NYMEX Natural Gas Future May 2012
Trading Metrics calculated at close of trading on 11-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
2.111 |
2.023 |
-0.088 |
-4.2% |
2.122 |
High |
2.126 |
2.049 |
-0.077 |
-3.6% |
2.204 |
Low |
2.024 |
1.972 |
-0.052 |
-2.6% |
2.069 |
Close |
2.031 |
1.984 |
-0.047 |
-2.3% |
2.089 |
Range |
0.102 |
0.077 |
-0.025 |
-24.5% |
0.135 |
ATR |
0.092 |
0.091 |
-0.001 |
-1.1% |
0.000 |
Volume |
120,588 |
132,831 |
12,243 |
10.2% |
473,266 |
|
Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.233 |
2.185 |
2.026 |
|
R3 |
2.156 |
2.108 |
2.005 |
|
R2 |
2.079 |
2.079 |
1.998 |
|
R1 |
2.031 |
2.031 |
1.991 |
2.017 |
PP |
2.002 |
2.002 |
2.002 |
1.994 |
S1 |
1.954 |
1.954 |
1.977 |
1.940 |
S2 |
1.925 |
1.925 |
1.970 |
|
S3 |
1.848 |
1.877 |
1.963 |
|
S4 |
1.771 |
1.800 |
1.942 |
|
|
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 |
2.198 |
1.972 |
0.226 |
11.4% |
0.076 |
3.8% |
5% |
False |
True |
119,753 |
10 |
2.307 |
1.972 |
0.335 |
16.9% |
0.083 |
4.2% |
4% |
False |
True |
119,056 |
20 |
2.502 |
1.972 |
0.530 |
26.7% |
0.085 |
4.3% |
2% |
False |
True |
95,161 |
40 |
2.961 |
1.972 |
0.989 |
49.8% |
0.096 |
4.8% |
1% |
False |
True |
71,994 |
60 |
3.015 |
1.972 |
1.043 |
52.6% |
0.114 |
5.7% |
1% |
False |
True |
65,587 |
80 |
3.391 |
1.972 |
1.419 |
71.5% |
0.109 |
5.5% |
1% |
False |
True |
52,878 |
100 |
3.804 |
1.972 |
1.832 |
92.3% |
0.106 |
5.4% |
1% |
False |
True |
44,111 |
120 |
4.080 |
1.972 |
2.108 |
106.3% |
0.103 |
5.2% |
1% |
False |
True |
37,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.376 |
2.618 |
2.251 |
1.618 |
2.174 |
1.000 |
2.126 |
0.618 |
2.097 |
HIGH |
2.049 |
0.618 |
2.020 |
0.500 |
2.011 |
0.382 |
2.001 |
LOW |
1.972 |
0.618 |
1.924 |
1.000 |
1.895 |
1.618 |
1.847 |
2.618 |
1.770 |
4.250 |
1.645 |
|
|
Fisher Pivots for day following 11-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
2.011 |
2.049 |
PP |
2.002 |
2.027 |
S1 |
1.993 |
2.006 |
|