NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.536 |
2.524 |
-0.012 |
-0.5% |
2.626 |
| High |
2.565 |
2.543 |
-0.022 |
-0.9% |
2.705 |
| Low |
2.503 |
2.490 |
-0.013 |
-0.5% |
2.552 |
| Close |
2.536 |
2.522 |
-0.014 |
-0.6% |
2.586 |
| Range |
0.062 |
0.053 |
-0.009 |
-14.5% |
0.153 |
| ATR |
0.091 |
0.089 |
-0.003 |
-3.0% |
0.000 |
| Volume |
19,313 |
40,473 |
21,160 |
109.6% |
100,153 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.677 |
2.653 |
2.551 |
|
| R3 |
2.624 |
2.600 |
2.537 |
|
| R2 |
2.571 |
2.571 |
2.532 |
|
| R1 |
2.547 |
2.547 |
2.527 |
2.533 |
| PP |
2.518 |
2.518 |
2.518 |
2.511 |
| S1 |
2.494 |
2.494 |
2.517 |
2.480 |
| S2 |
2.465 |
2.465 |
2.512 |
|
| S3 |
2.412 |
2.441 |
2.507 |
|
| S4 |
2.359 |
2.388 |
2.493 |
|
|
| 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 |
2.490 |
0.174 |
6.9% |
0.075 |
3.0% |
18% |
False |
True |
23,280 |
| 10 |
2.705 |
2.490 |
0.215 |
8.5% |
0.073 |
2.9% |
15% |
False |
True |
22,926 |
| 20 |
2.837 |
2.490 |
0.347 |
13.8% |
0.077 |
3.1% |
9% |
False |
True |
23,485 |
| 40 |
3.104 |
2.490 |
0.614 |
24.3% |
0.097 |
3.8% |
5% |
False |
True |
22,201 |
| 60 |
3.368 |
2.490 |
0.878 |
34.8% |
0.111 |
4.4% |
4% |
False |
True |
19,520 |
| 80 |
3.830 |
2.490 |
1.340 |
53.1% |
0.102 |
4.0% |
2% |
False |
True |
15,603 |
| 100 |
4.060 |
2.490 |
1.570 |
62.3% |
0.099 |
3.9% |
2% |
False |
True |
12,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.768 |
|
2.618 |
2.682 |
|
1.618 |
2.629 |
|
1.000 |
2.596 |
|
0.618 |
2.576 |
|
HIGH |
2.543 |
|
0.618 |
2.523 |
|
0.500 |
2.517 |
|
0.382 |
2.510 |
|
LOW |
2.490 |
|
0.618 |
2.457 |
|
1.000 |
2.437 |
|
1.618 |
2.404 |
|
2.618 |
2.351 |
|
4.250 |
2.265 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.520 |
2.560 |
| PP |
2.518 |
2.547 |
| S1 |
2.517 |
2.535 |
|