NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.637 |
2.576 |
-0.061 |
-2.3% |
2.626 |
| High |
2.664 |
2.627 |
-0.037 |
-1.4% |
2.705 |
| Low |
2.552 |
2.575 |
0.023 |
0.9% |
2.552 |
| Close |
2.583 |
2.586 |
0.003 |
0.1% |
2.586 |
| Range |
0.112 |
0.052 |
-0.060 |
-53.6% |
0.153 |
| ATR |
0.097 |
0.094 |
-0.003 |
-3.3% |
0.000 |
| Volume |
17,494 |
25,305 |
7,811 |
44.6% |
100,153 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.752 |
2.721 |
2.615 |
|
| R3 |
2.700 |
2.669 |
2.600 |
|
| R2 |
2.648 |
2.648 |
2.596 |
|
| R1 |
2.617 |
2.617 |
2.591 |
2.633 |
| PP |
2.596 |
2.596 |
2.596 |
2.604 |
| S1 |
2.565 |
2.565 |
2.581 |
2.581 |
| S2 |
2.544 |
2.544 |
2.576 |
|
| S3 |
2.492 |
2.513 |
2.572 |
|
| S4 |
2.440 |
2.461 |
2.557 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.073 |
2.983 |
2.670 |
|
| R3 |
2.920 |
2.830 |
2.628 |
|
| R2 |
2.767 |
2.767 |
2.614 |
|
| R1 |
2.677 |
2.677 |
2.600 |
2.646 |
| PP |
2.614 |
2.614 |
2.614 |
2.599 |
| S1 |
2.524 |
2.524 |
2.572 |
2.493 |
| S2 |
2.461 |
2.461 |
2.558 |
|
| S3 |
2.308 |
2.371 |
2.544 |
|
| S4 |
2.155 |
2.218 |
2.502 |
|
|
| 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% |
22% |
False |
False |
20,030 |
| 10 |
2.705 |
2.507 |
0.198 |
7.7% |
0.081 |
3.1% |
40% |
False |
False |
22,707 |
| 20 |
3.006 |
2.507 |
0.499 |
19.3% |
0.085 |
3.3% |
16% |
False |
False |
21,621 |
| 40 |
3.124 |
2.507 |
0.617 |
23.9% |
0.104 |
4.0% |
13% |
False |
False |
21,455 |
| 60 |
3.417 |
2.507 |
0.910 |
35.2% |
0.112 |
4.3% |
9% |
False |
False |
18,442 |
| 80 |
3.868 |
2.507 |
1.361 |
52.6% |
0.103 |
4.0% |
6% |
False |
False |
14,802 |
| 100 |
4.162 |
2.507 |
1.655 |
64.0% |
0.099 |
3.8% |
5% |
False |
False |
12,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.848 |
|
2.618 |
2.763 |
|
1.618 |
2.711 |
|
1.000 |
2.679 |
|
0.618 |
2.659 |
|
HIGH |
2.627 |
|
0.618 |
2.607 |
|
0.500 |
2.601 |
|
0.382 |
2.595 |
|
LOW |
2.575 |
|
0.618 |
2.543 |
|
1.000 |
2.523 |
|
1.618 |
2.491 |
|
2.618 |
2.439 |
|
4.250 |
2.354 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.601 |
2.608 |
| PP |
2.596 |
2.601 |
| S1 |
2.591 |
2.593 |
|