NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.722 |
2.681 |
-0.041 |
-1.5% |
2.624 |
| High |
2.734 |
2.711 |
-0.023 |
-0.8% |
2.724 |
| Low |
2.684 |
2.648 |
-0.036 |
-1.3% |
2.560 |
| Close |
2.691 |
2.710 |
0.019 |
0.7% |
2.696 |
| Range |
0.050 |
0.063 |
0.013 |
26.0% |
0.164 |
| ATR |
0.096 |
0.094 |
-0.002 |
-2.5% |
0.000 |
| Volume |
9,562 |
10,219 |
657 |
6.9% |
71,942 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.879 |
2.857 |
2.745 |
|
| R3 |
2.816 |
2.794 |
2.727 |
|
| R2 |
2.753 |
2.753 |
2.722 |
|
| R1 |
2.731 |
2.731 |
2.716 |
2.742 |
| PP |
2.690 |
2.690 |
2.690 |
2.695 |
| S1 |
2.668 |
2.668 |
2.704 |
2.679 |
| S2 |
2.627 |
2.627 |
2.698 |
|
| S3 |
2.564 |
2.605 |
2.693 |
|
| S4 |
2.501 |
2.542 |
2.675 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.152 |
3.088 |
2.786 |
|
| R3 |
2.988 |
2.924 |
2.741 |
|
| R2 |
2.824 |
2.824 |
2.726 |
|
| R1 |
2.760 |
2.760 |
2.711 |
2.792 |
| PP |
2.660 |
2.660 |
2.660 |
2.676 |
| S1 |
2.596 |
2.596 |
2.681 |
2.628 |
| S2 |
2.496 |
2.496 |
2.666 |
|
| S3 |
2.332 |
2.432 |
2.651 |
|
| S4 |
2.168 |
2.268 |
2.606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.759 |
2.640 |
0.119 |
4.4% |
0.069 |
2.5% |
59% |
False |
False |
11,983 |
| 10 |
2.759 |
2.560 |
0.199 |
7.3% |
0.077 |
2.8% |
75% |
False |
False |
13,087 |
| 20 |
3.134 |
2.560 |
0.574 |
21.2% |
0.085 |
3.1% |
26% |
False |
False |
10,753 |
| 40 |
3.148 |
2.560 |
0.588 |
21.7% |
0.106 |
3.9% |
26% |
False |
False |
12,390 |
| 60 |
3.491 |
2.560 |
0.931 |
34.4% |
0.107 |
3.9% |
16% |
False |
False |
10,126 |
| 80 |
3.927 |
2.560 |
1.367 |
50.4% |
0.099 |
3.6% |
11% |
False |
False |
8,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.979 |
|
2.618 |
2.876 |
|
1.618 |
2.813 |
|
1.000 |
2.774 |
|
0.618 |
2.750 |
|
HIGH |
2.711 |
|
0.618 |
2.687 |
|
0.500 |
2.680 |
|
0.382 |
2.672 |
|
LOW |
2.648 |
|
0.618 |
2.609 |
|
1.000 |
2.585 |
|
1.618 |
2.546 |
|
2.618 |
2.483 |
|
4.250 |
2.380 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.700 |
2.708 |
| PP |
2.690 |
2.706 |
| S1 |
2.680 |
2.704 |
|