NYMEX Natural Gas Future May 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 |
2.166 |
2.122 |
-0.044 |
-2.0% |
2.382 |
| High |
2.172 |
2.163 |
-0.009 |
-0.4% |
2.419 |
| Low |
2.101 |
2.069 |
-0.032 |
-1.5% |
2.101 |
| Close |
2.126 |
2.152 |
0.026 |
1.2% |
2.126 |
| Range |
0.071 |
0.094 |
0.023 |
32.4% |
0.318 |
| ATR |
0.098 |
0.098 |
0.000 |
-0.3% |
0.000 |
| Volume |
108,035 |
120,183 |
12,148 |
11.2% |
528,286 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.410 |
2.375 |
2.204 |
|
| R3 |
2.316 |
2.281 |
2.178 |
|
| R2 |
2.222 |
2.222 |
2.169 |
|
| R1 |
2.187 |
2.187 |
2.161 |
2.205 |
| PP |
2.128 |
2.128 |
2.128 |
2.137 |
| S1 |
2.093 |
2.093 |
2.143 |
2.111 |
| S2 |
2.034 |
2.034 |
2.135 |
|
| S3 |
1.940 |
1.999 |
2.126 |
|
| S4 |
1.846 |
1.905 |
2.100 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.169 |
2.966 |
2.301 |
|
| R3 |
2.851 |
2.648 |
2.213 |
|
| R2 |
2.533 |
2.533 |
2.184 |
|
| R1 |
2.330 |
2.330 |
2.155 |
2.273 |
| PP |
2.215 |
2.215 |
2.215 |
2.187 |
| S1 |
2.012 |
2.012 |
2.097 |
1.955 |
| S2 |
1.897 |
1.897 |
2.068 |
|
| S3 |
1.579 |
1.694 |
2.039 |
|
| S4 |
1.261 |
1.376 |
1.951 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.329 |
2.069 |
0.260 |
12.1% |
0.086 |
4.0% |
32% |
False |
True |
115,076 |
| 10 |
2.477 |
2.069 |
0.408 |
19.0% |
0.085 |
4.0% |
20% |
False |
True |
91,629 |
| 20 |
2.503 |
2.069 |
0.434 |
20.2% |
0.086 |
4.0% |
19% |
False |
True |
73,914 |
| 40 |
2.961 |
2.069 |
0.892 |
41.4% |
0.102 |
4.7% |
9% |
False |
True |
65,523 |
| 60 |
3.220 |
2.069 |
1.151 |
53.5% |
0.117 |
5.4% |
7% |
False |
True |
56,249 |
| 80 |
3.655 |
2.069 |
1.586 |
73.7% |
0.110 |
5.1% |
5% |
False |
True |
44,901 |
| 100 |
3.888 |
2.069 |
1.819 |
84.5% |
0.106 |
4.9% |
5% |
False |
True |
37,477 |
| 120 |
4.121 |
2.069 |
2.052 |
95.4% |
0.104 |
4.8% |
4% |
False |
True |
32,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.563 |
|
2.618 |
2.409 |
|
1.618 |
2.315 |
|
1.000 |
2.257 |
|
0.618 |
2.221 |
|
HIGH |
2.163 |
|
0.618 |
2.127 |
|
0.500 |
2.116 |
|
0.382 |
2.105 |
|
LOW |
2.069 |
|
0.618 |
2.011 |
|
1.000 |
1.975 |
|
1.618 |
1.917 |
|
2.618 |
1.823 |
|
4.250 |
1.670 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.140 |
2.173 |
| PP |
2.128 |
2.166 |
| S1 |
2.116 |
2.159 |
|