NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 16-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.982 |
1.986 |
0.004 |
0.2% |
2.103 |
| High |
1.999 |
2.030 |
0.031 |
1.6% |
2.126 |
| Low |
1.959 |
1.976 |
0.017 |
0.9% |
1.959 |
| Close |
1.981 |
2.016 |
0.035 |
1.8% |
1.981 |
| Range |
0.040 |
0.054 |
0.014 |
35.0% |
0.167 |
| ATR |
0.087 |
0.085 |
-0.002 |
-2.7% |
0.000 |
| Volume |
112,136 |
116,389 |
4,253 |
3.8% |
664,265 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.169 |
2.147 |
2.046 |
|
| R3 |
2.115 |
2.093 |
2.031 |
|
| R2 |
2.061 |
2.061 |
2.026 |
|
| R1 |
2.039 |
2.039 |
2.021 |
2.050 |
| PP |
2.007 |
2.007 |
2.007 |
2.013 |
| S1 |
1.985 |
1.985 |
2.011 |
1.996 |
| S2 |
1.953 |
1.953 |
2.006 |
|
| S3 |
1.899 |
1.931 |
2.001 |
|
| S4 |
1.845 |
1.877 |
1.986 |
|
|
| 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 |
8.3% |
0.074 |
3.7% |
34% |
False |
False |
134,258 |
| 10 |
2.204 |
1.959 |
0.245 |
12.2% |
0.075 |
3.7% |
23% |
False |
False |
125,392 |
| 20 |
2.502 |
1.959 |
0.543 |
26.9% |
0.081 |
4.0% |
10% |
False |
False |
105,709 |
| 40 |
2.961 |
1.959 |
1.002 |
49.7% |
0.092 |
4.6% |
6% |
False |
False |
77,148 |
| 60 |
3.015 |
1.959 |
1.056 |
52.4% |
0.111 |
5.5% |
5% |
False |
False |
70,838 |
| 80 |
3.391 |
1.959 |
1.432 |
71.0% |
0.109 |
5.4% |
4% |
False |
False |
57,724 |
| 100 |
3.804 |
1.959 |
1.845 |
91.5% |
0.105 |
5.2% |
3% |
False |
False |
48,096 |
| 120 |
4.080 |
1.959 |
2.121 |
105.2% |
0.103 |
5.1% |
3% |
False |
False |
41,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.260 |
|
2.618 |
2.171 |
|
1.618 |
2.117 |
|
1.000 |
2.084 |
|
0.618 |
2.063 |
|
HIGH |
2.030 |
|
0.618 |
2.009 |
|
0.500 |
2.003 |
|
0.382 |
1.997 |
|
LOW |
1.976 |
|
0.618 |
1.943 |
|
1.000 |
1.922 |
|
1.618 |
1.889 |
|
2.618 |
1.835 |
|
4.250 |
1.747 |
|
|
| Fisher Pivots for day following 16-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.012 |
2.015 |
| PP |
2.007 |
2.015 |
| S1 |
2.003 |
2.014 |
|