NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.524 |
2.504 |
-0.020 |
-0.8% |
2.626 |
| High |
2.543 |
2.510 |
-0.033 |
-1.3% |
2.705 |
| Low |
2.490 |
2.373 |
-0.117 |
-4.7% |
2.552 |
| Close |
2.522 |
2.390 |
-0.132 |
-5.2% |
2.586 |
| Range |
0.053 |
0.137 |
0.084 |
158.5% |
0.153 |
| ATR |
0.089 |
0.093 |
0.004 |
4.9% |
0.000 |
| Volume |
40,473 |
30,077 |
-10,396 |
-25.7% |
100,153 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.835 |
2.750 |
2.465 |
|
| R3 |
2.698 |
2.613 |
2.428 |
|
| R2 |
2.561 |
2.561 |
2.415 |
|
| R1 |
2.476 |
2.476 |
2.403 |
2.450 |
| PP |
2.424 |
2.424 |
2.424 |
2.412 |
| S1 |
2.339 |
2.339 |
2.377 |
2.313 |
| S2 |
2.287 |
2.287 |
2.365 |
|
| S3 |
2.150 |
2.202 |
2.352 |
|
| S4 |
2.013 |
2.065 |
2.315 |
|
|
| 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 |
2.629 |
2.373 |
0.256 |
10.7% |
0.080 |
3.3% |
7% |
False |
True |
25,797 |
| 10 |
2.705 |
2.373 |
0.332 |
13.9% |
0.078 |
3.3% |
5% |
False |
True |
22,901 |
| 20 |
2.788 |
2.373 |
0.415 |
17.4% |
0.078 |
3.3% |
4% |
False |
True |
24,135 |
| 40 |
3.104 |
2.373 |
0.731 |
30.6% |
0.098 |
4.1% |
2% |
False |
True |
22,385 |
| 60 |
3.368 |
2.373 |
0.995 |
41.6% |
0.112 |
4.7% |
2% |
False |
True |
19,967 |
| 80 |
3.790 |
2.373 |
1.417 |
59.3% |
0.103 |
4.3% |
1% |
False |
True |
15,908 |
| 100 |
4.042 |
2.373 |
1.669 |
69.8% |
0.099 |
4.2% |
1% |
False |
True |
13,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.092 |
|
2.618 |
2.869 |
|
1.618 |
2.732 |
|
1.000 |
2.647 |
|
0.618 |
2.595 |
|
HIGH |
2.510 |
|
0.618 |
2.458 |
|
0.500 |
2.442 |
|
0.382 |
2.425 |
|
LOW |
2.373 |
|
0.618 |
2.288 |
|
1.000 |
2.236 |
|
1.618 |
2.151 |
|
2.618 |
2.014 |
|
4.250 |
1.791 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.442 |
2.469 |
| PP |
2.424 |
2.443 |
| S1 |
2.407 |
2.416 |
|