NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.965 |
2.973 |
0.008 |
0.3% |
3.018 |
| High |
2.999 |
2.992 |
-0.007 |
-0.2% |
3.065 |
| Low |
2.952 |
2.927 |
-0.025 |
-0.8% |
2.950 |
| Close |
2.960 |
2.942 |
-0.018 |
-0.6% |
2.960 |
| Range |
0.047 |
0.065 |
0.018 |
38.3% |
0.115 |
| ATR |
0.080 |
0.079 |
-0.001 |
-1.3% |
0.000 |
| Volume |
3,660 |
3,198 |
-462 |
-12.6% |
20,687 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.149 |
3.110 |
2.978 |
|
| R3 |
3.084 |
3.045 |
2.960 |
|
| R2 |
3.019 |
3.019 |
2.954 |
|
| R1 |
2.980 |
2.980 |
2.948 |
2.967 |
| PP |
2.954 |
2.954 |
2.954 |
2.947 |
| S1 |
2.915 |
2.915 |
2.936 |
2.902 |
| S2 |
2.889 |
2.889 |
2.930 |
|
| S3 |
2.824 |
2.850 |
2.924 |
|
| S4 |
2.759 |
2.785 |
2.906 |
|
|
| 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 |
3.268 |
|
2.618 |
3.162 |
|
1.618 |
3.097 |
|
1.000 |
3.057 |
|
0.618 |
3.032 |
|
HIGH |
2.992 |
|
0.618 |
2.967 |
|
0.500 |
2.960 |
|
0.382 |
2.952 |
|
LOW |
2.927 |
|
0.618 |
2.887 |
|
1.000 |
2.862 |
|
1.618 |
2.822 |
|
2.618 |
2.757 |
|
4.250 |
2.651 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.960 |
2.977 |
| PP |
2.954 |
2.965 |
| S1 |
2.948 |
2.954 |
|