NYMEX Natural Gas Future May 2012
Trading Metrics calculated at close of trading on 09-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
2.137 |
2.103 |
-0.034 |
-1.6% |
2.122 |
High |
2.159 |
2.117 |
-0.042 |
-1.9% |
2.204 |
Low |
2.084 |
2.061 |
-0.023 |
-1.1% |
2.069 |
Close |
2.089 |
2.107 |
0.018 |
0.9% |
2.089 |
Range |
0.075 |
0.056 |
-0.019 |
-25.3% |
0.135 |
ATR |
0.093 |
0.091 |
-0.003 |
-2.9% |
0.000 |
Volume |
142,493 |
109,360 |
-33,133 |
-23.3% |
473,266 |
|
Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.263 |
2.241 |
2.138 |
|
R3 |
2.207 |
2.185 |
2.122 |
|
R2 |
2.151 |
2.151 |
2.117 |
|
R1 |
2.129 |
2.129 |
2.112 |
2.140 |
PP |
2.095 |
2.095 |
2.095 |
2.101 |
S1 |
2.073 |
2.073 |
2.102 |
2.084 |
S2 |
2.039 |
2.039 |
2.097 |
|
S3 |
1.983 |
2.017 |
2.092 |
|
S4 |
1.927 |
1.961 |
2.076 |
|
|
Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.526 |
2.442 |
2.163 |
|
R3 |
2.391 |
2.307 |
2.126 |
|
R2 |
2.256 |
2.256 |
2.114 |
|
R1 |
2.172 |
2.172 |
2.101 |
2.147 |
PP |
2.121 |
2.121 |
2.121 |
2.108 |
S1 |
2.037 |
2.037 |
2.077 |
2.012 |
S2 |
1.986 |
1.986 |
2.064 |
|
S3 |
1.851 |
1.902 |
2.052 |
|
S4 |
1.716 |
1.767 |
2.015 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.204 |
2.061 |
0.143 |
6.8% |
0.076 |
3.6% |
32% |
False |
True |
116,525 |
10 |
2.419 |
2.061 |
0.358 |
17.0% |
0.083 |
3.9% |
13% |
False |
True |
111,091 |
20 |
2.502 |
2.061 |
0.441 |
20.9% |
0.086 |
4.1% |
10% |
False |
True |
86,923 |
40 |
2.961 |
2.061 |
0.900 |
42.7% |
0.094 |
4.5% |
5% |
False |
True |
69,877 |
60 |
3.015 |
2.061 |
0.954 |
45.3% |
0.114 |
5.4% |
5% |
False |
True |
62,348 |
80 |
3.444 |
2.061 |
1.383 |
65.6% |
0.109 |
5.2% |
3% |
False |
True |
49,966 |
100 |
3.804 |
2.061 |
1.743 |
82.7% |
0.106 |
5.0% |
3% |
False |
True |
41,760 |
120 |
4.121 |
2.061 |
2.060 |
97.8% |
0.103 |
4.9% |
2% |
False |
True |
35,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.355 |
2.618 |
2.264 |
1.618 |
2.208 |
1.000 |
2.173 |
0.618 |
2.152 |
HIGH |
2.117 |
0.618 |
2.096 |
0.500 |
2.089 |
0.382 |
2.082 |
LOW |
2.061 |
0.618 |
2.026 |
1.000 |
2.005 |
1.618 |
1.970 |
2.618 |
1.914 |
4.250 |
1.823 |
|
|
Fisher Pivots for day following 09-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
2.101 |
2.130 |
PP |
2.095 |
2.122 |
S1 |
2.089 |
2.115 |
|