NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.690 |
2.695 |
0.005 |
0.2% |
2.830 |
| High |
2.743 |
2.707 |
-0.036 |
-1.3% |
2.837 |
| Low |
2.671 |
2.659 |
-0.012 |
-0.4% |
2.635 |
| Close |
2.743 |
2.698 |
-0.045 |
-1.6% |
2.743 |
| Range |
0.072 |
0.048 |
-0.024 |
-33.3% |
0.202 |
| ATR |
0.109 |
0.107 |
-0.002 |
-1.6% |
0.000 |
| Volume |
26,824 |
19,247 |
-7,577 |
-28.2% |
113,982 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.832 |
2.813 |
2.724 |
|
| R3 |
2.784 |
2.765 |
2.711 |
|
| R2 |
2.736 |
2.736 |
2.707 |
|
| R1 |
2.717 |
2.717 |
2.702 |
2.727 |
| PP |
2.688 |
2.688 |
2.688 |
2.693 |
| S1 |
2.669 |
2.669 |
2.694 |
2.679 |
| S2 |
2.640 |
2.640 |
2.689 |
|
| S3 |
2.592 |
2.621 |
2.685 |
|
| S4 |
2.544 |
2.573 |
2.672 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.344 |
3.246 |
2.854 |
|
| R3 |
3.142 |
3.044 |
2.799 |
|
| R2 |
2.940 |
2.940 |
2.780 |
|
| R1 |
2.842 |
2.842 |
2.762 |
2.790 |
| PP |
2.738 |
2.738 |
2.738 |
2.713 |
| S1 |
2.640 |
2.640 |
2.724 |
2.588 |
| S2 |
2.536 |
2.536 |
2.706 |
|
| S3 |
2.334 |
2.438 |
2.687 |
|
| S4 |
2.132 |
2.236 |
2.632 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.911 |
|
2.618 |
2.833 |
|
1.618 |
2.785 |
|
1.000 |
2.755 |
|
0.618 |
2.737 |
|
HIGH |
2.707 |
|
0.618 |
2.689 |
|
0.500 |
2.683 |
|
0.382 |
2.677 |
|
LOW |
2.659 |
|
0.618 |
2.629 |
|
1.000 |
2.611 |
|
1.618 |
2.581 |
|
2.618 |
2.533 |
|
4.250 |
2.455 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.693 |
2.695 |
| PP |
2.688 |
2.692 |
| S1 |
2.683 |
2.689 |
|