NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.751 |
2.764 |
0.013 |
0.5% |
2.695 |
| High |
2.818 |
2.812 |
-0.006 |
-0.2% |
2.818 |
| Low |
2.737 |
2.754 |
0.017 |
0.6% |
2.641 |
| Close |
2.783 |
2.793 |
0.010 |
0.4% |
2.793 |
| Range |
0.081 |
0.058 |
-0.023 |
-28.4% |
0.177 |
| ATR |
0.107 |
0.103 |
-0.003 |
-3.3% |
0.000 |
| Volume |
24,611 |
26,436 |
1,825 |
7.4% |
111,387 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.960 |
2.935 |
2.825 |
|
| R3 |
2.902 |
2.877 |
2.809 |
|
| R2 |
2.844 |
2.844 |
2.804 |
|
| R1 |
2.819 |
2.819 |
2.798 |
2.832 |
| PP |
2.786 |
2.786 |
2.786 |
2.793 |
| S1 |
2.761 |
2.761 |
2.788 |
2.774 |
| S2 |
2.728 |
2.728 |
2.782 |
|
| S3 |
2.670 |
2.703 |
2.777 |
|
| S4 |
2.612 |
2.645 |
2.761 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.282 |
3.214 |
2.890 |
|
| R3 |
3.105 |
3.037 |
2.842 |
|
| R2 |
2.928 |
2.928 |
2.825 |
|
| R1 |
2.860 |
2.860 |
2.809 |
2.894 |
| PP |
2.751 |
2.751 |
2.751 |
2.768 |
| S1 |
2.683 |
2.683 |
2.777 |
2.717 |
| S2 |
2.574 |
2.574 |
2.761 |
|
| S3 |
2.397 |
2.506 |
2.744 |
|
| S4 |
2.220 |
2.329 |
2.696 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.059 |
|
2.618 |
2.964 |
|
1.618 |
2.906 |
|
1.000 |
2.870 |
|
0.618 |
2.848 |
|
HIGH |
2.812 |
|
0.618 |
2.790 |
|
0.500 |
2.783 |
|
0.382 |
2.776 |
|
LOW |
2.754 |
|
0.618 |
2.718 |
|
1.000 |
2.696 |
|
1.618 |
2.660 |
|
2.618 |
2.602 |
|
4.250 |
2.508 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.790 |
2.782 |
| PP |
2.786 |
2.771 |
| S1 |
2.783 |
2.761 |
|