NYMEX Natural Gas Future July 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 |
2.621 |
2.622 |
0.001 |
0.0% |
2.750 |
| High |
2.668 |
2.666 |
-0.002 |
-0.1% |
2.750 |
| Low |
2.562 |
2.585 |
0.023 |
0.9% |
2.518 |
| Close |
2.629 |
2.635 |
0.006 |
0.2% |
2.617 |
| Range |
0.106 |
0.081 |
-0.025 |
-23.6% |
0.232 |
| ATR |
0.107 |
0.105 |
-0.002 |
-1.7% |
0.000 |
| Volume |
24,514 |
30,324 |
5,810 |
23.7% |
130,294 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.872 |
2.834 |
2.680 |
|
| R3 |
2.791 |
2.753 |
2.657 |
|
| R2 |
2.710 |
2.710 |
2.650 |
|
| R1 |
2.672 |
2.672 |
2.642 |
2.691 |
| PP |
2.629 |
2.629 |
2.629 |
2.638 |
| S1 |
2.591 |
2.591 |
2.628 |
2.610 |
| S2 |
2.548 |
2.548 |
2.620 |
|
| S3 |
2.467 |
2.510 |
2.613 |
|
| S4 |
2.386 |
2.429 |
2.590 |
|
|
| 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 |
2.668 |
2.507 |
0.161 |
6.1% |
0.088 |
3.3% |
80% |
False |
False |
26,341 |
| 10 |
2.788 |
2.507 |
0.281 |
10.7% |
0.078 |
3.0% |
46% |
False |
False |
25,370 |
| 20 |
3.104 |
2.507 |
0.597 |
22.7% |
0.098 |
3.7% |
21% |
False |
False |
20,804 |
| 40 |
3.128 |
2.507 |
0.621 |
23.6% |
0.120 |
4.5% |
21% |
False |
False |
21,182 |
| 60 |
3.496 |
2.507 |
0.989 |
37.5% |
0.112 |
4.2% |
13% |
False |
False |
16,658 |
| 80 |
3.901 |
2.507 |
1.394 |
52.9% |
0.105 |
4.0% |
9% |
False |
False |
13,412 |
| 100 |
4.162 |
2.507 |
1.655 |
62.8% |
0.100 |
3.8% |
8% |
False |
False |
11,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.010 |
|
2.618 |
2.878 |
|
1.618 |
2.797 |
|
1.000 |
2.747 |
|
0.618 |
2.716 |
|
HIGH |
2.666 |
|
0.618 |
2.635 |
|
0.500 |
2.626 |
|
0.382 |
2.616 |
|
LOW |
2.585 |
|
0.618 |
2.535 |
|
1.000 |
2.504 |
|
1.618 |
2.454 |
|
2.618 |
2.373 |
|
4.250 |
2.241 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.632 |
2.619 |
| PP |
2.629 |
2.603 |
| S1 |
2.626 |
2.588 |
|