NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.622 |
2.626 |
0.004 |
0.2% |
2.581 |
| High |
2.657 |
2.705 |
0.048 |
1.8% |
2.668 |
| Low |
2.604 |
2.603 |
-0.001 |
0.0% |
2.507 |
| Close |
2.642 |
2.674 |
0.032 |
1.2% |
2.642 |
| Range |
0.053 |
0.102 |
0.049 |
92.5% |
0.161 |
| ATR |
0.101 |
0.101 |
0.000 |
0.0% |
0.000 |
| Volume |
25,186 |
17,757 |
-7,429 |
-29.5% |
126,920 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.967 |
2.922 |
2.730 |
|
| R3 |
2.865 |
2.820 |
2.702 |
|
| R2 |
2.763 |
2.763 |
2.693 |
|
| R1 |
2.718 |
2.718 |
2.683 |
2.741 |
| PP |
2.661 |
2.661 |
2.661 |
2.672 |
| S1 |
2.616 |
2.616 |
2.665 |
2.639 |
| S2 |
2.559 |
2.559 |
2.655 |
|
| S3 |
2.457 |
2.514 |
2.646 |
|
| S4 |
2.355 |
2.412 |
2.618 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.089 |
3.026 |
2.731 |
|
| R3 |
2.928 |
2.865 |
2.686 |
|
| R2 |
2.767 |
2.767 |
2.672 |
|
| R1 |
2.704 |
2.704 |
2.657 |
2.736 |
| PP |
2.606 |
2.606 |
2.606 |
2.621 |
| S1 |
2.543 |
2.543 |
2.627 |
2.575 |
| S2 |
2.445 |
2.445 |
2.612 |
|
| S3 |
2.284 |
2.382 |
2.598 |
|
| S4 |
2.123 |
2.221 |
2.553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.705 |
2.507 |
0.198 |
7.4% |
0.094 |
3.5% |
84% |
True |
False |
23,531 |
| 10 |
2.705 |
2.507 |
0.198 |
7.4% |
0.080 |
3.0% |
84% |
True |
False |
24,842 |
| 20 |
3.097 |
2.507 |
0.590 |
22.1% |
0.092 |
3.5% |
28% |
False |
False |
20,941 |
| 40 |
3.128 |
2.507 |
0.621 |
23.2% |
0.118 |
4.4% |
27% |
False |
False |
21,500 |
| 60 |
3.496 |
2.507 |
0.989 |
37.0% |
0.112 |
4.2% |
17% |
False |
False |
17,287 |
| 80 |
3.901 |
2.507 |
1.394 |
52.1% |
0.104 |
3.9% |
12% |
False |
False |
13,873 |
| 100 |
4.162 |
2.507 |
1.655 |
61.9% |
0.100 |
3.8% |
10% |
False |
False |
11,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.139 |
|
2.618 |
2.972 |
|
1.618 |
2.870 |
|
1.000 |
2.807 |
|
0.618 |
2.768 |
|
HIGH |
2.705 |
|
0.618 |
2.666 |
|
0.500 |
2.654 |
|
0.382 |
2.642 |
|
LOW |
2.603 |
|
0.618 |
2.540 |
|
1.000 |
2.501 |
|
1.618 |
2.438 |
|
2.618 |
2.336 |
|
4.250 |
2.170 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.667 |
2.664 |
| PP |
2.661 |
2.655 |
| S1 |
2.654 |
2.645 |
|