NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.581 |
2.507 |
-0.074 |
-2.9% |
2.750 |
| High |
2.584 |
2.636 |
0.052 |
2.0% |
2.750 |
| Low |
2.530 |
2.507 |
-0.023 |
-0.9% |
2.518 |
| Close |
2.568 |
2.602 |
0.034 |
1.3% |
2.617 |
| Range |
0.054 |
0.129 |
0.075 |
138.9% |
0.232 |
| ATR |
0.105 |
0.107 |
0.002 |
1.6% |
0.000 |
| Volume |
27,018 |
19,878 |
-7,140 |
-26.4% |
130,294 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.969 |
2.914 |
2.673 |
|
| R3 |
2.840 |
2.785 |
2.637 |
|
| R2 |
2.711 |
2.711 |
2.626 |
|
| R1 |
2.656 |
2.656 |
2.614 |
2.684 |
| PP |
2.582 |
2.582 |
2.582 |
2.595 |
| S1 |
2.527 |
2.527 |
2.590 |
2.555 |
| S2 |
2.453 |
2.453 |
2.578 |
|
| S3 |
2.324 |
2.398 |
2.567 |
|
| S4 |
2.195 |
2.269 |
2.531 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.324 |
3.203 |
2.745 |
|
| R3 |
3.092 |
2.971 |
2.681 |
|
| R2 |
2.860 |
2.860 |
2.660 |
|
| R1 |
2.739 |
2.739 |
2.638 |
2.684 |
| PP |
2.628 |
2.628 |
2.628 |
2.601 |
| S1 |
2.507 |
2.507 |
2.596 |
2.452 |
| S2 |
2.396 |
2.396 |
2.574 |
|
| S3 |
2.164 |
2.275 |
2.553 |
|
| S4 |
1.932 |
2.043 |
2.489 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.636 |
2.507 |
0.129 |
5.0% |
0.079 |
3.0% |
74% |
True |
True |
25,498 |
| 10 |
2.858 |
2.507 |
0.351 |
13.5% |
0.081 |
3.1% |
27% |
False |
True |
23,000 |
| 20 |
3.104 |
2.507 |
0.597 |
22.9% |
0.099 |
3.8% |
16% |
False |
True |
20,758 |
| 40 |
3.128 |
2.507 |
0.621 |
23.9% |
0.121 |
4.7% |
15% |
False |
True |
20,612 |
| 60 |
3.496 |
2.507 |
0.989 |
38.0% |
0.110 |
4.2% |
10% |
False |
True |
15,869 |
| 80 |
3.901 |
2.507 |
1.394 |
53.6% |
0.105 |
4.0% |
7% |
False |
True |
12,792 |
| 100 |
4.162 |
2.507 |
1.655 |
63.6% |
0.100 |
3.8% |
6% |
False |
True |
10,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.184 |
|
2.618 |
2.974 |
|
1.618 |
2.845 |
|
1.000 |
2.765 |
|
0.618 |
2.716 |
|
HIGH |
2.636 |
|
0.618 |
2.587 |
|
0.500 |
2.572 |
|
0.382 |
2.556 |
|
LOW |
2.507 |
|
0.618 |
2.427 |
|
1.000 |
2.378 |
|
1.618 |
2.298 |
|
2.618 |
2.169 |
|
4.250 |
1.959 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.592 |
2.592 |
| PP |
2.582 |
2.582 |
| S1 |
2.572 |
2.572 |
|