NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 30-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.580 |
2.456 |
-0.124 |
-4.8% |
2.674 |
| High |
2.580 |
2.485 |
-0.095 |
-3.7% |
2.690 |
| Low |
2.443 |
2.424 |
-0.019 |
-0.8% |
2.424 |
| Close |
2.459 |
2.461 |
0.002 |
0.1% |
2.461 |
| Range |
0.137 |
0.061 |
-0.076 |
-55.5% |
0.266 |
| ATR |
0.091 |
0.089 |
-0.002 |
-2.3% |
0.000 |
| Volume |
13,681 |
15,756 |
2,075 |
15.2% |
56,611 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.640 |
2.611 |
2.495 |
|
| R3 |
2.579 |
2.550 |
2.478 |
|
| R2 |
2.518 |
2.518 |
2.472 |
|
| R1 |
2.489 |
2.489 |
2.467 |
2.504 |
| PP |
2.457 |
2.457 |
2.457 |
2.464 |
| S1 |
2.428 |
2.428 |
2.455 |
2.443 |
| S2 |
2.396 |
2.396 |
2.450 |
|
| S3 |
2.335 |
2.367 |
2.444 |
|
| S4 |
2.274 |
2.306 |
2.427 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.323 |
3.158 |
2.607 |
|
| R3 |
3.057 |
2.892 |
2.534 |
|
| R2 |
2.791 |
2.791 |
2.510 |
|
| R1 |
2.626 |
2.626 |
2.485 |
2.576 |
| PP |
2.525 |
2.525 |
2.525 |
2.500 |
| S1 |
2.360 |
2.360 |
2.437 |
2.310 |
| S2 |
2.259 |
2.259 |
2.412 |
|
| S3 |
1.993 |
2.094 |
2.388 |
|
| S4 |
1.727 |
1.828 |
2.315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.690 |
2.424 |
0.266 |
10.8% |
0.077 |
3.1% |
14% |
False |
True |
11,322 |
| 10 |
2.759 |
2.424 |
0.335 |
13.6% |
0.077 |
3.1% |
11% |
False |
True |
10,598 |
| 20 |
2.775 |
2.424 |
0.351 |
14.3% |
0.077 |
3.1% |
11% |
False |
True |
11,825 |
| 40 |
3.137 |
2.424 |
0.713 |
29.0% |
0.092 |
3.7% |
5% |
False |
True |
12,272 |
| 60 |
3.345 |
2.424 |
0.921 |
37.4% |
0.107 |
4.3% |
4% |
False |
True |
11,161 |
| 80 |
3.755 |
2.424 |
1.331 |
54.1% |
0.098 |
4.0% |
3% |
False |
True |
9,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.744 |
|
2.618 |
2.645 |
|
1.618 |
2.584 |
|
1.000 |
2.546 |
|
0.618 |
2.523 |
|
HIGH |
2.485 |
|
0.618 |
2.462 |
|
0.500 |
2.455 |
|
0.382 |
2.447 |
|
LOW |
2.424 |
|
0.618 |
2.386 |
|
1.000 |
2.363 |
|
1.618 |
2.325 |
|
2.618 |
2.264 |
|
4.250 |
2.165 |
|
|
| Fisher Pivots for day following 30-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.459 |
2.517 |
| PP |
2.457 |
2.498 |
| S1 |
2.455 |
2.480 |
|