NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.895 |
2.895 |
0.000 |
0.0% |
3.000 |
| High |
2.895 |
2.970 |
0.075 |
2.6% |
3.004 |
| Low |
2.851 |
2.840 |
-0.011 |
-0.4% |
2.823 |
| Close |
2.893 |
2.940 |
0.047 |
1.6% |
2.930 |
| Range |
0.044 |
0.130 |
0.086 |
195.5% |
0.181 |
| ATR |
0.088 |
0.091 |
0.003 |
3.4% |
0.000 |
| Volume |
9,153 |
7,796 |
-1,357 |
-14.8% |
33,924 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.307 |
3.253 |
3.012 |
|
| R3 |
3.177 |
3.123 |
2.976 |
|
| R2 |
3.047 |
3.047 |
2.964 |
|
| R1 |
2.993 |
2.993 |
2.952 |
3.020 |
| PP |
2.917 |
2.917 |
2.917 |
2.930 |
| S1 |
2.863 |
2.863 |
2.928 |
2.890 |
| S2 |
2.787 |
2.787 |
2.916 |
|
| S3 |
2.657 |
2.733 |
2.904 |
|
| S4 |
2.527 |
2.603 |
2.869 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.462 |
3.377 |
3.030 |
|
| R3 |
3.281 |
3.196 |
2.980 |
|
| R2 |
3.100 |
3.100 |
2.963 |
|
| R1 |
3.015 |
3.015 |
2.947 |
2.967 |
| PP |
2.919 |
2.919 |
2.919 |
2.895 |
| S1 |
2.834 |
2.834 |
2.913 |
2.786 |
| S2 |
2.738 |
2.738 |
2.897 |
|
| S3 |
2.557 |
2.653 |
2.880 |
|
| S4 |
2.376 |
2.472 |
2.830 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.523 |
|
2.618 |
3.310 |
|
1.618 |
3.180 |
|
1.000 |
3.100 |
|
0.618 |
3.050 |
|
HIGH |
2.970 |
|
0.618 |
2.920 |
|
0.500 |
2.905 |
|
0.382 |
2.890 |
|
LOW |
2.840 |
|
0.618 |
2.760 |
|
1.000 |
2.710 |
|
1.618 |
2.630 |
|
2.618 |
2.500 |
|
4.250 |
2.288 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.928 |
2.928 |
| PP |
2.917 |
2.917 |
| S1 |
2.905 |
2.905 |
|