NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.606 |
2.536 |
-0.070 |
-2.7% |
2.626 |
| High |
2.629 |
2.565 |
-0.064 |
-2.4% |
2.705 |
| Low |
2.534 |
2.503 |
-0.031 |
-1.2% |
2.552 |
| Close |
2.551 |
2.536 |
-0.015 |
-0.6% |
2.586 |
| Range |
0.095 |
0.062 |
-0.033 |
-34.7% |
0.153 |
| ATR |
0.094 |
0.091 |
-0.002 |
-2.4% |
0.000 |
| Volume |
13,817 |
19,313 |
5,496 |
39.8% |
100,153 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.721 |
2.690 |
2.570 |
|
| R3 |
2.659 |
2.628 |
2.553 |
|
| R2 |
2.597 |
2.597 |
2.547 |
|
| R1 |
2.566 |
2.566 |
2.542 |
2.567 |
| PP |
2.535 |
2.535 |
2.535 |
2.535 |
| S1 |
2.504 |
2.504 |
2.530 |
2.505 |
| S2 |
2.473 |
2.473 |
2.525 |
|
| S3 |
2.411 |
2.442 |
2.519 |
|
| S4 |
2.349 |
2.380 |
2.502 |
|
|
| 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 |
2.664 |
2.503 |
0.161 |
6.3% |
0.077 |
3.0% |
20% |
False |
True |
18,298 |
| 10 |
2.705 |
2.503 |
0.202 |
8.0% |
0.078 |
3.1% |
16% |
False |
True |
21,330 |
| 20 |
2.858 |
2.503 |
0.355 |
14.0% |
0.079 |
3.1% |
9% |
False |
True |
22,165 |
| 40 |
3.104 |
2.503 |
0.601 |
23.7% |
0.100 |
3.9% |
5% |
False |
True |
21,467 |
| 60 |
3.368 |
2.503 |
0.865 |
34.1% |
0.112 |
4.4% |
4% |
False |
True |
18,911 |
| 80 |
3.868 |
2.503 |
1.365 |
53.8% |
0.103 |
4.1% |
2% |
False |
True |
15,132 |
| 100 |
4.060 |
2.503 |
1.557 |
61.4% |
0.099 |
3.9% |
2% |
False |
True |
12,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.829 |
|
2.618 |
2.727 |
|
1.618 |
2.665 |
|
1.000 |
2.627 |
|
0.618 |
2.603 |
|
HIGH |
2.565 |
|
0.618 |
2.541 |
|
0.500 |
2.534 |
|
0.382 |
2.527 |
|
LOW |
2.503 |
|
0.618 |
2.465 |
|
1.000 |
2.441 |
|
1.618 |
2.403 |
|
2.618 |
2.341 |
|
4.250 |
2.240 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.535 |
2.566 |
| PP |
2.535 |
2.556 |
| S1 |
2.534 |
2.546 |
|