NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 10-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.103 |
2.111 |
0.008 |
0.4% |
2.122 |
| High |
2.117 |
2.126 |
0.009 |
0.4% |
2.204 |
| Low |
2.061 |
2.024 |
-0.037 |
-1.8% |
2.069 |
| Close |
2.107 |
2.031 |
-0.076 |
-3.6% |
2.089 |
| Range |
0.056 |
0.102 |
0.046 |
82.1% |
0.135 |
| ATR |
0.091 |
0.092 |
0.001 |
0.9% |
0.000 |
| Volume |
109,360 |
120,588 |
11,228 |
10.3% |
473,266 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.366 |
2.301 |
2.087 |
|
| R3 |
2.264 |
2.199 |
2.059 |
|
| R2 |
2.162 |
2.162 |
2.050 |
|
| R1 |
2.097 |
2.097 |
2.040 |
2.079 |
| PP |
2.060 |
2.060 |
2.060 |
2.051 |
| S1 |
1.995 |
1.995 |
2.022 |
1.977 |
| S2 |
1.958 |
1.958 |
2.012 |
|
| S3 |
1.856 |
1.893 |
2.003 |
|
| S4 |
1.754 |
1.791 |
1.975 |
|
|
| 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 |
2.024 |
0.180 |
8.9% |
0.078 |
3.8% |
4% |
False |
True |
116,606 |
| 10 |
2.329 |
2.024 |
0.305 |
15.0% |
0.082 |
4.0% |
2% |
False |
True |
115,841 |
| 20 |
2.502 |
2.024 |
0.478 |
23.5% |
0.089 |
4.4% |
1% |
False |
True |
90,606 |
| 40 |
2.961 |
2.024 |
0.937 |
46.1% |
0.095 |
4.7% |
1% |
False |
True |
70,868 |
| 60 |
3.015 |
2.024 |
0.991 |
48.8% |
0.114 |
5.6% |
1% |
False |
True |
63,900 |
| 80 |
3.435 |
2.024 |
1.411 |
69.5% |
0.110 |
5.4% |
0% |
False |
True |
51,326 |
| 100 |
3.804 |
2.024 |
1.780 |
87.6% |
0.106 |
5.2% |
0% |
False |
True |
42,874 |
| 120 |
4.080 |
2.024 |
2.056 |
101.2% |
0.103 |
5.1% |
0% |
False |
True |
36,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.560 |
|
2.618 |
2.393 |
|
1.618 |
2.291 |
|
1.000 |
2.228 |
|
0.618 |
2.189 |
|
HIGH |
2.126 |
|
0.618 |
2.087 |
|
0.500 |
2.075 |
|
0.382 |
2.063 |
|
LOW |
2.024 |
|
0.618 |
1.961 |
|
1.000 |
1.922 |
|
1.618 |
1.859 |
|
2.618 |
1.757 |
|
4.250 |
1.591 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.075 |
2.092 |
| PP |
2.060 |
2.071 |
| S1 |
2.046 |
2.051 |
|