NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.576 |
2.606 |
0.030 |
1.2% |
2.626 |
| High |
2.627 |
2.629 |
0.002 |
0.1% |
2.705 |
| Low |
2.575 |
2.534 |
-0.041 |
-1.6% |
2.552 |
| Close |
2.586 |
2.551 |
-0.035 |
-1.4% |
2.586 |
| Range |
0.052 |
0.095 |
0.043 |
82.7% |
0.153 |
| ATR |
0.094 |
0.094 |
0.000 |
0.1% |
0.000 |
| Volume |
25,305 |
13,817 |
-11,488 |
-45.4% |
100,153 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.856 |
2.799 |
2.603 |
|
| R3 |
2.761 |
2.704 |
2.577 |
|
| R2 |
2.666 |
2.666 |
2.568 |
|
| R1 |
2.609 |
2.609 |
2.560 |
2.590 |
| PP |
2.571 |
2.571 |
2.571 |
2.562 |
| S1 |
2.514 |
2.514 |
2.542 |
2.495 |
| S2 |
2.476 |
2.476 |
2.534 |
|
| S3 |
2.381 |
2.419 |
2.525 |
|
| S4 |
2.286 |
2.324 |
2.499 |
|
|
| 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 |
2.682 |
2.534 |
0.148 |
5.8% |
0.075 |
2.9% |
11% |
False |
True |
19,242 |
| 10 |
2.705 |
2.507 |
0.198 |
7.8% |
0.085 |
3.3% |
22% |
False |
False |
21,387 |
| 20 |
2.890 |
2.507 |
0.383 |
15.0% |
0.083 |
3.2% |
11% |
False |
False |
21,901 |
| 40 |
3.124 |
2.507 |
0.617 |
24.2% |
0.102 |
4.0% |
7% |
False |
False |
21,408 |
| 60 |
3.375 |
2.507 |
0.868 |
34.0% |
0.113 |
4.4% |
5% |
False |
False |
18,645 |
| 80 |
3.868 |
2.507 |
1.361 |
53.4% |
0.103 |
4.0% |
3% |
False |
False |
14,944 |
| 100 |
4.159 |
2.507 |
1.652 |
64.8% |
0.099 |
3.9% |
3% |
False |
False |
12,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.033 |
|
2.618 |
2.878 |
|
1.618 |
2.783 |
|
1.000 |
2.724 |
|
0.618 |
2.688 |
|
HIGH |
2.629 |
|
0.618 |
2.593 |
|
0.500 |
2.582 |
|
0.382 |
2.570 |
|
LOW |
2.534 |
|
0.618 |
2.475 |
|
1.000 |
2.439 |
|
1.618 |
2.380 |
|
2.618 |
2.285 |
|
4.250 |
2.130 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.582 |
2.599 |
| PP |
2.571 |
2.583 |
| S1 |
2.561 |
2.567 |
|