NYMEX Natural Gas Future November 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 |
2.958 |
2.988 |
0.030 |
1.0% |
2.895 |
| High |
3.012 |
3.043 |
0.031 |
1.0% |
3.043 |
| Low |
2.958 |
2.981 |
0.023 |
0.8% |
2.840 |
| Close |
3.000 |
3.010 |
0.010 |
0.3% |
3.010 |
| Range |
0.054 |
0.062 |
0.008 |
14.8% |
0.203 |
| ATR |
0.089 |
0.087 |
-0.002 |
-2.2% |
0.000 |
| Volume |
5,266 |
6,020 |
754 |
14.3% |
35,732 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.197 |
3.166 |
3.044 |
|
| R3 |
3.135 |
3.104 |
3.027 |
|
| R2 |
3.073 |
3.073 |
3.021 |
|
| R1 |
3.042 |
3.042 |
3.016 |
3.058 |
| PP |
3.011 |
3.011 |
3.011 |
3.019 |
| S1 |
2.980 |
2.980 |
3.004 |
2.996 |
| S2 |
2.949 |
2.949 |
2.999 |
|
| S3 |
2.887 |
2.918 |
2.993 |
|
| S4 |
2.825 |
2.856 |
2.976 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.573 |
3.495 |
3.122 |
|
| R3 |
3.370 |
3.292 |
3.066 |
|
| R2 |
3.167 |
3.167 |
3.047 |
|
| R1 |
3.089 |
3.089 |
3.029 |
3.128 |
| PP |
2.964 |
2.964 |
2.964 |
2.984 |
| S1 |
2.886 |
2.886 |
2.991 |
2.925 |
| S2 |
2.761 |
2.761 |
2.973 |
|
| S3 |
2.558 |
2.683 |
2.954 |
|
| S4 |
2.355 |
2.480 |
2.898 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.307 |
|
2.618 |
3.205 |
|
1.618 |
3.143 |
|
1.000 |
3.105 |
|
0.618 |
3.081 |
|
HIGH |
3.043 |
|
0.618 |
3.019 |
|
0.500 |
3.012 |
|
0.382 |
3.005 |
|
LOW |
2.981 |
|
0.618 |
2.943 |
|
1.000 |
2.919 |
|
1.618 |
2.881 |
|
2.618 |
2.819 |
|
4.250 |
2.718 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.012 |
2.999 |
| PP |
3.011 |
2.988 |
| S1 |
3.011 |
2.977 |
|