NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.764 |
2.798 |
0.034 |
1.2% |
2.695 |
| High |
2.812 |
2.852 |
0.040 |
1.4% |
2.818 |
| Low |
2.754 |
2.758 |
0.004 |
0.1% |
2.641 |
| Close |
2.793 |
2.823 |
0.030 |
1.1% |
2.793 |
| Range |
0.058 |
0.094 |
0.036 |
62.1% |
0.177 |
| ATR |
0.103 |
0.103 |
-0.001 |
-0.6% |
0.000 |
| Volume |
26,436 |
14,427 |
-12,009 |
-45.4% |
111,387 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.093 |
3.052 |
2.875 |
|
| R3 |
2.999 |
2.958 |
2.849 |
|
| R2 |
2.905 |
2.905 |
2.840 |
|
| R1 |
2.864 |
2.864 |
2.832 |
2.885 |
| PP |
2.811 |
2.811 |
2.811 |
2.821 |
| S1 |
2.770 |
2.770 |
2.814 |
2.791 |
| S2 |
2.717 |
2.717 |
2.806 |
|
| S3 |
2.623 |
2.676 |
2.797 |
|
| S4 |
2.529 |
2.582 |
2.771 |
|
|
| 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 |
3.252 |
|
2.618 |
3.098 |
|
1.618 |
3.004 |
|
1.000 |
2.946 |
|
0.618 |
2.910 |
|
HIGH |
2.852 |
|
0.618 |
2.816 |
|
0.500 |
2.805 |
|
0.382 |
2.794 |
|
LOW |
2.758 |
|
0.618 |
2.700 |
|
1.000 |
2.664 |
|
1.618 |
2.606 |
|
2.618 |
2.512 |
|
4.250 |
2.359 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.817 |
2.814 |
| PP |
2.811 |
2.804 |
| S1 |
2.805 |
2.795 |
|