NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.912 |
2.898 |
-0.014 |
-0.5% |
3.018 |
| High |
2.935 |
2.898 |
-0.037 |
-1.3% |
3.065 |
| Low |
2.888 |
2.788 |
-0.100 |
-3.5% |
2.950 |
| Close |
2.918 |
2.801 |
-0.117 |
-4.0% |
2.960 |
| Range |
0.047 |
0.110 |
0.063 |
134.0% |
0.115 |
| ATR |
0.075 |
0.079 |
0.004 |
5.2% |
0.000 |
| Volume |
5,156 |
5,737 |
581 |
11.3% |
20,687 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.159 |
3.090 |
2.862 |
|
| R3 |
3.049 |
2.980 |
2.831 |
|
| R2 |
2.939 |
2.939 |
2.821 |
|
| R1 |
2.870 |
2.870 |
2.811 |
2.850 |
| PP |
2.829 |
2.829 |
2.829 |
2.819 |
| S1 |
2.760 |
2.760 |
2.791 |
2.740 |
| S2 |
2.719 |
2.719 |
2.781 |
|
| S3 |
2.609 |
2.650 |
2.771 |
|
| S4 |
2.499 |
2.540 |
2.741 |
|
|
| 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 |
3.366 |
|
2.618 |
3.186 |
|
1.618 |
3.076 |
|
1.000 |
3.008 |
|
0.618 |
2.966 |
|
HIGH |
2.898 |
|
0.618 |
2.856 |
|
0.500 |
2.843 |
|
0.382 |
2.830 |
|
LOW |
2.788 |
|
0.618 |
2.720 |
|
1.000 |
2.678 |
|
1.618 |
2.610 |
|
2.618 |
2.500 |
|
4.250 |
2.321 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.843 |
2.873 |
| PP |
2.829 |
2.849 |
| S1 |
2.815 |
2.825 |
|