NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.705 |
2.733 |
0.028 |
1.0% |
2.647 |
| High |
2.736 |
2.733 |
-0.003 |
-0.1% |
2.746 |
| Low |
2.669 |
2.658 |
-0.011 |
-0.4% |
2.581 |
| Close |
2.733 |
2.667 |
-0.066 |
-2.4% |
2.724 |
| Range |
0.067 |
0.075 |
0.008 |
11.9% |
0.165 |
| ATR |
0.094 |
0.092 |
-0.001 |
-1.4% |
0.000 |
| Volume |
5,872 |
6,212 |
340 |
5.8% |
70,043 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.911 |
2.864 |
2.708 |
|
| R3 |
2.836 |
2.789 |
2.688 |
|
| R2 |
2.761 |
2.761 |
2.681 |
|
| R1 |
2.714 |
2.714 |
2.674 |
2.700 |
| PP |
2.686 |
2.686 |
2.686 |
2.679 |
| S1 |
2.639 |
2.639 |
2.660 |
2.625 |
| S2 |
2.611 |
2.611 |
2.653 |
|
| S3 |
2.536 |
2.564 |
2.646 |
|
| S4 |
2.461 |
2.489 |
2.626 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.179 |
3.116 |
2.815 |
|
| R3 |
3.014 |
2.951 |
2.769 |
|
| R2 |
2.849 |
2.849 |
2.754 |
|
| R1 |
2.786 |
2.786 |
2.739 |
2.818 |
| PP |
2.684 |
2.684 |
2.684 |
2.699 |
| S1 |
2.621 |
2.621 |
2.709 |
2.653 |
| S2 |
2.519 |
2.519 |
2.694 |
|
| S3 |
2.354 |
2.456 |
2.679 |
|
| S4 |
2.189 |
2.291 |
2.633 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.785 |
2.658 |
0.127 |
4.8% |
0.069 |
2.6% |
7% |
False |
True |
7,640 |
| 10 |
2.785 |
2.581 |
0.204 |
7.6% |
0.078 |
2.9% |
42% |
False |
False |
11,158 |
| 20 |
3.106 |
2.579 |
0.527 |
19.8% |
0.080 |
3.0% |
17% |
False |
False |
10,962 |
| 40 |
3.170 |
2.579 |
0.591 |
22.2% |
0.104 |
3.9% |
15% |
False |
False |
11,061 |
| 60 |
3.495 |
2.579 |
0.916 |
34.3% |
0.107 |
4.0% |
10% |
False |
False |
9,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.052 |
|
2.618 |
2.929 |
|
1.618 |
2.854 |
|
1.000 |
2.808 |
|
0.618 |
2.779 |
|
HIGH |
2.733 |
|
0.618 |
2.704 |
|
0.500 |
2.696 |
|
0.382 |
2.687 |
|
LOW |
2.658 |
|
0.618 |
2.612 |
|
1.000 |
2.583 |
|
1.618 |
2.537 |
|
2.618 |
2.462 |
|
4.250 |
2.339 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.696 |
2.710 |
| PP |
2.686 |
2.695 |
| S1 |
2.677 |
2.681 |
|