NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.985 |
2.995 |
0.010 |
0.3% |
2.895 |
| High |
3.015 |
3.026 |
0.011 |
0.4% |
3.043 |
| Low |
2.953 |
2.950 |
-0.003 |
-0.1% |
2.840 |
| Close |
3.015 |
2.961 |
-0.054 |
-1.8% |
3.010 |
| Range |
0.062 |
0.076 |
0.014 |
22.6% |
0.203 |
| ATR |
0.083 |
0.082 |
0.000 |
-0.6% |
0.000 |
| Volume |
4,859 |
3,152 |
-1,707 |
-35.1% |
35,732 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.207 |
3.160 |
3.003 |
|
| R3 |
3.131 |
3.084 |
2.982 |
|
| R2 |
3.055 |
3.055 |
2.975 |
|
| R1 |
3.008 |
3.008 |
2.968 |
2.994 |
| PP |
2.979 |
2.979 |
2.979 |
2.972 |
| S1 |
2.932 |
2.932 |
2.954 |
2.918 |
| S2 |
2.903 |
2.903 |
2.947 |
|
| S3 |
2.827 |
2.856 |
2.940 |
|
| S4 |
2.751 |
2.780 |
2.919 |
|
|
| 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 |
3.349 |
|
2.618 |
3.225 |
|
1.618 |
3.149 |
|
1.000 |
3.102 |
|
0.618 |
3.073 |
|
HIGH |
3.026 |
|
0.618 |
2.997 |
|
0.500 |
2.988 |
|
0.382 |
2.979 |
|
LOW |
2.950 |
|
0.618 |
2.903 |
|
1.000 |
2.874 |
|
1.618 |
2.827 |
|
2.618 |
2.751 |
|
4.250 |
2.627 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.988 |
2.989 |
| PP |
2.979 |
2.980 |
| S1 |
2.970 |
2.970 |
|