NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.986 |
2.008 |
0.022 |
1.1% |
2.103 |
| High |
2.030 |
2.016 |
-0.014 |
-0.7% |
2.126 |
| Low |
1.976 |
1.947 |
-0.029 |
-1.5% |
1.959 |
| Close |
2.016 |
1.951 |
-0.065 |
-3.2% |
1.981 |
| Range |
0.054 |
0.069 |
0.015 |
27.8% |
0.167 |
| ATR |
0.085 |
0.084 |
-0.001 |
-1.3% |
0.000 |
| Volume |
116,389 |
96,862 |
-19,527 |
-16.8% |
664,265 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.178 |
2.134 |
1.989 |
|
| R3 |
2.109 |
2.065 |
1.970 |
|
| R2 |
2.040 |
2.040 |
1.964 |
|
| R1 |
1.996 |
1.996 |
1.957 |
1.984 |
| PP |
1.971 |
1.971 |
1.971 |
1.965 |
| S1 |
1.927 |
1.927 |
1.945 |
1.915 |
| S2 |
1.902 |
1.902 |
1.938 |
|
| S3 |
1.833 |
1.858 |
1.932 |
|
| S4 |
1.764 |
1.789 |
1.913 |
|
|
| 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 |
2.069 |
1.947 |
0.122 |
6.3% |
0.068 |
3.5% |
3% |
False |
True |
129,513 |
| 10 |
2.204 |
1.947 |
0.257 |
13.2% |
0.073 |
3.7% |
2% |
False |
True |
123,059 |
| 20 |
2.477 |
1.947 |
0.530 |
27.2% |
0.079 |
4.0% |
1% |
False |
True |
107,344 |
| 40 |
2.945 |
1.947 |
0.998 |
51.2% |
0.089 |
4.6% |
0% |
False |
True |
78,037 |
| 60 |
3.015 |
1.947 |
1.068 |
54.7% |
0.111 |
5.7% |
0% |
False |
True |
71,783 |
| 80 |
3.391 |
1.947 |
1.444 |
74.0% |
0.109 |
5.6% |
0% |
False |
True |
58,801 |
| 100 |
3.804 |
1.947 |
1.857 |
95.2% |
0.105 |
5.4% |
0% |
False |
True |
48,985 |
| 120 |
4.080 |
1.947 |
2.133 |
109.3% |
0.103 |
5.3% |
0% |
False |
True |
41,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.309 |
|
2.618 |
2.197 |
|
1.618 |
2.128 |
|
1.000 |
2.085 |
|
0.618 |
2.059 |
|
HIGH |
2.016 |
|
0.618 |
1.990 |
|
0.500 |
1.982 |
|
0.382 |
1.973 |
|
LOW |
1.947 |
|
0.618 |
1.904 |
|
1.000 |
1.878 |
|
1.618 |
1.835 |
|
2.618 |
1.766 |
|
4.250 |
1.654 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.982 |
1.989 |
| PP |
1.971 |
1.976 |
| S1 |
1.961 |
1.964 |
|