NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 30-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.391 |
2.289 |
-0.102 |
-4.3% |
2.493 |
| High |
2.391 |
2.289 |
-0.102 |
-4.3% |
2.526 |
| Low |
2.253 |
2.235 |
-0.018 |
-0.8% |
2.235 |
| Close |
2.270 |
2.259 |
-0.011 |
-0.5% |
2.259 |
| Range |
0.138 |
0.054 |
-0.084 |
-60.9% |
0.291 |
| ATR |
0.096 |
0.093 |
-0.003 |
-3.1% |
0.000 |
| Volume |
34,394 |
54,674 |
20,280 |
59.0% |
175,216 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.423 |
2.395 |
2.289 |
|
| R3 |
2.369 |
2.341 |
2.274 |
|
| R2 |
2.315 |
2.315 |
2.269 |
|
| R1 |
2.287 |
2.287 |
2.264 |
2.274 |
| PP |
2.261 |
2.261 |
2.261 |
2.255 |
| S1 |
2.233 |
2.233 |
2.254 |
2.220 |
| S2 |
2.207 |
2.207 |
2.249 |
|
| S3 |
2.153 |
2.179 |
2.244 |
|
| S4 |
2.099 |
2.125 |
2.229 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.213 |
3.027 |
2.419 |
|
| R3 |
2.922 |
2.736 |
2.339 |
|
| R2 |
2.631 |
2.631 |
2.312 |
|
| R1 |
2.445 |
2.445 |
2.286 |
2.393 |
| PP |
2.340 |
2.340 |
2.340 |
2.314 |
| S1 |
2.154 |
2.154 |
2.232 |
2.102 |
| S2 |
2.049 |
2.049 |
2.206 |
|
| S3 |
1.758 |
1.863 |
2.179 |
|
| S4 |
1.467 |
1.572 |
2.099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.526 |
2.235 |
0.291 |
12.9% |
0.082 |
3.6% |
8% |
False |
True |
35,043 |
| 10 |
2.607 |
2.235 |
0.372 |
16.5% |
0.082 |
3.6% |
6% |
False |
True |
29,544 |
| 20 |
2.661 |
2.235 |
0.426 |
18.9% |
0.082 |
3.6% |
6% |
False |
True |
29,736 |
| 40 |
3.040 |
2.235 |
0.805 |
35.6% |
0.097 |
4.3% |
3% |
False |
True |
28,130 |
| 60 |
3.309 |
2.235 |
1.074 |
47.5% |
0.113 |
5.0% |
2% |
False |
True |
25,701 |
| 80 |
3.686 |
2.235 |
1.451 |
64.2% |
0.106 |
4.7% |
2% |
False |
True |
20,487 |
| 100 |
3.943 |
2.235 |
1.708 |
75.6% |
0.103 |
4.5% |
1% |
False |
True |
17,182 |
| 120 |
4.157 |
2.235 |
1.922 |
85.1% |
0.100 |
4.4% |
1% |
False |
True |
14,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.519 |
|
2.618 |
2.430 |
|
1.618 |
2.376 |
|
1.000 |
2.343 |
|
0.618 |
2.322 |
|
HIGH |
2.289 |
|
0.618 |
2.268 |
|
0.500 |
2.262 |
|
0.382 |
2.256 |
|
LOW |
2.235 |
|
0.618 |
2.202 |
|
1.000 |
2.181 |
|
1.618 |
2.148 |
|
2.618 |
2.094 |
|
4.250 |
2.006 |
|
|
| Fisher Pivots for day following 30-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.262 |
2.330 |
| PP |
2.261 |
2.306 |
| S1 |
2.260 |
2.283 |
|