NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.522 |
2.537 |
0.015 |
0.6% |
2.468 |
| High |
2.574 |
2.567 |
-0.007 |
-0.3% |
2.574 |
| Low |
2.488 |
2.501 |
0.013 |
0.5% |
2.409 |
| Close |
2.537 |
2.543 |
0.006 |
0.2% |
2.543 |
| Range |
0.086 |
0.066 |
-0.020 |
-23.3% |
0.165 |
| ATR |
0.108 |
0.105 |
-0.003 |
-2.8% |
0.000 |
| Volume |
35,345 |
31,443 |
-3,902 |
-11.0% |
141,966 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.735 |
2.705 |
2.579 |
|
| R3 |
2.669 |
2.639 |
2.561 |
|
| R2 |
2.603 |
2.603 |
2.555 |
|
| R1 |
2.573 |
2.573 |
2.549 |
2.588 |
| PP |
2.537 |
2.537 |
2.537 |
2.545 |
| S1 |
2.507 |
2.507 |
2.537 |
2.522 |
| S2 |
2.471 |
2.471 |
2.531 |
|
| S3 |
2.405 |
2.441 |
2.525 |
|
| S4 |
2.339 |
2.375 |
2.507 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.004 |
2.938 |
2.634 |
|
| R3 |
2.839 |
2.773 |
2.588 |
|
| R2 |
2.674 |
2.674 |
2.573 |
|
| R1 |
2.608 |
2.608 |
2.558 |
2.641 |
| PP |
2.509 |
2.509 |
2.509 |
2.525 |
| S1 |
2.443 |
2.443 |
2.528 |
2.476 |
| S2 |
2.344 |
2.344 |
2.513 |
|
| S3 |
2.179 |
2.278 |
2.498 |
|
| S4 |
2.014 |
2.113 |
2.452 |
|
|
| 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% |
81% |
False |
False |
28,393 |
| 10 |
2.661 |
2.409 |
0.252 |
9.9% |
0.082 |
3.2% |
53% |
False |
False |
29,928 |
| 20 |
3.040 |
2.409 |
0.631 |
24.8% |
0.099 |
3.9% |
21% |
False |
False |
26,941 |
| 40 |
3.077 |
2.409 |
0.668 |
26.3% |
0.121 |
4.8% |
20% |
False |
False |
27,322 |
| 60 |
3.441 |
2.409 |
1.032 |
40.6% |
0.114 |
4.5% |
13% |
False |
False |
21,445 |
| 80 |
3.851 |
2.409 |
1.442 |
56.7% |
0.108 |
4.2% |
9% |
False |
False |
17,345 |
| 100 |
4.118 |
2.409 |
1.709 |
67.2% |
0.103 |
4.1% |
8% |
False |
False |
14,441 |
| 120 |
4.344 |
2.409 |
1.935 |
76.1% |
0.100 |
3.9% |
7% |
False |
False |
12,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.848 |
|
2.618 |
2.740 |
|
1.618 |
2.674 |
|
1.000 |
2.633 |
|
0.618 |
2.608 |
|
HIGH |
2.567 |
|
0.618 |
2.542 |
|
0.500 |
2.534 |
|
0.382 |
2.526 |
|
LOW |
2.501 |
|
0.618 |
2.460 |
|
1.000 |
2.435 |
|
1.618 |
2.394 |
|
2.618 |
2.328 |
|
4.250 |
2.221 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.540 |
2.535 |
| PP |
2.537 |
2.527 |
| S1 |
2.534 |
2.519 |
|