NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.122 |
2.146 |
0.024 |
1.1% |
2.382 |
| High |
2.163 |
2.204 |
0.041 |
1.9% |
2.419 |
| Low |
2.069 |
2.117 |
0.048 |
2.3% |
2.101 |
| Close |
2.152 |
2.187 |
0.035 |
1.6% |
2.126 |
| Range |
0.094 |
0.087 |
-0.007 |
-7.4% |
0.318 |
| ATR |
0.098 |
0.097 |
-0.001 |
-0.8% |
0.000 |
| Volume |
120,183 |
117,094 |
-3,089 |
-2.6% |
528,286 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.430 |
2.396 |
2.235 |
|
| R3 |
2.343 |
2.309 |
2.211 |
|
| R2 |
2.256 |
2.256 |
2.203 |
|
| R1 |
2.222 |
2.222 |
2.195 |
2.239 |
| PP |
2.169 |
2.169 |
2.169 |
2.178 |
| S1 |
2.135 |
2.135 |
2.179 |
2.152 |
| S2 |
2.082 |
2.082 |
2.171 |
|
| S3 |
1.995 |
2.048 |
2.163 |
|
| S4 |
1.908 |
1.961 |
2.139 |
|
|
| 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 |
2.307 |
2.069 |
0.238 |
10.9% |
0.091 |
4.1% |
50% |
False |
False |
118,358 |
| 10 |
2.474 |
2.069 |
0.405 |
18.5% |
0.089 |
4.0% |
29% |
False |
False |
97,953 |
| 20 |
2.502 |
2.069 |
0.433 |
19.8% |
0.088 |
4.0% |
27% |
False |
False |
78,011 |
| 40 |
2.961 |
2.069 |
0.892 |
40.8% |
0.100 |
4.6% |
13% |
False |
False |
67,267 |
| 60 |
3.204 |
2.069 |
1.135 |
51.9% |
0.117 |
5.3% |
10% |
False |
False |
57,847 |
| 80 |
3.655 |
2.069 |
1.586 |
72.5% |
0.110 |
5.0% |
7% |
False |
False |
46,235 |
| 100 |
3.880 |
2.069 |
1.811 |
82.8% |
0.106 |
4.9% |
7% |
False |
False |
38,554 |
| 120 |
4.121 |
2.069 |
2.052 |
93.8% |
0.104 |
4.8% |
6% |
False |
False |
32,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.574 |
|
2.618 |
2.432 |
|
1.618 |
2.345 |
|
1.000 |
2.291 |
|
0.618 |
2.258 |
|
HIGH |
2.204 |
|
0.618 |
2.171 |
|
0.500 |
2.161 |
|
0.382 |
2.150 |
|
LOW |
2.117 |
|
0.618 |
2.063 |
|
1.000 |
2.030 |
|
1.618 |
1.976 |
|
2.618 |
1.889 |
|
4.250 |
1.747 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.178 |
2.170 |
| PP |
2.169 |
2.153 |
| S1 |
2.161 |
2.137 |
|