NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.940 |
2.912 |
-0.028 |
-1.0% |
3.018 |
| High |
2.958 |
2.935 |
-0.023 |
-0.8% |
3.065 |
| Low |
2.900 |
2.888 |
-0.012 |
-0.4% |
2.950 |
| Close |
2.929 |
2.918 |
-0.011 |
-0.4% |
2.960 |
| Range |
0.058 |
0.047 |
-0.011 |
-19.0% |
0.115 |
| ATR |
0.077 |
0.075 |
-0.002 |
-2.8% |
0.000 |
| Volume |
3,518 |
5,156 |
1,638 |
46.6% |
20,687 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.055 |
3.033 |
2.944 |
|
| R3 |
3.008 |
2.986 |
2.931 |
|
| R2 |
2.961 |
2.961 |
2.927 |
|
| R1 |
2.939 |
2.939 |
2.922 |
2.950 |
| PP |
2.914 |
2.914 |
2.914 |
2.919 |
| S1 |
2.892 |
2.892 |
2.914 |
2.903 |
| S2 |
2.867 |
2.867 |
2.909 |
|
| S3 |
2.820 |
2.845 |
2.905 |
|
| S4 |
2.773 |
2.798 |
2.892 |
|
|
| 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 |
3.135 |
|
2.618 |
3.058 |
|
1.618 |
3.011 |
|
1.000 |
2.982 |
|
0.618 |
2.964 |
|
HIGH |
2.935 |
|
0.618 |
2.917 |
|
0.500 |
2.912 |
|
0.382 |
2.906 |
|
LOW |
2.888 |
|
0.618 |
2.859 |
|
1.000 |
2.841 |
|
1.618 |
2.812 |
|
2.618 |
2.765 |
|
4.250 |
2.688 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.916 |
2.940 |
| PP |
2.914 |
2.933 |
| S1 |
2.912 |
2.925 |
|