NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 02-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.800 |
2.824 |
0.024 |
0.9% |
2.973 |
| High |
2.835 |
2.879 |
0.044 |
1.6% |
2.992 |
| Low |
2.784 |
2.804 |
0.020 |
0.7% |
2.784 |
| Close |
2.816 |
2.873 |
0.057 |
2.0% |
2.816 |
| Range |
0.051 |
0.075 |
0.024 |
47.1% |
0.208 |
| ATR |
0.077 |
0.077 |
0.000 |
-0.2% |
0.000 |
| Volume |
8,838 |
9,528 |
690 |
7.8% |
26,447 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.077 |
3.050 |
2.914 |
|
| R3 |
3.002 |
2.975 |
2.894 |
|
| R2 |
2.927 |
2.927 |
2.887 |
|
| R1 |
2.900 |
2.900 |
2.880 |
2.914 |
| PP |
2.852 |
2.852 |
2.852 |
2.859 |
| S1 |
2.825 |
2.825 |
2.866 |
2.839 |
| S2 |
2.777 |
2.777 |
2.859 |
|
| S3 |
2.702 |
2.750 |
2.852 |
|
| S4 |
2.627 |
2.675 |
2.832 |
|
|
| 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 |
3.198 |
|
2.618 |
3.075 |
|
1.618 |
3.000 |
|
1.000 |
2.954 |
|
0.618 |
2.925 |
|
HIGH |
2.879 |
|
0.618 |
2.850 |
|
0.500 |
2.842 |
|
0.382 |
2.833 |
|
LOW |
2.804 |
|
0.618 |
2.758 |
|
1.000 |
2.729 |
|
1.618 |
2.683 |
|
2.618 |
2.608 |
|
4.250 |
2.485 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.863 |
2.862 |
| PP |
2.852 |
2.852 |
| S1 |
2.842 |
2.841 |
|