NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 13-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.976 |
1.982 |
0.006 |
0.3% |
2.103 |
| High |
2.069 |
1.999 |
-0.070 |
-3.4% |
2.126 |
| Low |
1.971 |
1.959 |
-0.012 |
-0.6% |
1.959 |
| Close |
1.983 |
1.981 |
-0.002 |
-0.1% |
1.981 |
| Range |
0.098 |
0.040 |
-0.058 |
-59.2% |
0.167 |
| ATR |
0.091 |
0.087 |
-0.004 |
-4.0% |
0.000 |
| Volume |
189,350 |
112,136 |
-77,214 |
-40.8% |
664,265 |
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.100 |
2.080 |
2.003 |
|
| R3 |
2.060 |
2.040 |
1.992 |
|
| R2 |
2.020 |
2.020 |
1.988 |
|
| R1 |
2.000 |
2.000 |
1.985 |
1.990 |
| PP |
1.980 |
1.980 |
1.980 |
1.975 |
| S1 |
1.960 |
1.960 |
1.977 |
1.950 |
| S2 |
1.940 |
1.940 |
1.974 |
|
| S3 |
1.900 |
1.920 |
1.970 |
|
| S4 |
1.860 |
1.880 |
1.959 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.523 |
2.419 |
2.073 |
|
| R3 |
2.356 |
2.252 |
2.027 |
|
| R2 |
2.189 |
2.189 |
2.012 |
|
| R1 |
2.085 |
2.085 |
1.996 |
2.054 |
| PP |
2.022 |
2.022 |
2.022 |
2.006 |
| S1 |
1.918 |
1.918 |
1.966 |
1.887 |
| S2 |
1.855 |
1.855 |
1.950 |
|
| S3 |
1.688 |
1.751 |
1.935 |
|
| S4 |
1.521 |
1.584 |
1.889 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.126 |
1.959 |
0.167 |
8.4% |
0.075 |
3.8% |
13% |
False |
True |
132,853 |
| 10 |
2.204 |
1.959 |
0.245 |
12.4% |
0.077 |
3.9% |
9% |
False |
True |
124,556 |
| 20 |
2.502 |
1.959 |
0.543 |
27.4% |
0.082 |
4.2% |
4% |
False |
True |
103,185 |
| 40 |
2.961 |
1.959 |
1.002 |
50.6% |
0.093 |
4.7% |
2% |
False |
True |
75,841 |
| 60 |
3.015 |
1.959 |
1.056 |
53.3% |
0.113 |
5.7% |
2% |
False |
True |
69,578 |
| 80 |
3.391 |
1.959 |
1.432 |
72.3% |
0.109 |
5.5% |
2% |
False |
True |
56,339 |
| 100 |
3.804 |
1.959 |
1.845 |
93.1% |
0.106 |
5.3% |
1% |
False |
True |
47,004 |
| 120 |
4.080 |
1.959 |
2.121 |
107.1% |
0.103 |
5.2% |
1% |
False |
True |
40,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.169 |
|
2.618 |
2.104 |
|
1.618 |
2.064 |
|
1.000 |
2.039 |
|
0.618 |
2.024 |
|
HIGH |
1.999 |
|
0.618 |
1.984 |
|
0.500 |
1.979 |
|
0.382 |
1.974 |
|
LOW |
1.959 |
|
0.618 |
1.934 |
|
1.000 |
1.919 |
|
1.618 |
1.894 |
|
2.618 |
1.854 |
|
4.250 |
1.789 |
|
|
| Fisher Pivots for day following 13-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.980 |
2.014 |
| PP |
1.980 |
2.003 |
| S1 |
1.979 |
1.992 |
|