NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.023 |
1.976 |
-0.047 |
-2.3% |
2.122 |
| High |
2.049 |
2.069 |
0.020 |
1.0% |
2.204 |
| Low |
1.972 |
1.971 |
-0.001 |
-0.1% |
2.069 |
| Close |
1.984 |
1.983 |
-0.001 |
-0.1% |
2.089 |
| Range |
0.077 |
0.098 |
0.021 |
27.3% |
0.135 |
| ATR |
0.091 |
0.091 |
0.001 |
0.6% |
0.000 |
| Volume |
132,831 |
189,350 |
56,519 |
42.5% |
473,266 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.302 |
2.240 |
2.037 |
|
| R3 |
2.204 |
2.142 |
2.010 |
|
| R2 |
2.106 |
2.106 |
2.001 |
|
| R1 |
2.044 |
2.044 |
1.992 |
2.075 |
| PP |
2.008 |
2.008 |
2.008 |
2.023 |
| S1 |
1.946 |
1.946 |
1.974 |
1.977 |
| S2 |
1.910 |
1.910 |
1.965 |
|
| S3 |
1.812 |
1.848 |
1.956 |
|
| S4 |
1.714 |
1.750 |
1.929 |
|
|
| 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 |
2.159 |
1.971 |
0.188 |
9.5% |
0.082 |
4.1% |
6% |
False |
True |
138,924 |
| 10 |
2.277 |
1.971 |
0.306 |
15.4% |
0.087 |
4.4% |
4% |
False |
True |
127,056 |
| 20 |
2.502 |
1.971 |
0.531 |
26.8% |
0.085 |
4.3% |
2% |
False |
True |
101,140 |
| 40 |
2.961 |
1.971 |
0.990 |
49.9% |
0.095 |
4.8% |
1% |
False |
True |
74,564 |
| 60 |
3.015 |
1.971 |
1.044 |
52.6% |
0.113 |
5.7% |
1% |
False |
True |
68,329 |
| 80 |
3.391 |
1.971 |
1.420 |
71.6% |
0.110 |
5.5% |
1% |
False |
True |
55,062 |
| 100 |
3.804 |
1.971 |
1.833 |
92.4% |
0.106 |
5.4% |
1% |
False |
True |
45,939 |
| 120 |
4.080 |
1.971 |
2.109 |
106.4% |
0.103 |
5.2% |
1% |
False |
True |
39,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.486 |
|
2.618 |
2.326 |
|
1.618 |
2.228 |
|
1.000 |
2.167 |
|
0.618 |
2.130 |
|
HIGH |
2.069 |
|
0.618 |
2.032 |
|
0.500 |
2.020 |
|
0.382 |
2.008 |
|
LOW |
1.971 |
|
0.618 |
1.910 |
|
1.000 |
1.873 |
|
1.618 |
1.812 |
|
2.618 |
1.714 |
|
4.250 |
1.555 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.020 |
2.049 |
| PP |
2.008 |
2.027 |
| S1 |
1.995 |
2.005 |
|