NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.660 |
2.620 |
-0.040 |
-1.5% |
2.581 |
| High |
2.682 |
2.659 |
-0.023 |
-0.9% |
2.668 |
| Low |
2.628 |
2.596 |
-0.032 |
-1.2% |
2.507 |
| Close |
2.638 |
2.656 |
0.018 |
0.7% |
2.642 |
| Range |
0.054 |
0.063 |
0.009 |
16.7% |
0.161 |
| ATR |
0.098 |
0.096 |
-0.003 |
-2.6% |
0.000 |
| Volume |
24,032 |
15,565 |
-8,467 |
-35.2% |
126,920 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.826 |
2.804 |
2.691 |
|
| R3 |
2.763 |
2.741 |
2.673 |
|
| R2 |
2.700 |
2.700 |
2.668 |
|
| R1 |
2.678 |
2.678 |
2.662 |
2.689 |
| PP |
2.637 |
2.637 |
2.637 |
2.643 |
| S1 |
2.615 |
2.615 |
2.650 |
2.626 |
| S2 |
2.574 |
2.574 |
2.644 |
|
| S3 |
2.511 |
2.552 |
2.639 |
|
| S4 |
2.448 |
2.489 |
2.621 |
|
|
| 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 |
2.585 |
0.120 |
4.5% |
0.071 |
2.7% |
59% |
False |
False |
22,572 |
| 10 |
2.705 |
2.507 |
0.198 |
7.5% |
0.079 |
3.0% |
75% |
False |
False |
24,305 |
| 20 |
3.097 |
2.507 |
0.590 |
22.2% |
0.088 |
3.3% |
25% |
False |
False |
20,849 |
| 40 |
3.128 |
2.507 |
0.621 |
23.4% |
0.108 |
4.1% |
24% |
False |
False |
21,461 |
| 60 |
3.460 |
2.507 |
0.953 |
35.9% |
0.111 |
4.2% |
16% |
False |
False |
17,819 |
| 80 |
3.901 |
2.507 |
1.394 |
52.5% |
0.103 |
3.9% |
11% |
False |
False |
14,301 |
| 100 |
4.162 |
2.507 |
1.655 |
62.3% |
0.100 |
3.8% |
9% |
False |
False |
11,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.927 |
|
2.618 |
2.824 |
|
1.618 |
2.761 |
|
1.000 |
2.722 |
|
0.618 |
2.698 |
|
HIGH |
2.659 |
|
0.618 |
2.635 |
|
0.500 |
2.628 |
|
0.382 |
2.620 |
|
LOW |
2.596 |
|
0.618 |
2.557 |
|
1.000 |
2.533 |
|
1.618 |
2.494 |
|
2.618 |
2.431 |
|
4.250 |
2.328 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.647 |
2.654 |
| PP |
2.637 |
2.652 |
| S1 |
2.628 |
2.651 |
|