NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.432 |
2.403 |
-0.029 |
-1.2% |
2.524 |
| High |
2.446 |
2.425 |
-0.021 |
-0.9% |
2.607 |
| Low |
2.384 |
2.370 |
-0.014 |
-0.6% |
2.447 |
| Close |
2.414 |
2.401 |
-0.013 |
-0.5% |
2.481 |
| Range |
0.062 |
0.055 |
-0.007 |
-11.3% |
0.160 |
| ATR |
0.095 |
0.092 |
-0.003 |
-3.0% |
0.000 |
| Volume |
21,867 |
42,536 |
20,669 |
94.5% |
120,226 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.564 |
2.537 |
2.431 |
|
| R3 |
2.509 |
2.482 |
2.416 |
|
| R2 |
2.454 |
2.454 |
2.411 |
|
| R1 |
2.427 |
2.427 |
2.406 |
2.413 |
| PP |
2.399 |
2.399 |
2.399 |
2.392 |
| S1 |
2.372 |
2.372 |
2.396 |
2.358 |
| S2 |
2.344 |
2.344 |
2.391 |
|
| S3 |
2.289 |
2.317 |
2.386 |
|
| S4 |
2.234 |
2.262 |
2.371 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.992 |
2.896 |
2.569 |
|
| R3 |
2.832 |
2.736 |
2.525 |
|
| R2 |
2.672 |
2.672 |
2.510 |
|
| R1 |
2.576 |
2.576 |
2.496 |
2.544 |
| PP |
2.512 |
2.512 |
2.512 |
2.496 |
| S1 |
2.416 |
2.416 |
2.466 |
2.384 |
| S2 |
2.352 |
2.352 |
2.452 |
|
| S3 |
2.192 |
2.256 |
2.437 |
|
| S4 |
2.032 |
2.096 |
2.393 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.570 |
2.370 |
0.200 |
8.3% |
0.080 |
3.3% |
16% |
False |
True |
27,309 |
| 10 |
2.607 |
2.370 |
0.237 |
9.9% |
0.078 |
3.2% |
13% |
False |
True |
27,316 |
| 20 |
2.770 |
2.370 |
0.400 |
16.7% |
0.081 |
3.4% |
8% |
False |
True |
28,222 |
| 40 |
3.040 |
2.370 |
0.670 |
27.9% |
0.101 |
4.2% |
5% |
False |
True |
27,325 |
| 60 |
3.310 |
2.370 |
0.940 |
39.2% |
0.114 |
4.8% |
3% |
False |
True |
24,372 |
| 80 |
3.786 |
2.370 |
1.416 |
59.0% |
0.106 |
4.4% |
2% |
False |
True |
19,505 |
| 100 |
4.021 |
2.370 |
1.651 |
68.8% |
0.102 |
4.2% |
2% |
False |
True |
16,355 |
| 120 |
4.157 |
2.370 |
1.787 |
74.4% |
0.100 |
4.2% |
2% |
False |
True |
13,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.659 |
|
2.618 |
2.569 |
|
1.618 |
2.514 |
|
1.000 |
2.480 |
|
0.618 |
2.459 |
|
HIGH |
2.425 |
|
0.618 |
2.404 |
|
0.500 |
2.398 |
|
0.382 |
2.391 |
|
LOW |
2.370 |
|
0.618 |
2.336 |
|
1.000 |
2.315 |
|
1.618 |
2.281 |
|
2.618 |
2.226 |
|
4.250 |
2.136 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.400 |
2.448 |
| PP |
2.399 |
2.432 |
| S1 |
2.398 |
2.417 |
|