NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.973 |
2.940 |
-0.033 |
-1.1% |
3.018 |
| High |
2.992 |
2.958 |
-0.034 |
-1.1% |
3.065 |
| Low |
2.927 |
2.900 |
-0.027 |
-0.9% |
2.950 |
| Close |
2.942 |
2.929 |
-0.013 |
-0.4% |
2.960 |
| Range |
0.065 |
0.058 |
-0.007 |
-10.8% |
0.115 |
| ATR |
0.079 |
0.077 |
-0.001 |
-1.9% |
0.000 |
| Volume |
3,198 |
3,518 |
320 |
10.0% |
20,687 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.103 |
3.074 |
2.961 |
|
| R3 |
3.045 |
3.016 |
2.945 |
|
| R2 |
2.987 |
2.987 |
2.940 |
|
| R1 |
2.958 |
2.958 |
2.934 |
2.944 |
| PP |
2.929 |
2.929 |
2.929 |
2.922 |
| S1 |
2.900 |
2.900 |
2.924 |
2.886 |
| S2 |
2.871 |
2.871 |
2.918 |
|
| S3 |
2.813 |
2.842 |
2.913 |
|
| S4 |
2.755 |
2.784 |
2.897 |
|
|
| 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 |
3.205 |
|
2.618 |
3.110 |
|
1.618 |
3.052 |
|
1.000 |
3.016 |
|
0.618 |
2.994 |
|
HIGH |
2.958 |
|
0.618 |
2.936 |
|
0.500 |
2.929 |
|
0.382 |
2.922 |
|
LOW |
2.900 |
|
0.618 |
2.864 |
|
1.000 |
2.842 |
|
1.618 |
2.806 |
|
2.618 |
2.748 |
|
4.250 |
2.654 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.929 |
2.950 |
| PP |
2.929 |
2.943 |
| S1 |
2.929 |
2.936 |
|