NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 30-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.898 |
2.800 |
-0.098 |
-3.4% |
2.973 |
| High |
2.898 |
2.835 |
-0.063 |
-2.2% |
2.992 |
| Low |
2.788 |
2.784 |
-0.004 |
-0.1% |
2.784 |
| Close |
2.801 |
2.816 |
0.015 |
0.5% |
2.816 |
| Range |
0.110 |
0.051 |
-0.059 |
-53.6% |
0.208 |
| ATR |
0.079 |
0.077 |
-0.002 |
-2.5% |
0.000 |
| Volume |
5,737 |
8,838 |
3,101 |
54.1% |
26,447 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.965 |
2.941 |
2.844 |
|
| R3 |
2.914 |
2.890 |
2.830 |
|
| R2 |
2.863 |
2.863 |
2.825 |
|
| R1 |
2.839 |
2.839 |
2.821 |
2.851 |
| PP |
2.812 |
2.812 |
2.812 |
2.818 |
| S1 |
2.788 |
2.788 |
2.811 |
2.800 |
| S2 |
2.761 |
2.761 |
2.807 |
|
| S3 |
2.710 |
2.737 |
2.802 |
|
| S4 |
2.659 |
2.686 |
2.788 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.488 |
3.360 |
2.930 |
|
| R3 |
3.280 |
3.152 |
2.873 |
|
| R2 |
3.072 |
3.072 |
2.854 |
|
| R1 |
2.944 |
2.944 |
2.835 |
2.904 |
| PP |
2.864 |
2.864 |
2.864 |
2.844 |
| S1 |
2.736 |
2.736 |
2.797 |
2.696 |
| S2 |
2.656 |
2.656 |
2.778 |
|
| S3 |
2.448 |
2.528 |
2.759 |
|
| S4 |
2.240 |
2.320 |
2.702 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.052 |
|
2.618 |
2.969 |
|
1.618 |
2.918 |
|
1.000 |
2.886 |
|
0.618 |
2.867 |
|
HIGH |
2.835 |
|
0.618 |
2.816 |
|
0.500 |
2.810 |
|
0.382 |
2.803 |
|
LOW |
2.784 |
|
0.618 |
2.752 |
|
1.000 |
2.733 |
|
1.618 |
2.701 |
|
2.618 |
2.650 |
|
4.250 |
2.567 |
|
|
| Fisher Pivots for day following 30-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.814 |
2.860 |
| PP |
2.812 |
2.845 |
| S1 |
2.810 |
2.831 |
|