NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.995 |
2.965 |
-0.030 |
-1.0% |
3.018 |
| High |
3.026 |
2.999 |
-0.027 |
-0.9% |
3.065 |
| Low |
2.950 |
2.952 |
0.002 |
0.1% |
2.950 |
| Close |
2.961 |
2.960 |
-0.001 |
0.0% |
2.960 |
| Range |
0.076 |
0.047 |
-0.029 |
-38.2% |
0.115 |
| ATR |
0.082 |
0.080 |
-0.003 |
-3.1% |
0.000 |
| Volume |
3,152 |
3,660 |
508 |
16.1% |
20,687 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.111 |
3.083 |
2.986 |
|
| R3 |
3.064 |
3.036 |
2.973 |
|
| R2 |
3.017 |
3.017 |
2.969 |
|
| R1 |
2.989 |
2.989 |
2.964 |
2.980 |
| PP |
2.970 |
2.970 |
2.970 |
2.966 |
| S1 |
2.942 |
2.942 |
2.956 |
2.933 |
| S2 |
2.923 |
2.923 |
2.951 |
|
| S3 |
2.876 |
2.895 |
2.947 |
|
| S4 |
2.829 |
2.848 |
2.934 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.337 |
3.263 |
3.023 |
|
| R3 |
3.222 |
3.148 |
2.992 |
|
| R2 |
3.107 |
3.107 |
2.981 |
|
| R1 |
3.033 |
3.033 |
2.971 |
3.013 |
| PP |
2.992 |
2.992 |
2.992 |
2.981 |
| S1 |
2.918 |
2.918 |
2.949 |
2.898 |
| S2 |
2.877 |
2.877 |
2.939 |
|
| S3 |
2.762 |
2.803 |
2.928 |
|
| S4 |
2.647 |
2.688 |
2.897 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.199 |
|
2.618 |
3.122 |
|
1.618 |
3.075 |
|
1.000 |
3.046 |
|
0.618 |
3.028 |
|
HIGH |
2.999 |
|
0.618 |
2.981 |
|
0.500 |
2.976 |
|
0.382 |
2.970 |
|
LOW |
2.952 |
|
0.618 |
2.923 |
|
1.000 |
2.905 |
|
1.618 |
2.876 |
|
2.618 |
2.829 |
|
4.250 |
2.752 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.976 |
2.988 |
| PP |
2.970 |
2.979 |
| S1 |
2.965 |
2.969 |
|