NYMEX Natural Gas Future July 2012
Trading Metrics calculated at close of trading on 20-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
2.626 |
2.660 |
0.034 |
1.3% |
2.581 |
High |
2.705 |
2.682 |
-0.023 |
-0.9% |
2.668 |
Low |
2.603 |
2.628 |
0.025 |
1.0% |
2.507 |
Close |
2.674 |
2.638 |
-0.036 |
-1.3% |
2.642 |
Range |
0.102 |
0.054 |
-0.048 |
-47.1% |
0.161 |
ATR |
0.101 |
0.098 |
-0.003 |
-3.3% |
0.000 |
Volume |
17,757 |
24,032 |
6,275 |
35.3% |
126,920 |
|
Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.811 |
2.779 |
2.668 |
|
R3 |
2.757 |
2.725 |
2.653 |
|
R2 |
2.703 |
2.703 |
2.648 |
|
R1 |
2.671 |
2.671 |
2.643 |
2.660 |
PP |
2.649 |
2.649 |
2.649 |
2.644 |
S1 |
2.617 |
2.617 |
2.633 |
2.606 |
S2 |
2.595 |
2.595 |
2.628 |
|
S3 |
2.541 |
2.563 |
2.623 |
|
S4 |
2.487 |
2.509 |
2.608 |
|
|
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 |
2.562 |
0.143 |
5.4% |
0.079 |
3.0% |
53% |
False |
False |
24,362 |
10 |
2.705 |
2.507 |
0.198 |
7.5% |
0.079 |
3.0% |
66% |
False |
False |
24,930 |
20 |
3.097 |
2.507 |
0.590 |
22.4% |
0.090 |
3.4% |
22% |
False |
False |
21,150 |
40 |
3.128 |
2.507 |
0.621 |
23.5% |
0.110 |
4.2% |
21% |
False |
False |
21,792 |
60 |
3.496 |
2.507 |
0.989 |
37.5% |
0.112 |
4.2% |
13% |
False |
False |
17,637 |
80 |
3.901 |
2.507 |
1.394 |
52.8% |
0.104 |
4.0% |
9% |
False |
False |
14,132 |
100 |
4.162 |
2.507 |
1.655 |
62.7% |
0.100 |
3.8% |
8% |
False |
False |
11,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.912 |
2.618 |
2.823 |
1.618 |
2.769 |
1.000 |
2.736 |
0.618 |
2.715 |
HIGH |
2.682 |
0.618 |
2.661 |
0.500 |
2.655 |
0.382 |
2.649 |
LOW |
2.628 |
0.618 |
2.595 |
1.000 |
2.574 |
1.618 |
2.541 |
2.618 |
2.487 |
4.250 |
2.399 |
|
|
Fisher Pivots for day following 20-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
2.655 |
2.654 |
PP |
2.649 |
2.649 |
S1 |
2.644 |
2.643 |
|