NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
3.026 |
2.985 |
-0.041 |
-1.4% |
2.895 |
| High |
3.028 |
3.015 |
-0.013 |
-0.4% |
3.043 |
| Low |
2.986 |
2.953 |
-0.033 |
-1.1% |
2.840 |
| Close |
2.999 |
3.015 |
0.016 |
0.5% |
3.010 |
| Range |
0.042 |
0.062 |
0.020 |
47.6% |
0.203 |
| ATR |
0.084 |
0.083 |
-0.002 |
-1.9% |
0.000 |
| Volume |
4,257 |
4,859 |
602 |
14.1% |
35,732 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.180 |
3.160 |
3.049 |
|
| R3 |
3.118 |
3.098 |
3.032 |
|
| R2 |
3.056 |
3.056 |
3.026 |
|
| R1 |
3.036 |
3.036 |
3.021 |
3.046 |
| PP |
2.994 |
2.994 |
2.994 |
3.000 |
| S1 |
2.974 |
2.974 |
3.009 |
2.984 |
| S2 |
2.932 |
2.932 |
3.004 |
|
| S3 |
2.870 |
2.912 |
2.998 |
|
| S4 |
2.808 |
2.850 |
2.981 |
|
|
| 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 |
3.279 |
|
2.618 |
3.177 |
|
1.618 |
3.115 |
|
1.000 |
3.077 |
|
0.618 |
3.053 |
|
HIGH |
3.015 |
|
0.618 |
2.991 |
|
0.500 |
2.984 |
|
0.382 |
2.977 |
|
LOW |
2.953 |
|
0.618 |
2.915 |
|
1.000 |
2.891 |
|
1.618 |
2.853 |
|
2.618 |
2.791 |
|
4.250 |
2.690 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.005 |
3.013 |
| PP |
2.994 |
3.011 |
| S1 |
2.984 |
3.009 |
|