NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.560 |
2.673 |
0.113 |
4.4% |
2.760 |
| High |
2.688 |
2.723 |
0.035 |
1.3% |
2.775 |
| Low |
2.560 |
2.616 |
0.056 |
2.2% |
2.565 |
| Close |
2.655 |
2.685 |
0.030 |
1.1% |
2.667 |
| Range |
0.128 |
0.107 |
-0.021 |
-16.4% |
0.210 |
| ATR |
0.105 |
0.105 |
0.000 |
0.1% |
0.000 |
| Volume |
12,071 |
13,538 |
1,467 |
12.2% |
58,578 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.996 |
2.947 |
2.744 |
|
| R3 |
2.889 |
2.840 |
2.714 |
|
| R2 |
2.782 |
2.782 |
2.705 |
|
| R1 |
2.733 |
2.733 |
2.695 |
2.758 |
| PP |
2.675 |
2.675 |
2.675 |
2.687 |
| S1 |
2.626 |
2.626 |
2.675 |
2.651 |
| S2 |
2.568 |
2.568 |
2.665 |
|
| S3 |
2.461 |
2.519 |
2.656 |
|
| S4 |
2.354 |
2.412 |
2.626 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.299 |
3.193 |
2.783 |
|
| R3 |
3.089 |
2.983 |
2.725 |
|
| R2 |
2.879 |
2.879 |
2.706 |
|
| R1 |
2.773 |
2.773 |
2.686 |
2.721 |
| PP |
2.669 |
2.669 |
2.669 |
2.643 |
| S1 |
2.563 |
2.563 |
2.648 |
2.511 |
| S2 |
2.459 |
2.459 |
2.629 |
|
| S3 |
2.249 |
2.353 |
2.609 |
|
| S4 |
2.039 |
2.143 |
2.552 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.723 |
2.560 |
0.163 |
6.1% |
0.085 |
3.2% |
77% |
True |
False |
14,190 |
| 10 |
2.865 |
2.560 |
0.305 |
11.4% |
0.077 |
2.9% |
41% |
False |
False |
11,947 |
| 20 |
3.137 |
2.560 |
0.577 |
21.5% |
0.096 |
3.6% |
22% |
False |
False |
10,762 |
| 40 |
3.148 |
2.560 |
0.588 |
21.9% |
0.117 |
4.4% |
21% |
False |
False |
12,047 |
| 60 |
3.522 |
2.560 |
0.962 |
35.8% |
0.107 |
4.0% |
13% |
False |
False |
9,305 |
| 80 |
3.927 |
2.560 |
1.367 |
50.9% |
0.100 |
3.7% |
9% |
False |
False |
7,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.178 |
|
2.618 |
3.003 |
|
1.618 |
2.896 |
|
1.000 |
2.830 |
|
0.618 |
2.789 |
|
HIGH |
2.723 |
|
0.618 |
2.682 |
|
0.500 |
2.670 |
|
0.382 |
2.657 |
|
LOW |
2.616 |
|
0.618 |
2.550 |
|
1.000 |
2.509 |
|
1.618 |
2.443 |
|
2.618 |
2.336 |
|
4.250 |
2.161 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.680 |
2.671 |
| PP |
2.675 |
2.656 |
| S1 |
2.670 |
2.642 |
|