NYMEX Natural Gas Future August 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 |
2.602 |
2.585 |
-0.017 |
-0.7% |
2.702 |
| High |
2.626 |
2.610 |
-0.016 |
-0.6% |
2.759 |
| Low |
2.572 |
2.561 |
-0.011 |
-0.4% |
2.600 |
| Close |
2.604 |
2.592 |
-0.012 |
-0.5% |
2.647 |
| Range |
0.054 |
0.049 |
-0.005 |
-9.3% |
0.159 |
| ATR |
0.089 |
0.086 |
-0.003 |
-3.2% |
0.000 |
| Volume |
9,791 |
11,277 |
1,486 |
15.2% |
49,374 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.735 |
2.712 |
2.619 |
|
| R3 |
2.686 |
2.663 |
2.605 |
|
| R2 |
2.637 |
2.637 |
2.601 |
|
| R1 |
2.614 |
2.614 |
2.596 |
2.626 |
| PP |
2.588 |
2.588 |
2.588 |
2.593 |
| S1 |
2.565 |
2.565 |
2.588 |
2.577 |
| S2 |
2.539 |
2.539 |
2.583 |
|
| S3 |
2.490 |
2.516 |
2.579 |
|
| S4 |
2.441 |
2.467 |
2.565 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.146 |
3.055 |
2.734 |
|
| R3 |
2.987 |
2.896 |
2.691 |
|
| R2 |
2.828 |
2.828 |
2.676 |
|
| R1 |
2.737 |
2.737 |
2.662 |
2.703 |
| PP |
2.669 |
2.669 |
2.669 |
2.652 |
| S1 |
2.578 |
2.578 |
2.632 |
2.544 |
| S2 |
2.510 |
2.510 |
2.618 |
|
| S3 |
2.351 |
2.419 |
2.603 |
|
| S4 |
2.192 |
2.260 |
2.560 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.726 |
2.561 |
0.165 |
6.4% |
0.072 |
2.8% |
19% |
False |
True |
9,707 |
| 10 |
2.759 |
2.561 |
0.198 |
7.6% |
0.071 |
2.7% |
16% |
False |
True |
10,845 |
| 20 |
2.865 |
2.560 |
0.305 |
11.8% |
0.074 |
2.8% |
10% |
False |
False |
11,396 |
| 40 |
3.137 |
2.560 |
0.577 |
22.3% |
0.095 |
3.7% |
6% |
False |
False |
12,324 |
| 60 |
3.390 |
2.560 |
0.830 |
32.0% |
0.107 |
4.1% |
4% |
False |
False |
10,764 |
| 80 |
3.858 |
2.560 |
1.298 |
50.1% |
0.097 |
3.8% |
2% |
False |
False |
8,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.818 |
|
2.618 |
2.738 |
|
1.618 |
2.689 |
|
1.000 |
2.659 |
|
0.618 |
2.640 |
|
HIGH |
2.610 |
|
0.618 |
2.591 |
|
0.500 |
2.586 |
|
0.382 |
2.580 |
|
LOW |
2.561 |
|
0.618 |
2.531 |
|
1.000 |
2.512 |
|
1.618 |
2.482 |
|
2.618 |
2.433 |
|
4.250 |
2.353 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.590 |
2.626 |
| PP |
2.588 |
2.614 |
| S1 |
2.586 |
2.603 |
|