NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.620 |
2.637 |
0.017 |
0.6% |
2.581 |
| High |
2.659 |
2.664 |
0.005 |
0.2% |
2.668 |
| Low |
2.596 |
2.552 |
-0.044 |
-1.7% |
2.507 |
| Close |
2.656 |
2.583 |
-0.073 |
-2.7% |
2.642 |
| Range |
0.063 |
0.112 |
0.049 |
77.8% |
0.161 |
| ATR |
0.096 |
0.097 |
0.001 |
1.2% |
0.000 |
| Volume |
15,565 |
17,494 |
1,929 |
12.4% |
126,920 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.936 |
2.871 |
2.645 |
|
| R3 |
2.824 |
2.759 |
2.614 |
|
| R2 |
2.712 |
2.712 |
2.604 |
|
| R1 |
2.647 |
2.647 |
2.593 |
2.624 |
| PP |
2.600 |
2.600 |
2.600 |
2.588 |
| S1 |
2.535 |
2.535 |
2.573 |
2.512 |
| S2 |
2.488 |
2.488 |
2.562 |
|
| S3 |
2.376 |
2.423 |
2.552 |
|
| S4 |
2.264 |
2.311 |
2.521 |
|
|
| 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 |
2.552 |
0.153 |
5.9% |
0.077 |
3.0% |
20% |
False |
True |
20,006 |
| 10 |
2.705 |
2.507 |
0.198 |
7.7% |
0.082 |
3.2% |
38% |
False |
False |
23,174 |
| 20 |
3.060 |
2.507 |
0.553 |
21.4% |
0.088 |
3.4% |
14% |
False |
False |
21,127 |
| 40 |
3.128 |
2.507 |
0.621 |
24.0% |
0.108 |
4.2% |
12% |
False |
False |
21,268 |
| 60 |
3.460 |
2.507 |
0.953 |
36.9% |
0.112 |
4.3% |
8% |
False |
False |
18,056 |
| 80 |
3.901 |
2.507 |
1.394 |
54.0% |
0.104 |
4.0% |
5% |
False |
False |
14,493 |
| 100 |
4.162 |
2.507 |
1.655 |
64.1% |
0.100 |
3.9% |
5% |
False |
False |
12,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.140 |
|
2.618 |
2.957 |
|
1.618 |
2.845 |
|
1.000 |
2.776 |
|
0.618 |
2.733 |
|
HIGH |
2.664 |
|
0.618 |
2.621 |
|
0.500 |
2.608 |
|
0.382 |
2.595 |
|
LOW |
2.552 |
|
0.618 |
2.483 |
|
1.000 |
2.440 |
|
1.618 |
2.371 |
|
2.618 |
2.259 |
|
4.250 |
2.076 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.608 |
2.617 |
| PP |
2.600 |
2.606 |
| S1 |
2.591 |
2.594 |
|