1% |
42% |
False |
False |
30,125 |
| 20 |
3.040 |
2.409 |
0.631 |
24.9% |
0.101 |
4.0% |
20% |
False |
False |
26,568 |
| 40 |
3.077 |
2.409 |
0.668 |
26.3% |
0.124 |
4.9% |
19% |
False |
False |
26,992 |
| 60 |
3.441 |
2.409 |
1.032 |
40.7% |
0.114 |
4.5% |
12% |
False |
False |
20,973 |
| 80 |
3.851 |
2.409 |
1.442 |
56.8% |
0.108 |
4.3% |
9% |
False |
False |
17,001 |
| 100 |
4.118 |
2.409 |
1.709 |
67.4% |
0.103 |
4.1% |
7% |
False |
False |
14,156 |
| 120 |
4.344 |
2.409 |
1.935 |
76.3% |
0.099 |
3.9% |
7% |
False |
False |
12,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.940 |
|
2.618 |
2.799 |
|
1.618 |
2.713 |
|
1.000 |
2.660 |
|
0.618 |
2.627 |
|
HIGH |
2.574 |
|
0.618 |
2.541 |
|
0.500 |
2.531 |
|
0.382 |
2.521 |
|
LOW |
2.488 |
|
0.618 |
2.435 |
|
1.000 |
2.402 |
|
1.618 |
2.349 |
|
2.618 |
2.263 |
|
4.250 |
2.123 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.535 |
2.522 |
| PP |
2.533 |
2.507 |
| S1 |
2.531 |
2.492 |
|