NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.928 |
2.958 |
0.030 |
1.0% |
3.000 |
| High |
3.010 |
3.012 |
0.002 |
0.1% |
3.004 |
| Low |
2.911 |
2.958 |
0.047 |
1.6% |
2.823 |
| Close |
2.986 |
3.000 |
0.014 |
0.5% |
2.930 |
| Range |
0.099 |
0.054 |
-0.045 |
-45.5% |
0.181 |
| ATR |
0.092 |
0.089 |
-0.003 |
-2.9% |
0.000 |
| Volume |
7,497 |
5,266 |
-2,231 |
-29.8% |
33,924 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.152 |
3.130 |
3.030 |
|
| R3 |
3.098 |
3.076 |
3.015 |
|
| R2 |
3.044 |
3.044 |
3.010 |
|
| R1 |
3.022 |
3.022 |
3.005 |
3.033 |
| PP |
2.990 |
2.990 |
2.990 |
2.996 |
| S1 |
2.968 |
2.968 |
2.995 |
2.979 |
| S2 |
2.936 |
2.936 |
2.990 |
|
| S3 |
2.882 |
2.914 |
2.985 |
|
| S4 |
2.828 |
2.860 |
2.970 |
|
|
| 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 |
3.242 |
|
2.618 |
3.153 |
|
1.618 |
3.099 |
|
1.000 |
3.066 |
|
0.618 |
3.045 |
|
HIGH |
3.012 |
|
0.618 |
2.991 |
|
0.500 |
2.985 |
|
0.382 |
2.979 |
|
LOW |
2.958 |
|
0.618 |
2.925 |
|
1.000 |
2.904 |
|
1.618 |
2.871 |
|
2.618 |
2.817 |
|
4.250 |
2.729 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.995 |
2.975 |
| PP |
2.990 |
2.951 |
| S1 |
2.985 |
2.926 |
|